American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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Collects object of interest only at root node. More...
#include <initial.h>
Public Member Functions | |
virtual void | dump_result (const size_t t, const size_t k, const T &object) |
operator T () const | |
StatisticsGathererInitial () | |
Protected Attributes | |
T | _object |
Collects object of interest only at root node.
Used for pricing where hedging is unimportant.
StatisticsGathererInitial< T >::StatisticsGathererInitial | ( | ) | [inline] |
virtual void StatisticsGathererInitial< T >::dump_result | ( | const size_t | t, |
const size_t | k, | ||
const T & | object | ||
) | [inline, virtual] |
Collects intance of object T at time t at node k.
Reimplemented from StatisticsGatherer< T >.
StatisticsGathererInitial< T >::operator T | ( | ) | const [inline] |
T StatisticsGathererInitial< T >::_object [protected] |