/*
 Copyright (C) 2008 Srinivas Hasti

 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 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.

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

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

/**
 * @author Srinivas Hasti
 *
 */
public final class PdeTypeUtil {
    public static  T getPdeInstance(final Class clazz, final GeneralizedBlackScholesProcess process) {
        try {
            return clazz.getConstructor(process.getClass()).newInstance(process);
        } catch (final Exception e) {
            throw new LibraryException(e); // QA:[RG]::verified
        }
    }
}