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authorBertrand <bertrand.horel@gmail.com>2016-04-12 16:58:43 +0000
committerBertrand <bertrand.horel@gmail.com>2016-04-12 16:58:43 +0000
commitbb87c9576a735fe9827db0d27d180b47f9884161 (patch)
tree439cbee54582f19aa008b0c9a6b0cbfe8633f533 /src/option.cpp
parent85a3697125dce0f6478115a50b8309e38e97c709 (diff)
downloadprojet_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.cpp26
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;
-}
-
+