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

/*

 Copyright (C) 2005 Joseph Wang

 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 pdebsm.hpp

    \brief Black-Scholes-Merton PDE

*/

#ifndef quantlib_pdebsm_hpp

#define quantlib_pdebsm_hpp

#include <ql/methods/finitedifferences/pde.hpp>

#include <ql/processes/blackscholesprocess.hpp>

#include <utility>

namespace QuantLib {

    QL_DEPRECATED_DISABLE_WARNING

    /*! \deprecated Part of the old FD framework; copy this function

                    in your codebase if needed.

                    Deprecated in version 1.37.

    */

    class [[deprecated("Part of the old FD framework; copy this function in your codebase if needed")]] PdeBSM : public PdeSecondOrderParabolic {

      public:

        typedef ext::shared_ptr<GeneralizedBlackScholesProcess> argument_type;

        typedef LogGrid grid_type;

        PdeBSM(argument_type process) : process_(std::move(process)){};

        Real diffusion(Time t, Real x) const override { return process_->diffusion(t, x); }

        Real drift(Time t, Real x) const override { return process_->drift(t, x); }

        Real discount(Time t, Real) const override {

            if (std::fabs(t) < 1e-8) t = 0;

            return process_->riskFreeRate()->

                forwardRate(t,t,Continuous,NoFrequency,true);

        }

    private:

        const argument_type process_;

    };

    QL_DEPRECATED_ENABLE_WARNING

}

#endif