#include <algorithm>
#include <iostream>
#include "rqmc.hpp"
#include "p_adic.o"

double frac_part(double x){
    return x - floor(x);
}

double pos (double x){
    return x>0?x:0;
}

struct asian_option : public std::unary_function<std::vector<double>, double>
{
    asian_option(double r, double T, double S0, double V, int d, double K)
        : r(r), T(T), S0(S0), V(V), d(d), K(K) {};

    double operator()(std::vector<double> X) const {
        std::vector<double> S(d);
        S[0]= S0*exp((r-V*V/2)*(T/d)+V*sqrt(T/d)*X[0]);
        for(int i=1;i<d;i++){
            S[i]=S[i-1]*exp((r-V*V/2)*(T/d)+V*sqrt(T/d)*X[i]);
        }
        double temp = std::accumulate(S.begin(), S.end(), 0.)/d;
        return exp(-r*T)*pos(temp-K);
        };

    private:
        double r;
        double T;
        double S0;
        double V;
        int d;
        double K;
    };




template <typename Fct, typename LDS>
struct quasi_option : public generator<typename Fct::result_type>
{
    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<n; i++){
            sum += payoff(G());
            
        }
        return sum/n;
    };

    private:
        int n, d;
        Fct payoff;
        quasi_gaussian<LDS> G;
    };

int main(){
    init_alea(1);
    int d = 64;
    asian_option A(0.05, 1.0, 50., 0.1, d, 45);
    int N= 10000;
    
    int d =16; 

    
    std::vector<double> result(3);
    result = monte_carlo(100, quasi_option<asian_option, sobol> (N, d, A));
    for(int i =0; i<3; i++){
        std::cout<<result[i]<<std::endl;
    }
    
    std::vector<double> result2(3);
    result = monte_carlo(100, quasi_option<asian_option, halton> (N, d, A));
    for(int i =0; i<3; i++){
        std::cout<<result[i]<<std::endl;
    }
    return 0;
}