From 28fe184f2fea5031f352cf73fc30b99b5cde8f6f Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Wed, 13 Apr 2016 11:34:19 -0400
Subject: replace unary_function by function

---
 src/option.hpp | 12 +++++-------
 1 file changed, 5 insertions(+), 7 deletions(-)

(limited to 'src/option.hpp')

diff --git a/src/option.hpp b/src/option.hpp
index 4d9ee13..c969071 100644
--- a/src/option.hpp
+++ b/src/option.hpp
@@ -1,12 +1,12 @@
-#include "rqmc.hpp"
+#include <functional>
 
 double pos (double x);
 
-struct asian_option : public std::unary_function<std::vector<double>, double>
+struct asian_option : public std::function<double(std::vector<double>)>
 {
     asian_option(double r, double T, double S0, double V, int d, double K)
         : r(r), T(T), S0(S0), V(V), d(d), K(K) {};
-    
+
     double operator()(std::vector<double> X) const {
         std::vector<double> S(d);
         S[0]= S0*exp((r-V*V/2)*(T/d)+V*sqrt(T/d)*X[0]);
@@ -15,8 +15,8 @@ struct asian_option : public std::unary_function<std::vector<double>, double>
         }
         double temp = std::accumulate(S.begin(), S.end(), 0.)/d;
         return exp(-r*T)*pos(temp-K);
-        };
-        
+    };
+
     private:
         double r;
         double T;
@@ -25,5 +25,3 @@ struct asian_option : public std::unary_function<std::vector<double>, double>
         int d;
         double K;
     };
-        
-        
-- 
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