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

/*

 Copyright (C) 2007 Mark Joshi

 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/math/quadratic.hpp>

namespace QuantLib

{

    quadratic::quadratic(Real a, Real b, Real c) : a_(a), b_(b), c_(c) {}

    Real quadratic::turningPoint() const {

        return -b_/(2.0*a_);

    }

    Real quadratic::valueAtTurningPoint() const {

        return (*this)(turningPoint());

    }

    Real quadratic::operator()(Real x) const {

        return x*(x*a_+b_)+c_;

    }

    Real quadratic::discriminant() const {

        return b_*b_-4*a_*c_;

    }

    // return false if roots not real, and give turning point instead

    bool quadratic::roots(Real& x, Real& y) const {

        Real d = discriminant();

        if (d<0) {

            x = y = turningPoint();

            return false;

        }

        d = std::sqrt(d);

        x = (-b_ -  d)/(2*a_);

        y = (-b_ + d)/(2*a_);

        return true;

    }

}