American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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00001 /* 00002 American option pricer under proportional transaction costs 00003 Copyright (C) 2011 Alet Roux alet.roux@york.ac.uk 00004 00005 This program is free software: you can redistribute it and/or modify 00006 it under the terms of the GNU General Public License as published by 00007 the Free Software Foundation, either version 3 of the License, or 00008 (at your option) any later version. 00009 00010 This program is distributed in the hope that it will be useful, 00011 but WITHOUT ANY WARRANTY; without even the implied warranty of 00012 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 00013 GNU General Public License for more details. 00014 00015 You should have received a copy of the GNU General Public License 00016 along with this program. If not, see <http://www.gnu.org/licenses/>. 00017 00018 */ 00019 00020 #ifndef PARAMETERBRIDGE_H 00021 #define PARAMETERBRIDGE_H 00022 00023 #include "parameter.h" 00024 00030 00031 00035 class ParameterBridge 00036 { 00037 public: 00038 ParameterBridge (const ParameterBridge& original) 00039 { 00040 _parameter = original._parameter->clone(); 00041 } 00042 00043 ParameterBridge (const Parameter& parameter) 00044 { 00045 _parameter = parameter.clone(); 00046 } 00047 00049 ParameterBridge& operator= (const ParameterBridge& original) 00050 { 00051 if (this != &original) 00052 { 00053 delete _parameter; 00054 _parameter = original._parameter->clone(); 00055 } 00056 00057 return *this; 00058 } 00059 00061 coefficient operator() (const coefficient time) const 00062 { 00063 return _parameter->operator() (time); 00064 } 00065 00066 ~ParameterBridge() 00067 { 00068 delete _parameter; 00069 } 00070 00071 private: 00072 Parameter* _parameter; 00073 }; 00074 00075 #endif // PARAMETERBRIDGE_H