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