src/opti.hpp


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#include <vector>
#include <nlopt.hpp>
#include <cmath>
#include <algorithm>
#include <iostream>

double pos (double x);

double f (const std::vector<double> &X, std::vector<double> &grad, void *params);

std::vector<double> argmax(double r, double T, double S0, double V, double K, int d);