From d637151c4acae4a06ffef927bf7ececd77d67a44 Mon Sep 17 00:00:00 2001 From: Bertrand Date: Sun, 21 Feb 2016 16:39:57 +0000 Subject: réorganisation MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- src/opti.hpp | 13 +++++++++++++ 1 file changed, 13 insertions(+) create mode 100644 src/opti.hpp (limited to 'src/opti.hpp') diff --git a/src/opti.hpp b/src/opti.hpp new file mode 100644 index 0000000..e12d544 --- /dev/null +++ b/src/opti.hpp @@ -0,0 +1,13 @@ +#include +#include +#include +#include +#include + +double pos (double x); + +double f (const std::vector &X, std::vector &grad, void *params); + +std::vector argmax(double r, double T, double S0, double V, double K, int d); + + -- cgit v1.2.3-70-g09d2