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| author | Bertrand <bertrand.horel@gmail.com> | 2016-02-21 16:39:57 +0000 |
|---|---|---|
| committer | Bertrand <bertrand.horel@gmail.com> | 2016-02-21 16:39:57 +0000 |
| commit | d637151c4acae4a06ffef927bf7ececd77d67a44 (patch) | |
| tree | 145e23bd102f175f806ab01f4c9286b2133f57ac /src/opti.hpp | |
| parent | 906c2dee383a7eb72632bfbdf61916a576a5460d (diff) | |
| download | projet_C++-d637151c4acae4a06ffef927bf7ececd77d67a44.tar.gz | |
réorganisation
Diffstat (limited to 'src/opti.hpp')
| -rw-r--r-- | src/opti.hpp | 13 |
1 files changed, 13 insertions, 0 deletions
diff --git a/src/opti.hpp b/src/opti.hpp new file mode 100644 index 0000000..e12d544 --- /dev/null +++ b/src/opti.hpp @@ -0,0 +1,13 @@ +#include <vector> +#include <nlopt.hpp> +#include <cmath> +#include <algorithm> +#include <iostream> + +double pos (double x); + +double f (const std::vector<double> &X, std::vector<double> &grad, void *params); + +std::vector<double> argmax(double r, double T, double S0, double V, double K, int d); + + |