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diff --git a/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/Parametrisation.cpp b/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/Parametrisation.cpp
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+++ b/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/Parametrisation.cpp
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+/*
+ * Parametrisation.cpp
+ *
+ *  Created on: 13.05.2011
+ *      Author: sven
+ */
+
+#include "Parametrisation.h"
+
+#include <fstream>
+#include <iostream>
+#include <sstream>
+#include <cmath>
+#include <iomanip>
+
+const char* Parametrisation::msInputFilename = "../Kurse_SS11.csv";
+
+Parametrisation::Parametrisation()
+:mArithAverageVectors(nenEndOfCompanies)
+,mStandardDeviationsOneDay(nenEndOfCompanies)
+,mStandardDeviationsTenDays(nenEndOfCompanies)
+{
+	for (unsigned c = static_cast<unsigned>(nenDaimler) ; c < static_cast<unsigned>(nenEndOfCompanies); c++) {
+		mCovarinaceMatrixOneDay.push_back(std::vector<double>(nenEndOfCompanies));
+		mCovarinaceMatrixTenDays.push_back(std::vector<double>(nenEndOfCompanies));
+		mCorrelationMatrixOneDay.push_back(std::vector<double>(nenEndOfCompanies));
+		mCorrelationMatrixTenDays.push_back(std::vector<double>(nenEndOfCompanies));
+	}
+}
+
+Parametrisation::~Parametrisation() {
+}
+
+void Parametrisation::readCsvFile()
+{
+	unsigned dayCounter = 0;
+	std::ifstream inFile;
+	inFile.open(msInputFilename, std::ios::in);
+	char buffer[256];
+	unsigned lineNum = 0;
+	while(inFile.getline(buffer, sizeof(buffer)))
+	{
+		lineNum++;
+		if (lineNum <= 3) {
+			continue;
+		}
+		std::string tmp(buffer);
+		std::vector<std::string> tokens;
+		this->tokenize(tmp,tokens);
+		StockPrices prices;
+		prices.mDayIdx = dayCounter;
+		prices.mDate = tokens.at(0);
+		for (unsigned c = static_cast<unsigned>(nenDaimler) ; c < static_cast<unsigned>(nenEndOfCompanies); c++) {
+			prices.mStock.at(static_cast<enCompany>(c)).mValue = toDouble(tokens.at(c + 1));
+		}
+		mLastYearData.push_back(prices);
+		dayCounter++;
+	}
+	inFile.close();
+}
+void Parametrisation::tokenize(const std::string& str,
+                      std::vector<std::string>& tokens,
+                      const std::string& delimiters)
+{
+    // Skip delimiters at beginning.
+    std::string::size_type lastPos = str.find_first_not_of(delimiters, 0);
+    // Find first "non-delimiter".
+    std::string::size_type pos     = str.find_first_of(delimiters, lastPos);
+
+    while (std::string::npos != pos || std::string::npos != lastPos)
+    {
+    	std::string token = str.substr(lastPos, pos - lastPos);
+    	std::string::size_type commaPos = token.find(",");
+    	if (commaPos != std::string::npos)
+    	{
+    		token.replace(commaPos,1,".");
+    	}
+        // Found a token, add it to the vector.
+        tokens.push_back(token);
+        // Skip delimiters.  Note the "not_of"
+        lastPos = str.find_first_not_of(delimiters, pos);
+        // Find next "non-delimiter"
+        pos = str.find_first_of(delimiters, lastPos);
+    }
+}
+ double Parametrisation::toDouble(const std::string& str)
+ {
+	 std::istringstream ssIn(str);
+	 double res;
+	 ssIn >> res;
+	 return res;
+ }
+void Parametrisation::dumpValues()
+{
+	std::vector<StockPrices>::const_iterator it;
+	it = mLastYearData.begin();
+	for (; it != mLastYearData.end() ; it++) {
+		StockPrices sp = *it;
+		std::cout << sp.mDayIdx << ";" << sp.mDate;
+		for (unsigned c = static_cast<unsigned>(nenDaimler) ; c < static_cast<unsigned>(nenEndOfCompanies); c++) {
+			std::cout << ";" << sp.mStock.at(c).mValue;
+		}
+		std::cout << std::endl;
+	}
+}
+
+void Parametrisation::dumpRelChanges(const enHoldingTime& holdingTime)
+{
+	std::ofstream outFile;
+	std::ostringstream ssOut;
+	ssOut<<holdingTime;
+	std::string outFilename = "relChanges" + ssOut.str() + ".csv";
