I think you want to use anonymous classes.
Objective-C doesn't have this exact feature as of now. See the question "Objective-C equivalent to Java's anonymous classes in class methods".
You can create blocks in Objective-C, though. They work like regular functions and can be passed around and reused. You'd have to change your interface to take a block as a delegate instead of an object in this case. Or you use a simple wrapper class; Among provides an example for this in the aforementioned SO question.
See Apple's block programming docs for details.