c++11 - C++ Monte Carlo portfolio Pricer -


i'm developing portfolio option pricer using monte carlo, have encountered problem. program compiles , runs. have out of range vector when program has compute portfolio price. do? have attached portfolio.cpp , monte carlo.cpp.

portfolio.cpp:

#include "portfolio.h" #include <iostream> #include <numeric>  portfolio::portfolio(const vector<vanillaoption>& option_){      numberofoptions = option_.size();      (unsigned int = 0; < getnumberofoptions(); ++i) {         theoption.push_back(option_[i].clone());     }  }  shared_ptr<portfolio> portfolio::clone() const {     return shared_ptr<portfolio>(new portfolio(*this)); }  void portfolio::setoptionprice(const double& price) { optionprice.push_back(price); }  double portfolio::getoptionprice(const unsigned int& index)const {     return optionprice[index]; }  double portfolio::getnumberofoptions()const {     return theoption.size(); }  double portfolio::getpayoff(const unsigned int& index, const vector<double>&          spot) const {     return theoption[(int)index]->getpayoff(spot); }  double portfolio::getexpiry(const unsigned int& index)const {     return theoption[index]->getexpiry(); }  double portfolio::getoptionvaluep()const {     double sum = 0;      (unsigned int = 0; <getnumberofoptions(); i++) {            sum  = std::accumulate(optionprice.begin(), optionprice.end(),0.0) * positionvalue;     }      return sum; }

this montecarlo implementation portfolio:

portfoliosimulation::portfoliosimulation(const unsigned long& numberofpaths_,     const unsigned long& numberoftimesteps_) {     setnumberofpaths(numberofpaths_);     setnumberoftimesteps(numberoftimesteps_); }  portfolio portfoliosimulation::operator()(     const portfolio& theportfolio_,     vector<underlyingasset>& vtheasset_,     const vector<shared_ptr<process>>& vtheprocess_)const {      //assign passing values local variables     vector<shared_ptr<process>> vtheprocess = vtheprocess_;     portfolio theportfolio = theportfolio_;     vector<underlyingasset> vtheasset = vtheasset_;      const unsigned int numberofoptions = (int)theportfolio.getnumberofoptions();     vector<vector<double>> simulatedspot(numberofoptions,vector<double>(getnumberoftimesteps()));     vector<double> runningsum(numberofoptions,1);     vector<double > mean(numberofoptions,1);     vector<double> simulatedpayoff(numberofoptions,1);     double time[2];      const double numberofpaths = getnumberofpaths();     const double numberoftimesteps = getnumberoftimesteps();      //path simulation     (unsigned int = 0; < numberofpaths; i++) {          //option         (unsigned int j = 0; j < numberofoptions; j++) {              //initialise values every paths             const double step = theportfolio.getexpiry(j) / getnumberoftimesteps();             vtheasset[j] = vtheasset_[j];              time[0] = 0;             time[1] = step;              //time steps             (unsigned int k = 0; k < numberoftimesteps; k++) {                  simulatedspot[j][k] = (*vtheprocess[j])(vtheasset[j], time[0], time[1]);                 vtheasset[j].setspot(simulatedspot[j][k]);                 time[0] = time[1];                 time[1] += step;              }              simulatedpayoff[j] = theportfolio.getpayoff(j, simulatedspot[j]);             runningsum[j] += simulatedpayoff[j];         }          }       (unsigned int = 0; < numberofoptions; i++) {             mean[i] = runningsum[i] /getnumberofpaths();             mean[i] *= exp(-vtheasset[i].getrate()*theportfolio.getexpiry(i));                  theportfolio.setoptionprice(mean[i]);     }      return theportfolio; }


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