From 61d99224c2f5cbf0320bf05aca0d2ce15c2d0482 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Wed, 20 Apr 2016 15:57:52 -0400
Subject: Répare opti.hpp
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---
 src/option.hpp | 14 ++++++--------
 1 file changed, 6 insertions(+), 8 deletions(-)

(limited to 'src/option.hpp')

diff --git a/src/option.hpp b/src/option.hpp
index 12c1043..387638c 100644
--- a/src/option.hpp
+++ b/src/option.hpp
@@ -5,11 +5,11 @@ double pos (double x);
 
 struct asian_option : public std::unary_function<std::vector<double>, double>
 {
-    asian_option(double r, double T, double S0, double V, double K, bool call = true)
-        : r(r), T(T), S0(S0), V(V), K(K) {};
-    
-    double operator()(std::vector<double> &X) const {
-        int d= X.size();
+    asian_option(double r, double T, double S0, double V, double K, bool call=true)
+        : r(r), T(T), S0(S0), V(V), K(K), call(call) {};
+
+    double operator()(const std::vector<double> &X) const {
+        int d = X.size();
         std::vector<double> S(d);
         S[0]= S0*exp((r-V*V/2)*(T/d)+V*sqrt(T/d)*X[0]);
         for(int i=1;i<d;i++){
@@ -23,7 +23,7 @@ struct asian_option : public std::unary_function<std::vector<double>, double>
             return exp(-r*T)*pos(K-temp);
             }
         };
-        
+
     private:
         double r;
         double T;
@@ -32,5 +32,3 @@ struct asian_option : public std::unary_function<std::vector<double>, double>
         double K;
         bool call;
 };
-        
-        
-- 
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