+	outFile.open(outFilename.c_str(), std::ios::out);
+	unsigned days = mLastYearData.size();
+	unsigned counter = static_cast<unsigned>(holdingTime);
+	for ( ; counter < days ; counter++) {
+		StockPrices sp = mLastYearData.at(counter);
+		outFile << sp.mDayIdx << ";" << sp.mDate;
+		for (unsigned c = static_cast<unsigned>(nenDaimler) ; c < static_cast<unsigned>(nenEndOfCompanies); c++) {
+			switch (holdingTime)
+			{
+			case nenOneDay:
+				outFile << ";" << sp.mStock.at(c).mValueRelChangeOne;
+				break;
+			case nenTenDays:
+				outFile << ";" << sp.mStock.at(c).mValueRelChangeTen;
+				break;
+			}
+
+		}
+		outFile << std::endl;
+	}
+	outFile.close();
+}
+
+void Parametrisation::calcRelChanges(const enHoldingTime& holdingTime)
+{
+	unsigned days = mLastYearData.size();
+	unsigned counter = static_cast<unsigned>(holdingTime);
+	StockPrices* prev;
+	StockPrices* act;
+	for ( ; counter < days ; counter++) {
+		act = &(mLastYearData.at(counter));
+		prev = &(mLastYearData.at(counter - static_cast<unsigned>(holdingTime)));
+		act->calcRelChanges(*prev,holdingTime);
+	}
+	dumpRelChanges(holdingTime);
+}
+
+void Parametrisation::calcArithAverageVectors()
+{
+	unsigned days = mLastYearData.size();
+	unsigned counter = 1;
+	for ( ; counter < days ; counter++) {
+		StockPrices sp = mLastYearData.at(counter);
+		for (unsigned c = static_cast<unsigned>(nenDaimler) ; c < static_cast<unsigned>(nenEndOfCompanies); c++)
+		{
+			if (counter >= nenOneDay) {
+				mArithAverageVectors.at(c).mArithAverOneDay += sp.mStock.at(c).mValueRelChangeOne;
+			}
+			if (counter >= nenTenDays) {
+				mArithAverageVectors.at(c).mArithAverTenDays += sp.mStock.at(c).mValueRelChangeTen;
+			}
+		}
+	}
+	for (unsigned c = static_cast<unsigned>(nenDaimler) ; c < static_cast<unsigned>(nenEndOfCompanies); c++)
+	{
+		mArithAverageVectors.at(c).mArithAverOneDay /= (days - nenOneDay - 1);
+		mArithAverageVectors.at(c).mArithAverTenDays /= ( days - nenTenDays - 1);
+	}
+
+	// standard deviation for one day
+	for (unsigned c = static_cast<unsigned>(nenDaimler) ; c < static_cast<unsigned>(nenEndOfCompanies); c++)
+	{
+		double sum = 0.0;
+		double diff = 0.0;
+		for (unsigned counter = nenOneDay; counter < days ; counter++) {
+			diff = mLastYearData.at(counter).mStock.at(c).mValueRelChangeOne - mArithAverageVectors.at(c).mArithAverOneDay;
+			sum += (diff * diff) / (mLastYearData.size() - nenOneDay - 1);
+		}
+		mStandardDeviationsOneDay.at(c) = std::sqrt(sum);
+	}
+
+	// standard deviation for ten days
+	for (unsigned c = static_cast<unsigned>(nenDaimler) ; c < static_cast<unsigned>(nenEndOfCompanies); c++)
+	{
+		double sum = 0.0;
+		double diff = 0.0;
+		for (unsigned counter = nenTenDays; counter < days ; counter++) {
+			diff = mLastYearData.at(counter).mStock.at(c).mValueRelChangeTen - mArithAverageVectors.at(c).mArithAverTenDays;
+			sum += (diff * diff) / (mLastYearData.size() - nenTenDays - 1);
+		}
+		mStandardDeviationsTenDays.at(c) = std::sqrt(sum);
+	}
+	dumpArithAverageVectors();
+}
+
+void Parametrisation::dumpArithAverageVectors()
+{
+	int width = 16;
+	int prec = 6;
+	std::cout  << std::setw(width) << "Idx" << std::setw(width) << "one day avg" << std::setw(width) << "ten days avg" << std::endl;
+	for (unsigned c = static_cast<unsigned>(nenDaimler) ; c < static_cast<unsigned>(nenEndOfCompanies); c++)
+	{
+		ArithAverages av = mArithAverageVectors.at(c);
+		std::cout << std::setw(width) << std::setprecision(prec) << std::fixed  << c
+			<< std::setw(width) << std::setprecision(prec) << std::fixed << av.mArithAverOneDay  
+			<< std::setw(width) << std::setprecision(prec) << std::fixed << av.mArithAverTenDays << std::endl;
+	}
+}
+
+void Parametrisation::calcCovarianceMatrices()
+{
+	double diffI = 0.0;
+	double diffJ = 0.0;
+	double sum = 0.0;
+
+	//one day
+	for (unsigned i = static_cast<unsigned>(nenDaimler) ; i < static_cast<unsigned>(nenEndOfCompanies); i++) {
