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| author | Bertrand <bertrand.horel@gmail.com> | 2016-04-12 17:05:23 +0000 |
|---|---|---|
| committer | Bertrand <bertrand.horel@gmail.com> | 2016-04-12 17:05:23 +0000 |
| commit | bcafe5e41698c44b6aa77b8ef150f4224613c38f (patch) | |
| tree | 0d2fcdd687970a7809f11c359c8c31aaf246c5ec /src/option.hpp | |
| parent | bb87c9576a735fe9827db0d27d180b47f9884161 (diff) | |
| download | projet_C++-bcafe5e41698c44b6aa77b8ef150f4224613c38f.tar.gz | |
rectification, renommage quasi_mean en monte_carlo, renommage quasi_option en quasi_mean qui est déplacée dans rqmc.hpp
Diffstat (limited to 'src/option.hpp')
| -rw-r--r-- | src/option.hpp | 22 |
1 files changed, 0 insertions, 22 deletions
diff --git a/src/option.hpp b/src/option.hpp index 1a3733c..4d9ee13 100644 --- a/src/option.hpp +++ b/src/option.hpp @@ -27,25 +27,3 @@ struct asian_option : public std::unary_function<std::vector<double>, double> }; - - -template <typename Fct, typename LDS> -struct quasi_option : public generator<typename Fct::result_type> -{ - quasi_option(int n, int d, Fct payoff) : n(n), d(d), payoff(payoff), G(d) {}; - - typename Fct::result_type operator()() { - double sum =0; - for(int i=0; i<n; i++){ - sum += payoff(G()); - - } - return sum/n; - }; - - private: - int n, d; - Fct payoff; - quasi_gaussian<LDS> G; - }; - |
