/*
 Copyright (C) 2008 Srinivas Hasti

 This source code is release under the BSD License.

 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the JQuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 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.

 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */

/*
 Copyright (C) 2005 Joseph Wang

 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
 . The license is also available online at
 .

 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.
*/

package org.jquantlib.methods.finitedifferences;

import org.jquantlib.lang.exceptions.LibraryException;
import org.jquantlib.processes.GeneralizedBlackScholesProcess;


/**
 * General class for one dimensional PDE's
 *
 * @author Srinivas Hasti
 *
 * @param 
 */
public class PdeConstantCoeff extends PdeSecondOrderParabolic {
    /* Real*/private final double diffusion;
    /* Real*/private final double drift;
    /* Real*/private final double discount;
    
    private final Class classT;
    

    public PdeConstantCoeff(
    		final Class classT,
    		final GeneralizedBlackScholesProcess process, 
    		/*Time*/final double t, 
    		/*Real*/final double x) {
    	this.classT = classT;
        final T pde = getInstance(classT, process);
        diffusion = pde.diffusion(t, x);
        drift = pde.drift(t, x);
        discount = pde.discount(t, x);
    }

    @Override
    public double diffusion(final double t, final double x) {
        return diffusion;
    }

    @Override
    public double discount(final double t, final double x) {
        return discount;
    }

    @Override
    public double drift(final double t, final double x) {
        return drift;
    }

    protected T getInstance(
    		final Class classT,
    		final GeneralizedBlackScholesProcess process) {
        try {
            return (T) classT.getConstructor(GeneralizedBlackScholesProcess.class).newInstance(process);
        } catch (final Exception e) {
            throw new LibraryException(e); // QA:[RG]::verified
        }
    }
}