From f79ce2d22cd224b9b8f46700d53a1e35a77ef801 Mon Sep 17 00:00:00 2001
From: Bertrand <bertrand.horel@gmail.com>
Date: Tue, 16 Feb 2016 22:45:23 +0000
Subject: re

---
 option.cpp | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

(limited to 'option.cpp')

diff --git a/option.cpp b/option.cpp
index e7a1fe6..7fb5ce3 100644
--- a/option.cpp
+++ b/option.cpp
@@ -45,11 +45,13 @@ struct quasi_option : public generator<double>
     double operator()() {
         std::vector<double> X(d);
         double sum =0;
+        for(int i=0; i<d; i++){
+                seed[i]=U();
+            }
         for (int i=0; i<n; i++){
             X=s();
             //std::cout<<X[i]<<std::endl;
             for(int i=0; i<d; i++){
-                seed[i]=U();
                 X[i] = gsl_cdf_gaussian_Pinv(frac_part(seed[i]+X[i]), 1);
             }
             sum += payoff(X);
@@ -75,8 +77,11 @@ int main(){
     int d =16; 
 
     typedef asian_option payoff_type;
+    
+    std::vector<double> result(3);
+    result = monte_carlo(100, quasi_option<payoff_type> (N, d, A));
     for(int i =0; i<3; i++){
-        std::cout<<monte_carlo(100, quasi_option<payoff_type> (N, d, A))[i]<<std::endl;
+        std::cout<<result[i]<<std::endl;
     }
 
 
-- 
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