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

/*

 Copyright (C) 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/quantoforwardvanillaoption.hpp>

namespace QuantLib {

    QuantoForwardVanillaOption::QuantoForwardVanillaOption(

                           Real moneyness,

                           const Date& resetDate,

                           const ext::shared_ptr<StrikedTypePayoff>& payoff,

                           const ext::shared_ptr<Exercise>& exercise)

    : ForwardVanillaOption(moneyness, resetDate, payoff, exercise) {}

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

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

    Real QuantoForwardVanillaOption::qvega() const {

        calculate();

        QL_REQUIRE(qvega_ != Null<Real>(),

                   "exchange rate vega calculation failed");

        return qvega_;

    }

    Real QuantoForwardVanillaOption::qrho() const {

        calculate();

        QL_REQUIRE(qrho_ != Null<Real>(),

                   "foreign interest rate rho calculation failed");

        return qrho_;

    }

    Real QuantoForwardVanillaOption::qlambda() const {

        calculate();

        QL_REQUIRE(qlambda_ != Null<Real>(),

                   "quanto correlation sensitivity calculation failed");

        return qlambda_;

    }

    void QuantoForwardVanillaOption::setupExpired() const {

        ForwardVanillaOption::setupExpired();

        qvega_ = qrho_ = qlambda_ = 0.0;

    }

    void QuantoForwardVanillaOption::fetchResults(

                                      const PricingEngine::results* r) const {

        ForwardVanillaOption::fetchResults(r);

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

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

        qrho_    = quantoResults->qrho;

        qvega_   = quantoResults->qvega;

        qlambda_ = quantoResults->qlambda;

    }

}