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

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final.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_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

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