From 28fe184f2fea5031f352cf73fc30b99b5cde8f6f Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Wed, 13 Apr 2016 11:34:19 -0400
Subject: replace unary_function by function

---
 src/option.hpp              | 12 +++++-------
 src/projet.cpp              |  8 +++-----
 src/stratified_sampling.hpp |  3 ++-
 3 files changed, 10 insertions(+), 13 deletions(-)

diff --git a/src/option.hpp b/src/option.hpp
index 4d9ee13..c969071 100644
--- a/src/option.hpp
+++ b/src/option.hpp
@@ -1,12 +1,12 @@
-#include "rqmc.hpp"
+#include <functional>
 
 double pos (double x);
 
-struct asian_option : public std::unary_function<std::vector<double>, double>
+struct asian_option : public std::function<double(std::vector<double>)>
 {
     asian_option(double r, double T, double S0, double V, int d, double K)
         : r(r), T(T), S0(S0), V(V), d(d), K(K) {};
-    
+
     double operator()(std::vector<double> X) const {
         std::vector<double> S(d);
         S[0]= S0*exp((r-V*V/2)*(T/d)+V*sqrt(T/d)*X[0]);
@@ -15,8 +15,8 @@ struct asian_option : public std::unary_function<std::vector<double>, double>
         }
         double temp = std::accumulate(S.begin(), S.end(), 0.)/d;
         return exp(-r*T)*pos(temp-K);
-        };
-        
+    };
+
     private:
         double r;
         double T;
@@ -25,5 +25,3 @@ struct asian_option : public std::unary_function<std::vector<double>, double>
         int d;
         double K;
     };
-        
-        
diff --git a/src/projet.cpp b/src/projet.cpp
index c4bd6d8..e5405e0 100644
--- a/src/projet.cpp
+++ b/src/projet.cpp
@@ -85,15 +85,13 @@ void exemple2_rqmc() {
     }
 };
 
-struct first:public std::unary_function<std::vector<double>, double>
-{ double operator()(std::vector<double> X){return X[0];}
-};
 
 void exemple1_rqmc(){
     int N = 100;
-    first f; //comme quasi_gaussian retourne un vecteur, on doit composer avec f pour avoir le double QG()[0]
+    //comme quasi_gaussian retourne un vecteur, on doit composer avec f pour avoir le double QG()[0]
+    std::function<double(std::vector<double>)> f = [](std::vector<double> x){return x[0];};
     std::vector<double> result(3);
-    result = monte_carlo (100,quasi_mean<struct first, sobol> (N, 1, f));
+    result = monte_carlo (100, quasi_mean<decltype(f), sobol> (N, 1, f));
     for(int i =0; i<3; i++){
         std::cout<<result[i]<<std::endl;
     }
diff --git a/src/stratified_sampling.hpp b/src/stratified_sampling.hpp
index 9175f75..1ab1126 100644
--- a/src/stratified_sampling.hpp
+++ b/src/stratified_sampling.hpp
@@ -3,6 +3,7 @@
 #include <iostream>
 #include "var_alea.hpp"
 #include <gsl/gsl_cdf.h>
+#include <functional>
 
 using namespace std;
 
@@ -180,7 +181,7 @@ pair<double,double> stratified_sampling<L>::estimator() const {
 }
 
 template <typename Fct>
-struct exponential_tilt : public std::unary_function<std::vector<double>, double>
+struct exponential_tilt : public std::function<double(std::vector<double>)>
 {
     exponential_tilt(std::vector<double> mu, Fct f) : mu(mu), f(f){
         norm_mu = 0;
-- 
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