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-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;
-}
-
+