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

/*

 Copyright (C) 2007, 2008 Ferdinando Ametrano

 Copyright (C) 2006 Cristina Duminuco

 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb

 Copyright (C) 2006, 2007 StatPro Italia srl

 Copyright (C) 2015, 2016, 2017 Peter Caspers

 Copyright (C) 2017 Paul Giltinan

 Copyright (C) 2017 Werner Kuerzinger

 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/pricingengines/swaption/blackswaptionengine.hpp>

namespace QuantLib {

    BlackSwaptionEngine::BlackSwaptionEngine(

                        const Handle<YieldTermStructure> &discountCurve,

                        Volatility vol, const DayCounter &dc,

                        Real displacement, CashAnnuityModel model)

    : detail::BlackStyleSwaptionEngine<detail::Black76Spec>(discountCurve, vol, dc,

                                                            displacement, model) {}

    BlackSwaptionEngine::BlackSwaptionEngine(

                        const Handle<YieldTermStructure> &discountCurve,

                        const Handle<Quote> &vol,

                        const DayCounter &dc,

                        Real displacement,

                        CashAnnuityModel model)

    : detail::BlackStyleSwaptionEngine<detail::Black76Spec>(discountCurve, vol, dc,

                                                            displacement, model) {}

    BlackSwaptionEngine::BlackSwaptionEngine(

                        const Handle<YieldTermStructure> &discountCurve,

                        const Handle<SwaptionVolatilityStructure> &vol,

                        CashAnnuityModel model)

    : detail::BlackStyleSwaptionEngine<detail::Black76Spec>(discountCurve, vol,

                                                            model) {

        QL_REQUIRE(vol->volatilityType() == ShiftedLognormal,

                   "BlackSwaptionEngine requires (shifted) lognormal input "

                   "volatility");

    }

    BachelierSwaptionEngine::BachelierSwaptionEngine(

        const Handle<YieldTermStructure> &discountCurve, Volatility vol,

        const DayCounter &dc, CashAnnuityModel model)

    : detail::BlackStyleSwaptionEngine<detail::BachelierSpec>(discountCurve, vol,

                                                              dc, model) {}

    BachelierSwaptionEngine::BachelierSwaptionEngine(

        const Handle<YieldTermStructure> &discountCurve,

        const Handle<Quote> &vol, const DayCounter &dc, CashAnnuityModel model)

    : detail::BlackStyleSwaptionEngine<detail::BachelierSpec>(discountCurve, vol,

                                                              dc, model) {}

    BachelierSwaptionEngine::BachelierSwaptionEngine(

        const Handle<YieldTermStructure> &discountCurve,

        const Handle<SwaptionVolatilityStructure> &vol, CashAnnuityModel model)

    : detail::BlackStyleSwaptionEngine<detail::BachelierSpec>(discountCurve, vol,

                                                              model) {

        QL_REQUIRE(vol->volatilityType() == Normal,

                   "BachelierSwaptionEngine requires normal input volatility");

    }

} // namespace QuantLib