vanilla2.cpp

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

//
//
//
//                  Vanilla2.cpp
//
//
//

#include <Vanilla2.h>

VanillaOption::VanillaOption(const PayOff& ThePayOff_, double Expiry_)
                           :  Expiry(Expiry_)
{
    ThePayOffPtr = ThePayOff_.clone();
}

double VanillaOption::GetExpiry() const
{
    return Expiry;
}

double VanillaOption::OptionPayOff(double Spot) const
{
    return (*ThePayOffPtr)(Spot);
}


VanillaOption::VanillaOption(const VanillaOption& original)
{
    Expiry = original.Expiry;
    ThePayOffPtr = original.ThePayOffPtr->clone();
}

VanillaOption& VanillaOption::operator=(const VanillaOption& original)
{
    if (this != &original)
    {
        Expiry = original.Expiry;
        delete ThePayOffPtr;
        ThePayOffPtr = original.ThePayOffPtr->clone();
    }
    return *this;
}

VanillaOption::~VanillaOption()
{
    delete ThePayOffPtr;
}

/*
 *
 * 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.
*/