diff options
Diffstat (limited to 'src/opti.cpp')
| -rw-r--r-- | src/opti.cpp | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/src/opti.cpp b/src/opti.cpp index 18759cf..8a9b34e 100644 --- a/src/opti.cpp +++ b/src/opti.cpp @@ -11,7 +11,7 @@ double f (const std::vector<double> &X, std::vector<double> &grad, void *params) for(int i=0; i<d; i++){ norm+=X[i]*X[i]; } - asian_option A(r, T, S0, V, d, K); + asian_option A(r, T, S0, V, K); return log(A(X)) - 0.5*norm; }; |