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| author | Bertrand <bertrand.horel@gmail.com> | 2016-04-20 21:56:00 +0200 |
|---|---|---|
| committer | Bertrand <bertrand.horel@gmail.com> | 2016-04-20 21:56:00 +0200 |
| commit | 4e723ffa229db059601d3a0c47f6c229652ee208 (patch) | |
| tree | 8fc76ff57fecf16b3d986aa057477abd14a3ed1a /src/opti.cpp | |
| parent | d3d2034b35a5fe76f533a4d5ffc9db7ea0f778d9 (diff) | |
| download | projet_C++-4e723ffa229db059601d3a0c47f6c229652ee208.tar.gz | |
modification de la structure asian option
Diffstat (limited to 'src/opti.cpp')
| -rw-r--r-- | src/opti.cpp | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/src/opti.cpp b/src/opti.cpp index 18759cf..8a9b34e 100644 --- a/src/opti.cpp +++ b/src/opti.cpp @@ -11,7 +11,7 @@ double f (const std::vector<double> &X, std::vector<double> &grad, void *params) for(int i=0; i<d; i++){ norm+=X[i]*X[i]; } - asian_option A(r, T, S0, V, d, K); + asian_option A(r, T, S0, V, K); return log(A(X)) - 0.5*norm; }; |