Bonjour,

J'ai une classe defini comme telle:

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#include <PayOff1_Ex21.h>
#include <MinMax.h>
 
PayOff::PayOff(double Strike_, double (*f_)(double ,double ))
{
	Strike = Strike_;
	FunctionPtr = f_;
}
 
double PayOff::operator ()(double spot) const
{
	return FunctionPtr(Strike , spot);
 
}
Mais j'ai un probleme d'arument (je pense) lorsque j'essaye de l'appeller dans le code ci-dessous:
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#include<SimpleMC_Ex21.h>
#include<iostream>
using namespace std;
 
double digitaloptions(double , double );
 
int main()
{
 
	double Expiry;
	double Strike; 
	double Spot; 
	double Vol; 
	double r; 
	unsigned long NumberOfPaths;
 
	cout << "\nEnter expiry\n";
	cin >> Expiry;
 
	cout << "\nEnter strike\n";
	cin >> Strike;
 
	cout << "\nEnter spot\n";
	cin >> Spot;
 
	cout << "\nEnter vol\n";
	cin >> Vol;
 
	cout << "\nr\n";
	cin >> r;
 
	cout << "\nNumber of paths\n";
	cin >> NumberOfPaths;
 
    PayOff callPayOff(Strike, digitaloptions);
    PayOff putPayOff(Strike, digitaloptions);
 
	double resultCall = SimpleMonteCarlo2(callPayOff,
                                          Expiry,                                           
							              Spot, 
							              Vol, 
							              r, 
						                  NumberOfPaths);
 
    double resultPut = SimpleMonteCarlo2(putPayOff,
                                         Expiry,                                           
							             Spot, 
							             Vol, 
							             r, 
						                 NumberOfPaths);
 
	cout <<"the prices are " << resultCall << "  for the call and " 
                                    << resultPut << " for the put\n";
 
    double tmp;
    cin >> tmp;
 
	return 0;
 
}
 
double digitaloptions(double Spot_d, double Strike_d)
{
	//return max(Spot_d-Strike_d,0);
 
	return 0;
 
}
Le message d'erreur que j'obtiens est le suivant:

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1>SimpleMCMain2_Ex21.cpp
1>c:\moondragon\distancelearning\cpp\code\chap2.1\simplemcmain2_ex21.cpp(35) : error C2664: 'PayOff::PayOff(double,double (__cdecl *)(double,double))' : cannot convert parameter 2 from 'double' to 'double (__cdecl *)(double,double)'
1> There is no context in which this conversion is possible
1>c:\moondragon\distancelearning\cpp\code\chap2.1\simplemcmain2_ex21.cpp(36) : error C2664: 'PayOff::PayOff(double,double (__cdecl *)(double,double))' : cannot convert parameter 2 from 'double' to 'double (__cdecl *)(double,double)'
1> There is no context in which this conversion is possible
1>Build log was saved at "file://c:\MoonDragon\DistanceLearning\cpp\code\chap2.1\Debug\BuildLog.htm"
1>chap2.1 - 2 error(s), 0 warning(s)
========== Build: 0 succeeded, 1 failed, 0 up-to-date, 0 skipped ==========
D'avance merci pour votre aide.