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

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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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