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

/*

 Copyright (C) 2006 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/pricingengines/blackscholescalculator.hpp>

namespace QuantLib {

    BlackScholesCalculator::BlackScholesCalculator(

                        const ext::shared_ptr<StrikedTypePayoff>& payoff,

                        Real spot,

                        DiscountFactor growth,

                        Real stdDev,

                        DiscountFactor discount)

    : BlackCalculator(payoff, spot*growth/discount, stdDev, discount),

      spot_(spot), growth_(growth)

    {

        QL_REQUIRE(spot_>0.0,

                   "spot (" << spot_ << ") must be positive");

        QL_REQUIRE(growth_>0.0,

                   "growth (" << growth_ << ") must be positive");

    }

    BlackScholesCalculator::BlackScholesCalculator(Option::Type type,

                                                   Real strike,

                                                   Real spot,

                                                   DiscountFactor growth,

                                                   Real stdDev,

                                                   DiscountFactor discount)

    : BlackCalculator(type, strike, spot*growth/discount, stdDev, discount),

      spot_(spot), growth_(growth)

    {

        QL_REQUIRE(spot_>0.0,

                   "spot (" << spot_ << ") must be positive");

        QL_REQUIRE(growth_>0.0,

                   "growth (" << growth_ << ") must be positive");

    }

}