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

/*

 Copyright (C) 2007 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

 <https://www.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/experimental/volatility/blackvolsurface.hpp>

#include <ql/termstructures/volatility/smilesection.hpp>

namespace QuantLib {

    BlackVolSurface::BlackVolSurface(BusinessDayConvention bdc,

                                     const DayCounter& dc)

    : BlackAtmVolCurve(bdc, dc) {}

    BlackVolSurface::BlackVolSurface(const Date& refDate,

                                     const Calendar& cal,

                                     BusinessDayConvention bdc,

                                     const DayCounter& dc)

    : BlackAtmVolCurve(refDate, cal, bdc, dc) {}

    BlackVolSurface::BlackVolSurface(Natural settlDays,

                                     const Calendar& cal,

                                     BusinessDayConvention bdc,

                                     const DayCounter& dc)

    : BlackAtmVolCurve(settlDays, cal, bdc, dc) {}

    Real BlackVolSurface::atmVarianceImpl(Time t) const {

        const ext::shared_ptr<SmileSection>& s = smileSectionImpl(t);

        return s->variance(s->atmLevel());

    }

    Volatility BlackVolSurface::atmVolImpl(Time t) const {

        const ext::shared_ptr<SmileSection>& s = smileSectionImpl(t);

        return s->volatility(s->atmLevel());

    }

    void BlackVolSurface::accept(AcyclicVisitor& v) {

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

        if (v1 != nullptr)

            v1->visit(*this);

        else

            QL_FAIL("not a BlackVolSurface term structure visitor");

    }

}