American-transaction costs 1.0.0.0 American option pricer under proportional transaction costs

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Public Member Functions | Protected Attributes
StatisticsGathererInitial< T > Class Template Reference

Collects object of interest only at root node. More...

`#include <initial.h>`

Inheritance diagram for StatisticsGathererInitial< T >:

List of all members.

## 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

## Detailed Description

### template<class T>
class StatisticsGathererInitial< T >

Collects object of interest only at root node.

Used for pricing where hedging is unimportant.

Author:
  Alet Roux <ar521@york.ac.uk>

## Constructor & Destructor Documentation

template<class T>

StatisticsGathererInitial< T >::StatisticsGathererInitial | ( |  | ) | `[inline]`

## Member Function Documentation

template<class T>

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 >.

template<class T>

StatisticsGathererInitial< T >::operator T | ( |  | ) | const`[inline]`

## Member Data Documentation

template<class T>

T StatisticsGathererInitial< T >::_object`[protected]`

The documentation for this class was generated from the following file:

- statisticsgatherer/initial.h

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