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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 -th time step. |
| 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.