+		for (unsigned j = static_cast<unsigned>(nenDaimler) ; j < static_cast<unsigned>(nenEndOfCompanies); j++) {
+			if (i <= j) {
+				sum = 0.0;
+				for (unsigned n=nenOneDay ; n < mLastYearData.size() ; n++) {
+					diffI = mLastYearData.at(n).mStock.at(i).mValueRelChangeOne - mArithAverageVectors.at(i).mArithAverOneDay;
+					diffJ = mLastYearData.at(n).mStock.at(j).mValueRelChangeOne - mArithAverageVectors.at(j).mArithAverOneDay;
+					sum += (diffI * diffJ) / (mLastYearData.size() - nenOneDay - 1);
+				}
+				mCovarinaceMatrixOneDay.at(i).at(j) = sum;
+			} else {
+				mCovarinaceMatrixOneDay.at(i).at(j) = mCovarinaceMatrixOneDay.at(j).at(i);
+			}
+		}
+	}
+
+	// ten days
+	for (unsigned i = static_cast<unsigned>(nenDaimler) ; i < static_cast<unsigned>(nenEndOfCompanies); i++) {
+		for (unsigned j = static_cast<unsigned>(nenDaimler) ; j < static_cast<unsigned>(nenEndOfCompanies); j++) {
+			sum = 0.0;
+			for (unsigned n=nenTenDays ; n < mLastYearData.size() ; n++) {
+				diffI = mLastYearData.at(n).mStock.at(i).mValueRelChangeTen - mArithAverageVectors.at(i).mArithAverTenDays;
+				diffJ = mLastYearData.at(n).mStock.at(j).mValueRelChangeTen - mArithAverageVectors.at(j).mArithAverTenDays;
+				sum += (diffI * diffJ) / (mLastYearData.size() - nenTenDays - 1);
+			}
+			mCovarinaceMatrixTenDays.at(i).at(j) = sum;
+		}
+	}
+	dumpCovarianceMatrices();
+}
+
+void Parametrisation::dumpCovarianceMatrices()
+{
+	int width = 12;
+	int prec = 6;
+	std::cout << "Covariance matrix for one day" << std::endl;
+	for (unsigned i = static_cast<unsigned>(nenDaimler) ; i < static_cast<unsigned>(nenEndOfCompanies); i++) {
+		for (unsigned j = static_cast<unsigned>(nenDaimler) ; j < static_cast<unsigned>(nenEndOfCompanies); j++) {
+			std::cout << std::setw(width) << std::setprecision(prec) << std::fixed << mCovarinaceMatrixOneDay.at(i).at(j);
+		}
+		std::cout << std::endl;
+	}
+	std::cout << "Covariance matrix for ten days" << std::endl;
+	for (unsigned i = static_cast<unsigned>(nenDaimler) ; i < static_cast<unsigned>(nenEndOfCompanies); i++) {
+		for (unsigned j = static_cast<unsigned>(nenDaimler) ; j < static_cast<unsigned>(nenEndOfCompanies); j++) {
+			std::cout << std::setw(width) << std::setprecision(prec) << std::fixed << mCovarinaceMatrixTenDays.at(i).at(j);
+		}
+		std::cout << std::endl;
+	}
+}
+
+void Parametrisation::calcCorrelationMatrices()
+{
+	for (unsigned i = static_cast<unsigned>(nenDaimler) ; i < static_cast<unsigned>(nenEndOfCompanies); i++) {
+		for (unsigned j = static_cast<unsigned>(nenDaimler) ; j < static_cast<unsigned>(nenEndOfCompanies); j++) {
+			mCorrelationMatrixOneDay.at(i).at(j) = mCovarinaceMatrixOneDay.at(i).at(j) / (mStandardDeviationsOneDay.at(i) * mStandardDeviationsOneDay.at(j));
+			mCorrelationMatrixTenDays.at(i).at(j) = mCovarinaceMatrixTenDays.at(i).at(j) / (mStandardDeviationsTenDays.at(i) * mStandardDeviationsTenDays.at(j));
+		}
+	}
+	dumpCorrelationMatrices();
+}
+
+void Parametrisation::dumpCorrelationMatrices()
+{
+	int width = 12;
+	int prec = 6;
+	std::cout << "Correlation matrix for one day" << std::endl;
+	for (unsigned i = static_cast<unsigned>(nenDaimler) ; i < static_cast<unsigned>(nenEndOfCompanies); i++) {
+		for (unsigned j = static_cast<unsigned>(nenDaimler) ; j < static_cast<unsigned>(nenEndOfCompanies); j++) {
+			std::cout << std::setw(width) << std::setprecision(prec) << std::fixed << mCorrelationMatrixOneDay.at(i).at(j);
+		}
+		std::cout << std::endl;
+	}
+	std::cout << "Correlation matrix for ten days" << std::endl;
+	for (unsigned i = static_cast<unsigned>(nenDaimler) ; i < static_cast<unsigned>(nenEndOfCompanies); i++) {
+		for (unsigned j = static_cast<unsigned>(nenDaimler) ; j < static_cast<unsigned>(nenEndOfCompanies); j++) {
+			std::cout << std::setw(width) << std::setprecision(prec) << std::fixed << mCorrelationMatrixTenDays.at(i).at(j);
+		}
+		std::cout << std::endl;
+	}
+}