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authorBertrand <bertrand.horel@gmail.com>2016-04-21 00:23:19 +0200
committerBertrand <bertrand.horel@gmail.com>2016-04-21 00:23:19 +0200
commit778a4f66c76a02a2c800e0d4bb8b05a03b14497f (patch)
tree5f49cb5b44f12cdd966c854e9bb308c9d486ed65 /src/opti.cpp
parent4e47ed01199bf1fa6d76228a85f87929db46bee3 (diff)
downloadprojet_C++-778a4f66c76a02a2c800e0d4bb8b05a03b14497f.tar.gz
modif argmax
Diffstat (limited to 'src/opti.cpp')
-rw-r--r--src/opti.cpp2
1 files changed, 1 insertions, 1 deletions
diff --git a/src/opti.cpp b/src/opti.cpp
index 7f838e9..efe5643 100644
--- a/src/opti.cpp
+++ b/src/opti.cpp
@@ -34,7 +34,7 @@ std::vector<double> argmax(double r, double T, double S0, double V, double K, in
opt.set_xtol_rel(1e-4);
- std::vector<double> x(d,0);
+ std::vector<double> x(d,1);
std::vector<double> g(0);
double maxf;