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| author | Bertrand <bertrand.horel@gmail.com> | 2016-04-12 16:58:43 +0000 |
|---|---|---|
| committer | Bertrand <bertrand.horel@gmail.com> | 2016-04-12 16:58:43 +0000 |
| commit | bb87c9576a735fe9827db0d27d180b47f9884161 (patch) | |
| tree | 439cbee54582f19aa008b0c9a6b0cbfe8633f533 /src/option.cpp | |
| parent | 85a3697125dce0f6478115a50b8309e38e97c709 (diff) | |
| download | projet_C++-bb87c9576a735fe9827db0d27d180b47f9884161.tar.gz | |
suite nettoyage, écriture exemple normale rqmc, transformation de la fonction monte_carlo en quasi_mean
Diffstat (limited to 'src/option.cpp')
| -rw-r--r-- | src/option.cpp | 26 |
1 files changed, 1 insertions, 25 deletions
diff --git a/src/option.cpp b/src/option.cpp index 918e735..c50a7bf 100644 --- a/src/option.cpp +++ b/src/option.cpp @@ -6,31 +6,7 @@ double pos (double x){ } -int main(){ - init_alea(1); - asian_option A(0.05, 1.0, 50.0, 0.1, 16, 45); - int N= 10000; - - int d =16; - - - std::vector<double> result(3); - result = monte_carlo(100, quasi_option<asian_option, sobol> (N, d, A)); - for(int i =0; i<3; i++){ - std::cout<<result[i]<<std::endl; - } - - std::vector<double> result2(3); - result2 = monte_carlo(100, quasi_option<asian_option, halton> (N, d, A)); - for(int i =0; i<3; i++){ - std::cout<<result2[i]<<std::endl; - } - - - - return 0; -} - + |
