From 906c2dee383a7eb72632bfbdf61916a576a5460d Mon Sep 17 00:00:00 2001
From: Bertrand <bertrand.horel@gmail.com>
Date: Sun, 21 Feb 2016 16:35:30 +0000
Subject: création de la struct f_mu
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 src/opti.cpp | 20 ++++++--------------
 1 file changed, 6 insertions(+), 14 deletions(-)

(limited to 'src/opti.cpp')

diff --git a/src/opti.cpp b/src/opti.cpp
index 702e8c2..23ddff3 100644
--- a/src/opti.cpp
+++ b/src/opti.cpp
@@ -1,8 +1,4 @@
-#include <vector>
-#include <nlopt.hpp>
-#include <cmath>
-#include <algorithm>
-#include <iostream>
+#include "opti.hpp"
 
 double pos (double x){
     return x>0?x:0;
@@ -30,17 +26,17 @@ double f (const std::vector<double> &X, std::vector<double> &grad, void *params)
 
 
 
-int main() {
+std::vector<double> argmax(double r, double T, double S0, double V, double K, int d){
     
-    double params[5] = {0.05, 1, 50, 0.1, 45};
+    double params[5] = {r, T, S0, V, K};
     
-    nlopt::opt opt(nlopt::LN_COBYLA, 16);
+    nlopt::opt opt(nlopt::LN_COBYLA, d);
 
     opt.set_max_objective(f, &params);
 
     opt.set_xtol_rel(1e-4);
 
-    std::vector<double> x(16,0);
+    std::vector<double> x(d,0);
     std::vector<double> g(0);
 
     
@@ -48,12 +44,8 @@ int main() {
 
     double maxf;
     nlopt::result result = opt.optimize(x, maxf);
-    for(int i=0; i<16; i++){
-        std::cout<<x[i]<<std::endl;
-    }
-    std::cout<<"valeur à la fin : "<<maxf<<std::endl;
 
-    return 0;
+    return x;
 }
 
     
-- 
cgit v1.2.3-70-g09d2