Répare opti.hpp

1 files changed, 14 insertions, 16 deletions

diff --git a/src/opti.cpp b/src/opti.cpp
index 8a9b34e..7f838e9 100644
--- a/src/opti.cpp
+++ b/src/opti.cpp
@@ -1,27 +1,33 @@
 #include "opti.hpp"
 #include "option.hpp"
 
+typedef struct option_params {
+    double r;
+    double T;
+    double S0;
+    double V;
+    double K;
+    bool call;
+} option_params;
 
 double f (const std::vector<double> &X, std::vector<double> &grad, void *params) {
     int d = X.size();
-    double *p =(double *)params;
-    double r=p[0] ; double T=p[1]; double S0=p[2];
-    double V=p[3]; double K=p[4];
+    option_params *p = (option_params *)params;
     double norm = 0;
     for(int i=0; i<d; i++){
         norm+=X[i]*X[i];
     }
-    asian_option A(r, T, S0, V, K);
+    asian_option A(p->r, p->T, p->S0, p->V, p->K, p->call);
     return log(A(X)) - 0.5*norm;
 };
 
 
 
 
-std::vector<double> argmax(double r, double T, double S0, double V, double K, int d){
-    
-    double params[5] = {r, T, S0, V, K};
-    
+std::vector<double> argmax(double r, double T, double S0, double V, double K, int d, bool call){
+
+    option_params params = {.r = r, .T = T, .S0 = S0, .V=V, .K=K, .call=call};
+
     nlopt::opt opt(nlopt::LN_COBYLA, d);
 
     opt.set_max_objective(f, &params);
@@ -36,11 +42,3 @@ std::vector<double> argmax(double r, double T, double S0, double V, double K, in
 
     return x;
 }
-
-    
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-    
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-    
-