American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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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_FINAL_H 00021 #define STATISTICSGATHERER_FINAL_H 00022 00023 //#include <vector> 00024 //#include <ostream> 00025 00027 template<class T> 00028 class StatisticsGathererFinal : public StatisticsGatherer<T> 00029 { 00030 public: 00035 StatisticsGathererFinal (const size_t N) : _N (N) {}; 00036 00037 operator T() const 00038 { 00039 return _object[0][0]; 00040 } 00041 00042 virtual void dump_result (const size_t t, const size_t k, const T& object) 00043 { 00044 if (t == _N) 00045 _object[k] = object; 00046 } 00047 00048 std::vector<T> operator[] (const size_t k) const 00049 { 00050 return _object[k]; 00051 }; 00052 00053 std::vector<T>& operator[] (const size_t k) 00054 { 00055 return _object[k]; 00056 }; 00057 00058 T operator() (const size_t k) const 00059 { 00060 return _object[k]; 00061 }; 00062 00063 T& operator() (const size_t k) 00064 { 00065 return _object[k]; 00066 }; 00067 00069 size_t size() const 00070 { 00071 return _object.size(); 00072 } 00073 00074 private: 00075 size_t _N; 00076 std::vector<T> _object; 00077 }; 00078 00079 template<class T> 00080 inline std::ostream& operator<< (std::ostream& output, const StatisticsGathererFinal<T>& function) 00081 { 00082 for (size_t k = 0; k < function.size(); k++) 00083 output << "(" << k << "): " << function (k) << std::endl; 00084 return output; 00085 } 00086 00087 #endif // STATISTICSGATHERER_FINAL_H