From 4e723ffa229db059601d3a0c47f6c229652ee208 Mon Sep 17 00:00:00 2001
From: Bertrand <bertrand.horel@gmail.com>
Date: Wed, 20 Apr 2016 21:56:00 +0200
Subject: modification de la structure asian option

---
 src/projet.cpp | 13 +++++--------
 1 file changed, 5 insertions(+), 8 deletions(-)

(limited to 'src/projet.cpp')

diff --git a/src/projet.cpp b/src/projet.cpp
index af322ed..9d3ac15 100644
--- a/src/projet.cpp
+++ b/src/projet.cpp
@@ -82,7 +82,7 @@ std::vector<double> normalize (std::vector<double> mu) {
      u = normalize(mu);
      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);
+     asian_option A(0.05, 1.0, 50, 0.1, 45, true);
      exponential_tilt<asian_option> G(mu, A);
      typedef compose_t<exponential_tilt<asian_option>, multi_gaussian_truncated> tilted_option;
      std::vector<tilted_option> X;
@@ -90,16 +90,13 @@ std::vector<double> normalize (std::vector<double> mu) {
      for(int i=1; i<100; i++) {
          X.push_back(compose(G, multi_gaussian_truncated(q[i-1],q[i], u)));
      }
-     for(int i=0; i<100; i=i+10){
-         std::cout<<X[i]()<<endl;
-     }
      stratified_sampling<tilted_option> S(p, X);
-     S.draw(1000);
+     S.draw(1000000);
      cout<<"l'estimateur de la moyenne est :"<<S.estimator().first<<endl;
 }
 
 void exemple2_rqmc(int d) {
-    asian_option A(0.05, 1.0, 50.0, 0.1, 16, 45);
+    asian_option A(0.05, 1.0, 50.0, 0.1, 45,true);
     int N= 10000;
 
     
@@ -116,7 +113,7 @@ void exemple2_rqmc(int d) {
     }
 };
 
-int make_table(vector< vector<double> > data1, vector< vector<double> > data2) {
+int make_table1(vector< vector<double> > data1, vector< vector<double> > data2) {
     std::fstream fs("doc/table.tex", std::fstream::out);;
     fs<<R"(\begin{tabular}{|r|rr|rr|c|})"<<std::endl;
     fs<<R"(\hline)"<<endl;
@@ -139,7 +136,7 @@ int main()
     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_table(data1, data2);
+    make_table1(data1, data2);
     
     exemple2_stratified(16);
     return 0;
-- 
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