American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
StatisticsGathererInitial< T > Class Template Reference

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

#include <initial.h>

Inheritance diagram for StatisticsGathererInitial< T >:
StatisticsGatherer< 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

_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:
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