Arguments pour pointeur de fonction
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.
