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

/*

 Copyright (C) 2007 Ferdinando Ametrano

 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/termstructures/voltermstructure.hpp>

namespace QuantLib {

    VolatilityTermStructure::VolatilityTermStructure(BusinessDayConvention bdc,

                                                     const DayCounter& dc)

    : TermStructure(dc), bdc_(bdc) {}

    VolatilityTermStructure::VolatilityTermStructure(const Date& referenceDate,

                                                     const Calendar& cal,

                                                     BusinessDayConvention bdc,

                                                     const DayCounter& dc)

    : TermStructure(referenceDate, cal, dc), bdc_(bdc) {}

    VolatilityTermStructure::VolatilityTermStructure(Natural settlementDays,

                                                     const Calendar& cal,

                                                     BusinessDayConvention bdc,

                                                     const DayCounter& dc)

    : TermStructure(settlementDays, cal, dc), bdc_(bdc) {}

    void VolatilityTermStructure::checkStrike(Rate k,

                                              bool extrapolate) const {

        QL_REQUIRE(extrapolate || allowsExtrapolation() ||

                   (k >= minStrike() && k <= maxStrike()),

                   "strike (" << k << ") is outside the curve domain ["

                   << minStrike() << "," << maxStrike()<< "]");

    }

}