#pragma once
#include <iostream>
#include <vector>
#include <cmath>

using namespace std;

typedef vector<double> samplePath;
const double pi = 3.141592;

class cMonteCarlo {
public:
    cMonteCarlo(double S0, double r, double sigma){
        this->S0 = S0_;
        this->r = r_;
        this->sigma = sigma_;
        srand(time(NULL));
    }

    double generatePath(double r, int N, double T){
        double value = 0;
        double lim = exp(-e*T)*1/N;

        for (int i=0;i<N;i++)
            value +=
    }


private:
    double S0; double r; double sigma;

    samplePath createPath(double t, int m, double drt){
       vector <double> path(m+1, 0.0);
        double St = S0;

        for (int k=0; k<m; k++){
            S[k] = St*exp((r-(sigma*sigma)/2)*(T/m)+sigma*sqrt(T/m)*normal());
            St = S[k];
        }
    }

    double normal(){
        double x = (rand()+1.0)/(RAND_MAX+1.0);
        double y = (rand()+1.0)/(RAND_MAX+1.0);
        return sqrt(-2.0*log(x)) * cos(2.0*pi*y)
    }
}