correction bugg

1 files changed, 8 insertions, 6 deletions

diff --git a/option.cpp b/option.cpp
index 8229730..63c7a05 100644
--- a/option.cpp
+++ b/option.cpp
@@ -43,14 +43,16 @@ struct quasi_option : public generator<double>
     quasi_option(int n, int d, Fct payoff) : n(n), d(d), payoff(payoff), U(0,1), s(d), seed(d) {};
         
     double operator()() {
-        for(int i=0; i<d; i++){
-                seed[i]=U();
-            }
         std::vector<double> X(d);
         double sum =0;
-        X = s();
         for (int i=0; i<n; i++){
-            X[i] = gsl_cdf_gaussian_Pinv(frac_part(seed[i]+X[i]), 1);
+            X=s();
+            //std::cout<<X[i]<<std::endl;
+            for(int i=0; i<d; i++){
+                seed[i]=U();
+                X[i] = gsl_cdf_gaussian_Pinv(frac_part(seed[i]+X[i]), 1);
+            }
+            //std::cout<<X[i]<<std::endl;
         }
         sum += payoff(X);
         return sum/n;
@@ -67,7 +69,7 @@ struct quasi_option : public generator<double>
 int main(){
     init_alea(1);
     asian_option A(0.05, 1.0, 50.0, 0.1, 16, 45);
-    int N= 1000;
+    int N= 10000;
     
     int d =16;