From 4909d262ba578dc71b7431bd3f3c2ef9b3132384 Mon Sep 17 00:00:00 2001
From: Bertrand <bertrand.horel@gmail.com>
Date: Fri, 26 Feb 2016 14:48:54 +0000
Subject: debbugage de main

---
 src/main.cpp                | 15 +++++++++------
 src/opti.cpp                |  3 ---
 src/stratified_sampling.hpp |  4 ++--
 3 files changed, 11 insertions(+), 11 deletions(-)

(limited to 'src')

diff --git a/src/main.cpp b/src/main.cpp
index 561b8c2..88f3737 100644
--- a/src/main.cpp
+++ b/src/main.cpp
@@ -45,17 +45,20 @@ x = 1.64*S.estimator().second;
 
 
  void exemple2 (){
-     std::vector<double> mu(16);
-     mu = argmax(0.05, 1.0, 50, 0.1, 45, 16);
+     int d= 16;
+     std::vector<double> mu(d);
+     mu = argmax(0.05, 1.0, 50, 0.1, 45, d);
      double norm_mu = 0;
-     std::vector<double> u(16);
-     for(int i=0; i<16; i++) {
+     std::vector<double> u(d);
+     for(int i=0; i<d; i++) {
          norm_mu += mu[i]*mu[i];
-         u[i] = mu[i]/norm_mu;
+     }
+     for(int i=0; i<d; i++) {
+         u[i] = mu[i]/sqrt(norm_mu);
      }
      vector<double> q = quantile_norm(100, 1);
      vector<double> p(100, 0.01);
-     asian_option A(0.05, 1.0, 50, 0.1, 45, 16);
+     asian_option A(0.05, 1.0, 50, 0.1, d, 45);
      f_mu G(mu,A);
      multi_gaussian_truncated MG(q[50],q[51], u);
      for(int i=0; i<10; i++){
diff --git a/src/opti.cpp b/src/opti.cpp
index 23ddff3..6b05ecd 100644
--- a/src/opti.cpp
+++ b/src/opti.cpp
@@ -39,9 +39,6 @@ std::vector<double> argmax(double r, double T, double S0, double V, double K, in
     std::vector<double> x(d,0);
     std::vector<double> g(0);
 
-    
-    std::cout<<"valeur au début : "<<f(x, g, &params)<<std::endl;
-
     double maxf;
     nlopt::result result = opt.optimize(x, maxf);
 
diff --git a/src/stratified_sampling.hpp b/src/stratified_sampling.hpp
index 7573ef2..ed53b6d 100644
--- a/src/stratified_sampling.hpp
+++ b/src/stratified_sampling.hpp
@@ -192,8 +192,8 @@ pair<double,double> stratified_sampling<L>::estimator() const {
 struct f_mu : public std::unary_function<std::vector<double>, double> 
 {
     f_mu(std::vector<double> mu, asian_option A) : mu(mu), A(A){
-        double norm_mu = 0;
-        for(int i=0; i<16; i++) {
+        norm_mu = 0;
+        for(unsigned int i=0; i<mu.size(); i++) {
             norm_mu += mu[i]*mu[i];
         }
     };
-- 
cgit v1.2.3-70-g09d2