/*
 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.pricingengines.vanilla.finitedifferences;

import org.jquantlib.methods.finitedifferences.ShoutCondition;
import org.jquantlib.processes.GeneralizedBlackScholesProcess;
import org.jquantlib.termstructures.Compounding;
import org.jquantlib.termstructures.InterestRate;
import org.jquantlib.time.Frequency;

/**
 * This class conditionally extends other classes
 * 

 * 
 * FDDividendEngine------------|
 * FDDividendEngineMerton73----|
 * FDDividenEngineShiftScale---|
 * FDStepConditionEngine-------|o---FDShoutCondition
 * 
 *
 * @see issue 425
 *
 * @author Srinivas Hasti
 * @author Richard Gomes
 */
//TODO: http://bugs.jquantlib.org/view.php?id=425
public class FDShoutCondition
        
        extends FDStepConditionEngine /* TODO: should be:: implements FDDividendEngineBase, FDStepConditionEngine */ {

    public FDShoutCondition(final GeneralizedBlackScholesProcess process) {
        this(process, 100, 100);
    }

    public FDShoutCondition(
            final GeneralizedBlackScholesProcess process,
            final int timeSteps,
            final int gridPoints) {
        this(process, timeSteps, gridPoints, false);
    }

    public FDShoutCondition(
            final GeneralizedBlackScholesProcess process,
            final int timeSteps,
            final int gridPoints,
            final boolean value) {
        super(process, timeSteps, gridPoints, value);
    }

    /*
     * (non-Javadoc)
     *
     * @see
     * org.jquantlib.pricingengines.vanilla.finitedifferences.FDStepConditionEngine
     * #initializeStepCondition()
     */
    @Override
    protected void initializeStepCondition() {
        final double residualTime = getResidualTime();
        final InterestRate riskFreeRate = process.riskFreeRate().currentLink().zeroRate(
                residualTime, Compounding.Continuous, Frequency.Annual, false);

        stepCondition = new ShoutCondition(intrinsicValues.values(), residualTime, riskFreeRate.rate());
    }

}