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

/*

 Copyright (C) 2007 Ferdinando Ametrano

 Copyright (C) 2007 François du Vignaud

 Copyright (C) 2007 Giorgio Facchinetti

 Copyright (C) 2015 Peter Caspers

 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.

*/

/*! \file flatsmilesection.hpp

    \brief Flat SmileSection

*/

#ifndef quantlib_flat_smile_section_hpp

#define quantlib_flat_smile_section_hpp

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

namespace QuantLib {

    class FlatSmileSection : public SmileSection {

      public:

        FlatSmileSection(const Date& d,

                         Volatility vol,

                         const DayCounter& dc,

                         const Date& referenceDate = Date(),

                         Real atmLevel = Null<Rate>(),

                         VolatilityType type = ShiftedLognormal,

                         Real shift = 0.0);

        FlatSmileSection(Time exerciseTime,

                         Volatility vol,

                         const DayCounter& dc,

                         Real atmLevel = Null<Rate>(),

                         VolatilityType type = ShiftedLognormal,

                         Real shift = 0.0);

        //@{

        Real minStrike() const override;

        Real maxStrike() const override;

        Real atmLevel() const override;

        //@}

      protected:

        Volatility volatilityImpl(Rate) const override;

      private:

        Volatility vol_;

        Real atmLevel_;

    };

    inline Real FlatSmileSection::minStrike () const {

        return QL_MIN_REAL - shift();

    }

    inline Real FlatSmileSection::maxStrike () const {

        return QL_MAX_REAL;

    }

    inline Real FlatSmileSection::atmLevel() const {

        return atmLevel_;

    }

    inline Volatility FlatSmileSection::volatilityImpl(Rate) const {

        return vol_;

    }

}

#endif