diff options
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; - }; - |
