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

/*

 Copyright (C) 2014 Master IMAFA - Polytech'Nice Sophia - Université de Nice Sophia Antipolis

 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/twoassetcorrelationoption.hpp>

#include <ql/exercise.hpp>

namespace QuantLib {

    TwoAssetCorrelationOption::TwoAssetCorrelationOption(

                           Option::Type type,

                           Real strike1,

                           Real strike2,

                           const ext::shared_ptr<Exercise>& exercise)

    : MultiAssetOption(ext::make_shared<PlainVanillaPayoff>(type, strike1),

                       exercise), X2_(strike2) {}

Unexecuted instantiation: QuantLib::TwoAssetCorrelationOption::TwoAssetCorrelationOption(QuantLib::Option::Type, double, double, boost::shared_ptr<QuantLib::Exercise> const&)

Unexecuted instantiation: QuantLib::TwoAssetCorrelationOption::TwoAssetCorrelationOption(QuantLib::Option::Type, double, double, boost::shared_ptr<QuantLib::Exercise> const&)

    void TwoAssetCorrelationOption::setupArguments(

                                       PricingEngine::arguments* args) const {

        MultiAssetOption::setupArguments(args);

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

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

        moreArgs->X2 = X2_;

    }

}