From e3694fb5e5b6b2b307dd31399b242e01977ed19f Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Thu, 21 Apr 2016 17:37:40 -0400
Subject: use lambda functions

---
 src/opti.cpp | 7 ++-----
 1 file changed, 2 insertions(+), 5 deletions(-)

(limited to 'src/opti.cpp')

diff --git a/src/opti.cpp b/src/opti.cpp
index 2824a69..71577c1 100644
--- a/src/opti.cpp
+++ b/src/opti.cpp
@@ -1,5 +1,6 @@
 #include "opti.hpp"
 #include "option.hpp"
+#include <algorithm>
 
 typedef struct option_params {
     double r;
@@ -11,12 +12,8 @@ typedef struct option_params {
 } option_params;
 
 double f (const std::vector<double> &X, std::vector<double> &grad, void *params) {
-    int d = X.size();
     option_params *p = (option_params *)params;
-    double norm = 0;
-    for(int i=0; i<d; i++){
-        norm+=X[i]*X[i];
-    }
+    double norm = std::accumulate(X.begin(), X.end(), 0., [](double x, double y){ return x + y*y;});
     asian_option A(p->r, p->T, p->S0, p->V, p->K, p->call);
     return log(A(X)+1e-10) - 0.5*norm;//on rajoute 1e-10 pour être sur que le log soit défini
 };
-- 
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