convergencetable.h

C++ design pattern in finance. Must know for QF engineers

//
//
//                     ConvergenceTable.h
//
//
//

#ifndef CONVERGENCE_TABLE_H
#define CONVERGENCE_TABLE_H
#include <MCStatistics.h>
#include <wrapper.h>

class ConvergenceTable : public StatisticsMC
{
public:

    ConvergenceTable(const Wrapper<StatisticsMC>& Inner_);

    virtual StatisticsMC* clone() const;
    virtual void DumpOneResult(double result);
    virtual std::vector<std::vector<double> > GetResultsSoFar() const;

    
private:

    Wrapper<StatisticsMC> Inner;
    std::vector<std::vector<double> > ResultsSoFar;
    unsigned long StoppingPoint;
    unsigned long PathsDone;
};

#endif

/*
 *
 * Copyright (c) 2002
 * Mark Joshi
 *
 * Permission to use, copy, modify, distribute and sell this
 * software for any purpose is hereby
 * granted without fee, provided that the above copyright notice
 * appear in all copies and that both that copyright notice and
 * this permission notice appear in supporting documentation.
 * Mark Joshi makes no representations about the
 * suitability of this software for any purpose. It is provided
 * "as is" without express or implied warranty.
*/