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

/*
 Copyright (C) 2006 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
 <http://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/blackscholescalculator.hpp>

namespace QuantLib {

    BlackScholesCalculator::BlackScholesCalculator(
                        const boost::shared_ptr<StrikedTypePayoff>& payoff,
                        Real spot,
                        DiscountFactor growth,
                        Real stdDev,
                        DiscountFactor discount)
    : BlackCalculator(payoff, spot*growth/discount, stdDev, discount),
      spot_(spot), growth_(growth)
    {
        QL_REQUIRE(spot_>0.0, "positive spot value required: " <<
                   spot_ << " not allowed");
        QL_REQUIRE(growth_>0.0, "positive growth value required: " <<
                   growth_ << " not allowed");
    }


    Real BlackScholesCalculator::delta() const {
        return BlackCalculator::delta(spot_);
    }

    Real BlackScholesCalculator::elasticity() const {
        return BlackCalculator::elasticity(spot_);
    }

    Real BlackScholesCalculator::gamma() const {
        return BlackCalculator::gamma(spot_);
    }

    Real BlackScholesCalculator::theta(Time maturity) const {
        return BlackCalculator::theta(spot_, maturity);
    }

    Real BlackScholesCalculator::thetaPerDay(Time maturity) const {
        return BlackCalculator::thetaPerDay(spot_, maturity);
    }

}