American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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Collects paths of objects of interest. More...
#include <path.h>
Public Member Functions | |
virtual void | dump_result (const size_t t, const size_t k, const T &object) |
size_t | node (const size_t t) const |
operator StatisticsGathererInitial< T > () const | |
operator T () const | |
T & | operator[] (const size_t t) |
T | operator[] (const size_t t) const |
size_t | size () const |
StatisticsGathererPath (const std::vector< size_t > &path) |
Collects paths of objects of interest.
StatisticsGathererPath< T >::StatisticsGathererPath | ( | const std::vector< size_t > & | path | ) | [inline] |
Constructor.
path | Information is gathered for this sequence of nodes. The element path[t] is a node at the ![]() |
virtual void StatisticsGathererPath< 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 >.
size_t StatisticsGathererPath< T >::node | ( | const size_t | t | ) | const [inline] |
Node at time step t.
StatisticsGathererPath< T >::operator StatisticsGathererInitial< T > | ( | ) | const [inline] |
StatisticsGathererPath< T >::operator T | ( | ) | const [inline] |
T StatisticsGathererPath< T >::operator[] | ( | const size_t | t | ) | const [inline] |
T& StatisticsGathererPath< T >::operator[] | ( | const size_t | t | ) | [inline] |
size_t StatisticsGathererPath< T >::size | ( | ) | const [inline] |
Number of steps.