From bcafe5e41698c44b6aa77b8ef150f4224613c38f Mon Sep 17 00:00:00 2001 From: Bertrand Date: Tue, 12 Apr 2016 17:05:23 +0000 Subject: rectification, renommage quasi_mean en monte_carlo, renommage quasi_option en quasi_mean qui est déplacée dans rqmc.hpp MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- src/option.hpp | 22 ---------------------- 1 file changed, 22 deletions(-) (limited to 'src/option.hpp') diff --git a/src/option.hpp b/src/option.hpp index 1a3733c..4d9ee13 100644 --- a/src/option.hpp +++ b/src/option.hpp @@ -27,25 +27,3 @@ struct asian_option : public std::unary_function, double> }; - - -template -struct quasi_option : public generator -{ - quasi_option(int n, int d, Fct payoff) : n(n), d(d), payoff(payoff), G(d) {}; - - typename Fct::result_type operator()() { - double sum =0; - for(int i=0; i G; - }; - -- cgit v1.2.3-70-g09d2