From 8c9f217887de0802d6b8dfa1f872ec3cf8797d45 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Thu, 21 Apr 2016 15:23:49 -0400
Subject: tout marche j'espère
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---
 src/projet.cpp | 28 +++++++++++-----------------
 1 file changed, 11 insertions(+), 17 deletions(-)

(limited to 'src/projet.cpp')

diff --git a/src/projet.cpp b/src/projet.cpp
index 7f6544a..d2cae1a 100644
--- a/src/projet.cpp
+++ b/src/projet.cpp
@@ -89,7 +89,7 @@ vector <vector<double> > exemple2_stratified (int d, bool call = true){
     double V = 0.1;
     typedef compose_t<exponential_tilt<asian_option>, multi_gaussian_truncated> tilted_option;
     for (size_t i=0; i < K.size(); i++){
-        vector<double> mu = argmax(r, T, S0, V, K[i], d);
+        vector<double> mu = argmax(r, T, S0, V, K[i], d, call);
         std::vector<double> u = normalize(mu);
         asian_option A(r, T, S0, V, K[i], call);
         exponential_tilt<asian_option> G(mu, A);
@@ -127,8 +127,8 @@ vector< vector<double> > exemple2_rqmc(int d, bool call = true) {
     return data;
 };
 
-int make_table1(vector< vector<double> > data1, vector< vector<double> > data2) {
-    std::fstream fs("doc/table.tex", std::fstream::out);
+int make_table1(vector< vector<double> > const &data1, vector< vector<double> > const &data2) {
+    std::fstream fs("doc/table1.tex", std::fstream::out);
     fs<<R"(\begin{tabular}{|r|rr|rr|c|})"<<std::endl;
     fs<<R"(\hline)"<<endl;
     fs<<"N"<<" & "<<R"($\mu_{strat}$)"<<" & "<<R"($\mu_{rqmc}$)"<<" & "<<R"($\textrm{IC}_{strat}$)"<<" & "<<R"($\textrm{IC}_{rqmc}$)"<<" & "<< R"($\textrm{IC}_{strat}/\textrm{IC}_{rqmc}$)"<<R"(\\ \hline)"<<std::endl;
@@ -163,29 +163,23 @@ int make_table2(vector< vector<double> > data1, vector< vector<double> > data2,
     fs.close();
     return 0;
 }
-        
+
 int main()
 {
-    init_alea(2);
-    //~ cout<<gsl_cdf_gaussian_Pinv(0.975,1)<<endl;
-    //~ cout<<"Stratified_sampling sur l'exemple 1 de la normale"<<endl;
-    //~ vector< vector<double> > data1 = exemple1_stratified();
-    //~ cout<<"Randomised quasi Monte-Carlo sur l'exemple 1 de la normale"<<endl;
-    //~ vector< vector<double> > data2 = exemple1_rqmc();
-    //~ make_table1(data1, data2);
-    
+    init_alea(0);
+    cout<<"comparaison stratified sampling/RQMC sur l'example 1\n"<<endl;
+    make_table1(exemple1_stratified(), exemple1_rqmc());
     vector< vector<double> > data1 = exemple2_stratified(16);
-    vector< vector<double> > data2 = exemple2_rqmc(16); 
+    vector< vector<double> > data2 = exemple2_rqmc(16);
     vector< vector<double> > data3 = exemple2_stratified(64);
-    vector< vector<double> > data4 = exemple2_rqmc(64); 
+    vector< vector<double> > data4 = exemple2_rqmc(64);
     make_table2(data1, data2, data3, data4, "table2.tex");
     vector< vector<double> > data5 = exemple2_stratified(16, false);
-    vector< vector<double> > data6 = exemple2_rqmc(16, false); 
+    vector< vector<double> > data6 = exemple2_rqmc(16, false);
+    cout<<"test"<<endl;
     vector< vector<double> > data7 = exemple2_stratified(64, false);
     vector< vector<double> > data8 = exemple2_rqmc(64,false);
     make_table2(data5, data6, data7, data8, "table3.tex");
-    
-    
     return 0;
 
 }
-- 
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