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

/*

 Copyright (C) 2005 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/hestonmodel.hpp>

#include <ql/quotes/simplequote.hpp>

#include <ql/shared_ptr.hpp>

namespace QuantLib {

    HestonModel::HestonModel(const ext::shared_ptr<HestonProcess> & process)

    : CalibratedModel(5), process_(process) {

        arguments_[0] = ConstantParameter(process->theta(),

                                          PositiveConstraint());

        arguments_[1] = ConstantParameter(process->kappa(),

                                          PositiveConstraint());

        arguments_[2] = ConstantParameter(process->sigma(),

                                          PositiveConstraint());

        arguments_[3] = ConstantParameter(process->rho(),

                                          BoundaryConstraint(-1.0, 1.0));

        arguments_[4] = ConstantParameter(process->v0(),

                                          PositiveConstraint());

        HestonModel::generateArguments();

        registerWith(process_->riskFreeRate());

        registerWith(process_->dividendYield());

        registerWith(process_->s0());

    }

Unexecuted instantiation: QuantLib::HestonModel::HestonModel(boost::shared_ptr<QuantLib::HestonProcess> const&)

Unexecuted instantiation: QuantLib::HestonModel::HestonModel(boost::shared_ptr<QuantLib::HestonProcess> const&)

    void HestonModel::generateArguments() {

        process_ = ext::make_shared<HestonProcess>(process_->riskFreeRate(),

                                         process_->dividendYield(),

                                         process_->s0(),

                                         v0(), kappa(), theta(),

                                         sigma(), rho());

    }

}