American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
initial.h
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00001 /*
00002     American option pricer under proportional transaction costs
00003     Copyright (C) 2011 Alet Roux alet.roux@york.ac.uk
00004 
00005     This program is free software: you can redistribute it and/or modify
00006     it under the terms of the GNU General Public License as published by
00007     the Free Software Foundation, either version 3 of the License, or
00008     (at your option) any later version.
00009 
00010     This program is distributed in the hope that it will be useful,
00011     but WITHOUT ANY WARRANTY; without even the implied warranty of
00012     MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
00013     GNU General Public License for more details.
00014 
00015     You should have received a copy of the GNU General Public License
00016     along with this program.  If not, see <http://www.gnu.org/licenses/>.
00017 
00018 */
00019 
00020 #ifndef STATISTICSGATHERER_INITIAL_H
00021 #define STATISTICSGATHERER_INITIAL_H
00022 
00023 #include "statisticsgatherer.h"
00024 
00026 
00030 template<class T>
00031 class StatisticsGathererInitial : public StatisticsGatherer<T>
00032 {
00033 public:
00034         StatisticsGathererInitial () {};
00035 
00036         virtual void dump_result (const size_t t, const size_t k, const T& object)
00037         {
00038                 if (t == 0)
00039                         _object = object;
00040         }
00041 
00042         operator T() const
00043         {
00044                 return _object;
00045         }
00046 
00047 protected:
00048         T _object;
00049 };
00050 
00051 
00052 #endif // STATISTICSGATHERER_INITIAL_H
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