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authorBertrand <bertrand.horel@gmail.com>2016-02-16 22:37:39 +0000
committerBertrand <bertrand.horel@gmail.com>2016-02-16 22:37:39 +0000
commit3d1bb1d9272b1cc68ed7d36bbd9a637a5e4c538e (patch)
tree49f08edc2c7fe71df45640b288d3a94752384bec /option.cpp
parenta9b57e0fc0801530f26afa76dcc7ba0c4ec54c19 (diff)
downloadprojet_C++-3d1bb1d9272b1cc68ed7d36bbd9a637a5e4c538e.tar.gz
recorrection
Diffstat (limited to 'option.cpp')
-rw-r--r--option.cpp3
1 files changed, 2 insertions, 1 deletions
diff --git a/option.cpp b/option.cpp
index 63c7a05..e7a1fe6 100644
--- a/option.cpp
+++ b/option.cpp
@@ -52,9 +52,10 @@ struct quasi_option : public generator<double>
seed[i]=U();
X[i] = gsl_cdf_gaussian_Pinv(frac_part(seed[i]+X[i]), 1);
}
+ sum += payoff(X);
//std::cout<<X[i]<<std::endl;
}
- sum += payoff(X);
+
return sum/n;
};