add new repoHEADmaster

1 files changed, 35 insertions, 0 deletions

diff --git a/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/main.cpp b/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/main.cpp
new file mode 100644
index 0000000..e868108
--- /dev/null
+++ b/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/main.cpp
@@ -0,0 +1,35 @@
+/*
+ * main.cpp
+ *
+ *  Created on: 13.05.2011
+ *      Author: sven
+ */
+
+#include "Parametrisation.h"
+#include "CholeskyDecomposition.h"
+#include "MonteCarloSimulation.h"
+#include "HistoricSimulation.h"
+
+#include <cstdlib>
+#include <ctime>
+
+int main(int argc, char* argv[])
+{
+	srand(time(NULL));
+	Parametrisation param;
+	CholeskyDecomposition cholDecomp;
+	param.readCsvFile();
+	param.calcRelChanges(nenOneDay);
+	param.calcRelChanges(nenTenDays);
+	param.calcArithAverageVectors();
+	param.calcCovarianceMatrices();
+	param.calcCorrelationMatrices();
+	cholDecomp.calcCholeskyDecompostions(param);
+	HistoricSimulation hsim;
+	hsim.doSimulation(param,nenOneDay);
+	hsim.doSimulation(param,nenTenDays);
+	MonteCarloSimulation sim;
+	sim.doSimulations(param,cholDecomp);
+
+	return 0;
+}