/*
 * 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;
}