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

/*

 Copyright (C) 2010 Klaus Spanderen

 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/models/equity/piecewisetimedependenthestonmodel.hpp>

#include <ql/quotes/simplequote.hpp>

#include <utility>

namespace QuantLib {

    PiecewiseTimeDependentHestonModel::PiecewiseTimeDependentHestonModel(

        const Handle<YieldTermStructure>& riskFreeRate,

        const Handle<YieldTermStructure>& dividendYield,

        const Handle<Quote>& s0,

        Real v0,

        const Parameter& theta,

        const Parameter& kappa,

        const Parameter& sigma,

        const Parameter& rho,

        TimeGrid timeGrid)

    : CalibratedModel(5), s0_(s0), riskFreeRate_(riskFreeRate), dividendYield_(dividendYield),

      timeGrid_(std::move(timeGrid)) {

        arguments_[0] = theta;

        arguments_[1] = kappa;

        arguments_[2] = sigma;

        arguments_[3] = rho;

        arguments_[4] = ConstantParameter(v0, PositiveConstraint());

        registerWith(s0);

        registerWith(riskFreeRate);

        registerWith(dividendYield);

    }

Unexecuted instantiation: QuantLib::PiecewiseTimeDependentHestonModel::PiecewiseTimeDependentHestonModel(QuantLib::Handle<QuantLib::YieldTermStructure> const&, QuantLib::Handle<QuantLib::YieldTermStructure> const&, QuantLib::Handle<QuantLib::Quote> const&, double, QuantLib::Parameter const&, QuantLib::Parameter const&, QuantLib::Parameter const&, QuantLib::Parameter const&, QuantLib::TimeGrid)

Unexecuted instantiation: QuantLib::PiecewiseTimeDependentHestonModel::PiecewiseTimeDependentHestonModel(QuantLib::Handle<QuantLib::YieldTermStructure> const&, QuantLib::Handle<QuantLib::YieldTermStructure> const&, QuantLib::Handle<QuantLib::Quote> const&, double, QuantLib::Parameter const&, QuantLib::Parameter const&, QuantLib::Parameter const&, QuantLib::Parameter const&, QuantLib::TimeGrid)

    const TimeGrid& PiecewiseTimeDependentHestonModel::timeGrid() const {

        return timeGrid_;

    }

    const Handle<YieldTermStructure>& 

    PiecewiseTimeDependentHestonModel::dividendYield() const {

        return dividendYield_;

    }

    const Handle<YieldTermStructure>& 

    PiecewiseTimeDependentHestonModel::riskFreeRate() const {

        return riskFreeRate_;

    }

}