From 3d1bb1d9272b1cc68ed7d36bbd9a637a5e4c538e Mon Sep 17 00:00:00 2001 From: Bertrand Date: Tue, 16 Feb 2016 22:37:39 +0000 Subject: recorrection --- option.cpp | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) (limited to 'option.cpp') diff --git a/option.cpp b/option.cpp index 63c7a05..e7a1fe6 100644 --- a/option.cpp +++ b/option.cpp @@ -52,9 +52,10 @@ struct quasi_option : public generator seed[i]=U(); X[i] = gsl_cdf_gaussian_Pinv(frac_part(seed[i]+X[i]), 1); } + sum += payoff(X); //std::cout<