random_walk.hh

Go to the documentation of this file.

 
#ifndef RANDOM_WALK_HH
#define RANDOM_WALK_HH
#pragma once
 
#include <cmath>
#include <random>
 
namespace random_walk
{
class RandomWalk
{
  public:
    RandomWalk();
    RandomWalk(double _price);
    ~RandomWalk();
    double get_price() const;
    void iteration();
 
  private:
    double price;
    double u_bound;
    double l_bound;
    std::random_device rd;
    std::mt19937 mt;
    std::normal_distribution<double> dist;
};
}; // namespace random_walk
#endif // RANDOM_WALK_HPP