src/option.cpp


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#include "option.hpp"
#include <iostream>

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


int main(){
    init_alea(1);
    asian_option A(0.05, 1.0, 50.0, 0.1, 16, 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);
    result2 = monte_carlo(100, quasi_option<asian_option, halton> (N, d, A));
    for(int i =0; i<3; i++){
        std::cout<<result2[i]<<std::endl;
    }


    return 0;
}