diff options
Diffstat (limited to 'src/option.cpp')
| -rw-r--r-- | src/option.cpp | 26 |
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; -} - + |
