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

/*

 Copyright (C) 2002, 2003 Ferdinando Ametrano

 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.

*/

#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>

namespace QuantLib {

    LocalVolTermStructure::LocalVolTermStructure(BusinessDayConvention bdc,

                                                 const DayCounter& dc)

    : VolatilityTermStructure(bdc, dc) {}

    LocalVolTermStructure::LocalVolTermStructure(const Date& referenceDate,

                                                 const Calendar& cal,

                                                 BusinessDayConvention bdc,

                                                 const DayCounter& dc)

    : VolatilityTermStructure(referenceDate, cal, bdc, dc) {}

    LocalVolTermStructure::LocalVolTermStructure(Natural settlementDays,

                                                 const Calendar& cal,

                                                 BusinessDayConvention bdc,

                                                 const DayCounter& dc)

    : VolatilityTermStructure(settlementDays, cal, bdc, dc) {}

    Volatility LocalVolTermStructure::localVol(const Date& d,

                                               Real underlyingLevel,

                                               bool extrapolate) const {

        checkRange(d, extrapolate);

        checkStrike(underlyingLevel, extrapolate);

        Time t = timeFromReference(d);

        return localVolImpl(t, underlyingLevel);

    }

    Volatility LocalVolTermStructure::localVol(Time t,

                                               Real underlyingLevel,

                                               bool extrapolate) const {

        checkRange(t, extrapolate);

        checkStrike(underlyingLevel, extrapolate);

        return localVolImpl(t, underlyingLevel);

    }

    void LocalVolTermStructure::accept(AcyclicVisitor& v) {

        auto* v1 = dynamic_cast<Visitor<LocalVolTermStructure>*>(&v);

        if (v1 != nullptr)

            v1->visit(*this);

        else

            QL_FAIL("not a local-volatility term structure visitor");

    }

}