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  1. // Showing how the use of template template parameters is probably
  2. // the most robust solution.
  3. // DD
  4. //
  5. #include <iostream>
  6. #include <complex>
  7.  
  8. template <typename T>
  9.      struct GBM
  10. {
  11.      T operator () () const
  12.      {
  13.           return T(-1);
  14.      }
  15. };
  16. template <typename T>
  17.      struct Jump
  18. {
  19.      T operator () () const
  20.      {
  21.           return T(99999);
  22.      }
  23. };
  24.  
  25. template <typename T, template <typename T> class SDE>
  26.      struct FDM
  27. {
  28.      T operator ()() const
  29.      {
  30.           SDE<T> sde;
  31.           return T(0.01)*sde();
  32.      }
  33. };
  34.  
  35. template <typename T, template <typename T> class SDE, template<typename T, template <typename T> class SDE> class FDM>
  36.      struct FDM_II
  37. {
  38.      FDM_II() {}
  39.      T operator ()() const
  40.      {
  41.           SDE<T> sde;
  42.           FDM<T, SDE> fdm;
  43.  
  44.           return fdm()*sde();
  45.      }
  46. };
  47.  
  48. template <typename T, typename SDE, typename FDM>
  49.      struct FDM_NOT_II
  50. {
  51.      FDM_NOT_II() {}
  52.      T operator ()() const
  53.      {
  54.           SDE sde;
  55.           FDM fdm;
  56.  
  57.           return fdm()*sde();
  58.      }
  59. };
  60. int main()
  61. {
  62.      FDM<double, GBM> mySolver;
  63.      std::cout << mySolver() << std::endl;
  64.  
  65.      FDM<double, Jump> mySolver2;
  66.      std::cout << mySolver2() << std::endl;
  67.  
  68.      // The best solution IMO
  69.      FDM_II<float, GBM, FDM> fdmII;
  70.      FDM_II<std::complex<int>, Jump, FDM> fdmIIA;
  71.      std::cout << "last one: " << fdmIIA() << std::endl;
  72.  
  73.      // Old style way and incorrect, but compiles.
  74.      FDM_NOT_II<std::complex<int>, Jump<double>, FDM<int, GBM>> fdmIIB;
  75.  
  76.      // Correct way the old way
  77.      FDM_NOT_II<std::complex<int>, Jump<std::complex<int>>, FDM<std::complex<int>, GBM>> fdmIIC;
  78.  
  79.      return 0;
  80. }
  81.  
  82.  
Success #stdin #stdout 0s 3020KB
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-0.01
999.99
last one: (0,0)
https://ideone.com/QgNcHn
language:
C++14 (gcc 8.3)
created:
11 years ago
visibility:
secret

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