/*
 Copyright (C) 2008 Srinivas Hasti

 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */
package org.jquantlib.pricingengines.vanilla.finitedifferences;

import org.jquantlib.instruments.Payoff;
import org.jquantlib.math.Ops;

/**
 * @author Srinivas Hasti
 *
 */
public class PayoffFunction implements Ops.DoubleOp {
	private final Payoff payOff;

	public PayoffFunction(final Payoff payOff) {
		super();
		this.payOff = payOff;
	}


	//
	// implements Ops.DoubleOp
	//

	@Override
	public double op(final double a) {
		return payOff.get(a);
	}

}

 

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