From 4e5104a0186bd705b5ed1f57f73375ace60587f6 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Tue, 12 Apr 2016 12:23:13 -0400
Subject: Rename f_mu as exponential_tilt

and template it instead of having it depend on asian_option
---
 src/projet.cpp | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

(limited to 'src/projet.cpp')

diff --git a/src/projet.cpp b/src/projet.cpp
index b4fa5f9..c4bd6d8 100644
--- a/src/projet.cpp
+++ b/src/projet.cpp
@@ -6,6 +6,7 @@
 #include <cmath>
 #include <algorithm>
 #include "opti.hpp"
+#include "option.hpp"
 
 using namespace std;
 
@@ -49,8 +50,9 @@ void exemple1_stratified() {
      vector<double> q = quantile_norm(100, 1);
      vector<double> p(100, 0.01);
      asian_option A(0.05, 1.0, 50, 0.1, d, 45);
-     f_mu G(mu,A);
-     std::vector<compose_t <f_mu, multi_gaussian_truncated> > X;
+     exponential_tilt<asian_option> G(mu, A);
+     typedef compose_t<exponential_tilt<asian_option>, multi_gaussian_truncated> tilted_option;
+     std::vector<tilted_option> X;
      X.push_back(compose(G, multi_gaussian_truncated(GSL_NEGINF,q[0], u)));
      for(int i=1; i<100; i++) {
          X.push_back(compose(G, multi_gaussian_truncated(q[i-1],q[i], u)));
@@ -58,7 +60,7 @@ void exemple1_stratified() {
      for(int i=0; i<100; i=i+10){
          std::cout<<X[i]()<<endl;
      }
-     stratified_sampling<compose_t <f_mu, multi_gaussian_truncated> > S(p, X);
+     stratified_sampling<tilted_option> S(p, X);
      S.draw(1000);
      cout<<"l'estimateur de la moyenne est :"<<S.estimator().first<<endl;
 }
-- 
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