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

/*

 Copyright (C) 2009, 2011 Chris Kenyon

 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/volatility/inflation/constantcpivolatility.hpp>

#include <ql/quotes/simplequote.hpp>

namespace QuantLib {

    ConstantCPIVolatility:: ConstantCPIVolatility(const Handle<Quote>& vol,

                                                  Natural settlementDays,

                                                  const Calendar& cal,

                                                  BusinessDayConvention bdc,

                                                  const DayCounter& dc,

                                                  const Period& observationLag,

                                                  Frequency frequency,

                                                  bool indexIsInterpolated)

    : CPIVolatilitySurface(settlementDays, cal, bdc, dc,

                           observationLag, frequency, indexIsInterpolated),

      volatility_(vol) {}

Unexecuted instantiation: QuantLib::ConstantCPIVolatility::ConstantCPIVolatility(QuantLib::Handle<QuantLib::Quote> const&, unsigned int, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, QuantLib::DayCounter const&, QuantLib::Period const&, QuantLib::Frequency, bool)

Unexecuted instantiation: QuantLib::ConstantCPIVolatility::ConstantCPIVolatility(QuantLib::Handle<QuantLib::Quote> const&, unsigned int, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, QuantLib::DayCounter const&, QuantLib::Period const&, QuantLib::Frequency, bool)

    ConstantCPIVolatility:: ConstantCPIVolatility(Volatility vol,

                                                  Natural settlementDays,

                                                  const Calendar& cal,

                                                  BusinessDayConvention bdc,

                                                  const DayCounter& dc,

                                                  const Period& observationLag,

                                                  Frequency frequency,

                                                  bool indexIsInterpolated)

    : CPIVolatilitySurface(settlementDays, cal, bdc, dc,

                           observationLag, frequency, indexIsInterpolated),

      volatility_(ext::make_shared<SimpleQuote>(vol)) {}

Unexecuted instantiation: QuantLib::ConstantCPIVolatility::ConstantCPIVolatility(double, unsigned int, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, QuantLib::DayCounter const&, QuantLib::Period const&, QuantLib::Frequency, bool)

Unexecuted instantiation: QuantLib::ConstantCPIVolatility::ConstantCPIVolatility(double, unsigned int, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, QuantLib::DayCounter const&, QuantLib::Period const&, QuantLib::Frequency, bool)

    Volatility ConstantCPIVolatility::volatilityImpl(Time, Rate) const {

        return volatility_->value();

    }

}