American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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Collects all objects of interest at final time step only (not tested). More...
#include <final.h>
Public Member Functions | |
virtual void | dump_result (const size_t t, const size_t k, const T &object) |
operator T () const | |
T & | operator() (const size_t k) |
T | operator() (const size_t k) const |
std::vector< T > & | operator[] (const size_t k) |
std::vector< T > | operator[] (const size_t k) const |
size_t | size () const |
StatisticsGathererFinal (const size_t N) |
Collects all objects of interest at final time step only (not tested).
StatisticsGathererFinal< T >::StatisticsGathererFinal | ( | const size_t | N | ) | [inline] |
Constructor.
N | The final time step. |
virtual void StatisticsGathererFinal< 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 >.
StatisticsGathererFinal< T >::operator T | ( | ) | const [inline] |
T StatisticsGathererFinal< T >::operator() | ( | const size_t | k | ) | const [inline] |
T& StatisticsGathererFinal< T >::operator() | ( | const size_t | k | ) | [inline] |
std::vector<T>& StatisticsGathererFinal< T >::operator[] | ( | const size_t | k | ) | [inline] |
std::vector<T> StatisticsGathererFinal< T >::operator[] | ( | const size_t | k | ) | const [inline] |
size_t StatisticsGathererFinal< T >::size | ( | ) | const [inline] |
Number of scenarios.