convergencetable.cpp

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

//
//
//
//                          ConvergenceTable.cpp
//
//

#include<ConvergenceTable.h>

ConvergenceTable::ConvergenceTable(const Wrapper<StatisticsMC>& Inner_)
: Inner(Inner_)
{
    StoppingPoint=2;
    PathsDone=0;
}

StatisticsMC* ConvergenceTable::clone() const
{
    return new ConvergenceTable(*this);
}

void ConvergenceTable::DumpOneResult(double result)
{
    Inner->DumpOneResult(result);
    ++PathsDone;
    
    if (PathsDone == StoppingPoint)
    {
        StoppingPoint*=2;
        std::vector<std::vector<double> > thisResult(Inner->GetResultsSoFar());

        for (unsigned long i=0; i < thisResult.size(); i++)
        {
            thisResult[i].push_back(PathsDone);
            ResultsSoFar.push_back(thisResult[i]);
        }
    }

    return;

}

std::vector<std::vector<double> >  ConvergenceTable::GetResultsSoFar() const
{
    std::vector<std::vector<double> > tmp(ResultsSoFar);

    if (PathsDone*2 != StoppingPoint)
    {
        std::vector<std::vector<double> > thisResult(Inner->GetResultsSoFar());

        for (unsigned long i=0; i < thisResult.size(); i++)
        {
            thisResult[i].push_back(PathsDone);
            tmp.push_back(thisResult[i]);
        }
    }
    return tmp;
}

/*
 *
 * 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.
*/