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authorBertrand <bertrand.horel@gmail.com>2016-04-12 17:05:23 +0000
committerBertrand <bertrand.horel@gmail.com>2016-04-12 17:05:23 +0000
commitbcafe5e41698c44b6aa77b8ef150f4224613c38f (patch)
tree0d2fcdd687970a7809f11c359c8c31aaf246c5ec /src/option.hpp
parentbb87c9576a735fe9827db0d27d180b47f9884161 (diff)
downloadprojet_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.hpp22
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;
- };
-