meilleur encapsulage pour asian quasi_option

1 files changed, 28 insertions, 1 deletions

diff --git a/rqmc.hpp b/rqmc.hpp
index 62efbaa..415ab00 100644
--- a/rqmc.hpp
+++ b/rqmc.hpp
@@ -31,7 +31,29 @@ compose(Fct f, VA X) {
     return compose_t<Fct, VA>(f, X);
 };
 
-//
+template <typename VA>
+struct mean_t: public generator<double>
+{
+    mean_t(int n, VA X): n(n), X(X) {};
+    double operator()(){
+        double sum = 0;
+        for(int i=0; i<n; i++){
+            sum+=X();
+        }
+        return sum/n;
+    }
+    private :
+        int n; VA X;
+    };
+    
+template <typename VA>
+inline mean_t<VA>
+mean(int n, VA X){
+    return mean_t<VA>(n, X);
+};
+
+
+//Les classes de monte-Carlo
 
 template <typename L>
 std::vector<double> monte_carlo(int n, L X)
@@ -55,6 +77,9 @@ std::vector<double> monte_carlo(int n, Fct f, L X)
 	return monte_carlo(n, compose(f, X)); 
 };
 
+//Les classes de quasi-mean
+
+
 struct quasi_gaussian : public var_alea<std::vector<double> >
 {
     quasi_gaussian (int d, double mean = 0, double std =1)
@@ -72,6 +97,8 @@ struct quasi_gaussian : public var_alea<std::vector<double> >
     sobol sob;
 };
 
+
+
 struct gaussian_d : public var_alea<std::vector<double> >
 {
     gaussian_d(int d, double mean = 0, double std =1)