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

/*

 Copyright (C) 2003 Ferdinando Ametrano

 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb

 Copyright (C) 2004, 2005 StatPro Italia srl

 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/processes/merton76process.hpp>

#include <utility>

namespace QuantLib {

    Merton76Process::Merton76Process(const Handle<Quote>& stateVariable,

                                     const Handle<YieldTermStructure>& dividendTS,

                                     const Handle<YieldTermStructure>& riskFreeTS,

                                     const Handle<BlackVolTermStructure>& blackVolTS,

                                     Handle<Quote> jumpInt,

                                     Handle<Quote> logJMean,

                                     Handle<Quote> logJVol,

                                     const ext::shared_ptr<discretization>& disc)

    : StochasticProcess1D(disc), blackProcess_(

          new BlackScholesMertonProcess(stateVariable, dividendTS, riskFreeTS, blackVolTS, disc)),

      jumpIntensity_(std::move(jumpInt)), logMeanJump_(std::move(logJMean)),

      logJumpVolatility_(std::move(logJVol)) {

        registerWith(blackProcess_);

        registerWith(jumpIntensity_);

        registerWith(logMeanJump_);

        registerWith(logJumpVolatility_);

    }

    Real Merton76Process::x0() const {

        return blackProcess_->x0();

    }

    Time Merton76Process::time(const Date& d) const {

        return blackProcess_->time(d);

    }

    const Handle<Quote>& Merton76Process::stateVariable() const {

        return blackProcess_->stateVariable();

    }

    const Handle<YieldTermStructure>& Merton76Process::dividendYield() const {

        return blackProcess_->dividendYield();

    }

    const Handle<YieldTermStructure>& Merton76Process::riskFreeRate() const {

        return blackProcess_->riskFreeRate();

    }

    const Handle<BlackVolTermStructure>&

    Merton76Process::blackVolatility() const {

        return blackProcess_->blackVolatility();

    }

    const Handle<Quote>& Merton76Process::jumpIntensity() const {

        return jumpIntensity_;

    }

    const Handle<Quote>& Merton76Process::logMeanJump() const {

        return logMeanJump_;

    }

    const Handle<Quote>& Merton76Process::logJumpVolatility() const {

        return logJumpVolatility_;

    }

}