/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2011 Klaus Spanderen

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib 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

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <http://quantlib.org/license.shtml>.

 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.

*/

/*! \file fdmextoujumpsolver.cpp

*/

#include <ql/experimental/finitedifferences/fdmextoujumpop.hpp>

#include <ql/experimental/finitedifferences/fdmextoujumpsolver.hpp>

#include <ql/experimental/processes/extouwithjumpsprocess.hpp>

#include <ql/methods/finitedifferences/solvers/fdm2dimsolver.hpp>

#include <utility>

namespace QuantLib {

    FdmExtOUJumpSolver::FdmExtOUJumpSolver(Handle<ExtOUWithJumpsProcess> process,

                                           ext::shared_ptr<YieldTermStructure> rTS,

                                           FdmSolverDesc solverDesc,

                                           const FdmSchemeDesc& schemeDesc)

    : process_(std::move(process)), rTS_(std::move(rTS)), solverDesc_(std::move(solverDesc)),

      schemeDesc_(schemeDesc) {

        registerWith(process_);

    }

Unexecuted instantiation: QuantLib::FdmExtOUJumpSolver::FdmExtOUJumpSolver(QuantLib::Handle<QuantLib::ExtOUWithJumpsProcess>, boost::shared_ptr<QuantLib::YieldTermStructure>, QuantLib::FdmSolverDesc, QuantLib::FdmSchemeDesc const&)

Unexecuted instantiation: QuantLib::FdmExtOUJumpSolver::FdmExtOUJumpSolver(QuantLib::Handle<QuantLib::ExtOUWithJumpsProcess>, boost::shared_ptr<QuantLib::YieldTermStructure>, QuantLib::FdmSolverDesc, QuantLib::FdmSchemeDesc const&)

    void FdmExtOUJumpSolver::performCalculations() const {

        ext::shared_ptr<FdmLinearOpComposite>op(

            new FdmExtOUJumpOp(solverDesc_.mesher, process_.currentLink(),

                               rTS_, solverDesc_.bcSet, 32));

        solver_ = ext::make_shared<Fdm2DimSolver>(

                              solverDesc_, schemeDesc_, op);

    }

    Real FdmExtOUJumpSolver::valueAt(Real x, Real y) const {

        calculate();

        return solver_->interpolateAt(x, y);

    }

}