From 4e723ffa229db059601d3a0c47f6c229652ee208 Mon Sep 17 00:00:00 2001
From: Bertrand <bertrand.horel@gmail.com>
Date: Wed, 20 Apr 2016 21:56:00 +0200
Subject: modification de la structure asian option

---
 src/opti.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

(limited to 'src/opti.cpp')

diff --git a/src/opti.cpp b/src/opti.cpp
index 18759cf..8a9b34e 100644
--- a/src/opti.cpp
+++ b/src/opti.cpp
@@ -11,7 +11,7 @@ double f (const std::vector<double> &X, std::vector<double> &grad, void *params)
     for(int i=0; i<d; i++){
         norm+=X[i]*X[i];
     }
-    asian_option A(r, T, S0, V, d, K);
+    asian_option A(r, T, S0, V, K);
     return log(A(X)) - 0.5*norm;
 };
 
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