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

/*

 Copyright (C) 2002, 2003 Ferdinando Ametrano

 Copyright (C) 2007 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

 <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/instruments/forwardvanillaoption.hpp>

namespace QuantLib {

    ForwardVanillaOption::ForwardVanillaOption(

                           Real moneyness,

                           const Date& resetDate,

                           const ext::shared_ptr<StrikedTypePayoff>& payoff,

                           const ext::shared_ptr<Exercise>& exercise)

    : OneAssetOption(payoff, exercise),

      moneyness_(moneyness), resetDate_(resetDate) {}

Unexecuted instantiation: QuantLib::ForwardVanillaOption::ForwardVanillaOption(double, QuantLib::Date const&, boost::shared_ptr<QuantLib::StrikedTypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

Unexecuted instantiation: QuantLib::ForwardVanillaOption::ForwardVanillaOption(double, QuantLib::Date const&, boost::shared_ptr<QuantLib::StrikedTypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

    void ForwardVanillaOption::setupArguments(

                                       PricingEngine::arguments* args) const {

        OneAssetOption::setupArguments(args);

        auto* arguments = dynamic_cast<ForwardVanillaOption::arguments*>(args);

        QL_REQUIRE(arguments != nullptr, "wrong argument type");

        arguments->moneyness = moneyness_;

        arguments->resetDate = resetDate_;

    }

    void ForwardVanillaOption::fetchResults(

                                      const PricingEngine::results* r) const {

        OneAssetOption::fetchResults(r);

        const auto* results = dynamic_cast<const ForwardVanillaOption::results*>(r);

        QL_ENSURE(results != nullptr, "no results returned from pricing engine");

        delta_       = results->delta;

        gamma_       = results->gamma;

        theta_       = results->theta;

        vega_        = results->vega;

        rho_         = results->rho;

        dividendRho_ = results->dividendRho;

    }

}