Reikia pagalbos su C++

Taigi turiu prasymo tas kas nusimano apie C++. Turiu programini koda vieno dalyko, bet nemoku jo sutvarkyti, kad tiktu c++. Gal kas galetu padaryti toki dalyka, tikrai būtu dėkingas aciu.

Kodas

/**

Copyright © 2009 Bojan Nikolic <[email protected]>

Output a realisation of a Brownian Bridge from QuantLib

*/

#include <iostream>

#include <time.h>

#include <boost/random/normal_distribution.hpp>

#include <boost/random/mersenne_twister.hpp>

#include <boost/random/variate_generator.hpp>

#include <ql/quantlib.hpp>

/// Prints the bridge, including the cumulative sum of the variations

/// which is the actual path of the underlying

void printBridge(const std::vector<double> &b)

{

double cumsum=0;

for(size_t i=0; i<b.size(); ++i)

{

cumsum+=b;

std::cout<<i+1

<<","

<<b

<<","

<<cumsum

<<std::endl;

}

}

void bbridgeout(void)

{

const size_t n=500;

QuantLib::BrownianBridge bridge(n);

std::vector<double> inp(n);

// This is the key fact: the first variate in the input sequency is

// used to construct a global step. If you want the usual Brownian

// bridge, you need to set this to zero.

inp[0]=0.0;

// Generate the rest of the variates as standard Gaussian random

// values

boost::variate_generator<boost::mt19937, boost::normal_distribution<> >

generator(boost::mt19937(time(0)),

boost::normal_distribution<>());

for(size_t i=1; i<inp.size(); ++i)

inp=generator();

std::vector<double> out(n);

bridge.transform(inp.begin(),

inp.end(),

out.begin());

printBridge(out);

}

int main(void)

{

bbridgeout();

return 0;

}