// // simu2test.cc Stochastic Volatility Option Pricing Test File // #include #include #include "simu2.h" main() { long int i,nsimus; svprice sim2; for(nsimus=10;nsimus<=100000l;nsimus *= 10) cout << nsimus << " " << floor(sim2.eurcall((double) 100.0,(double) 100.0,nsimus)*100.0+0.5)/100.0 << endl; cout << endl; for(i=0;i<20;i++) cout << "100000 " << floor(sim2.eurcall((double) 100.0,(double) 100.0,(long int) 100000l)*100.0+0.5)/100.0 << endl; return(0);}