American-transaction costs 1.0.0.0 American option pricer under proportional transaction costs

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bridge.h
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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

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