/*
 Copyright (C) 2008 Richard Gomes

 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) 2002, 2003 Ferdinando Ametrano
 Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl

 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.termstructures;

import org.jquantlib.daycounters.DayCounter;
import org.jquantlib.time.BusinessDayConvention;
import org.jquantlib.time.Calendar;
import org.jquantlib.time.Date;
import org.jquantlib.util.PolymorphicVisitor;
import org.jquantlib.util.Visitor;

/**
 * This abstract class acts as an adapter to BlackVolTermStructure allowing the
 * programmer to implement only the method
 * {@link BlackVolTermStructure#blackVolImpl(double, double)} in derived
 * classes.
 * 

 * Volatility is assumed to be expressed on an annual basis.
 *
 * @author Richard Gomes
 */
abstract public class BlackVolatilityTermStructure extends BlackVolTermStructure {

    //
    // public constructors
    //
    // See the TermStructure documentation for issues regarding constructors.
    //

    /**
     * 'default constructor'
     * 

     * @warning term structures initialized by means of this
     *          constructor must manage their own reference date
     *          by overriding the referenceDate() method.
     */
    public BlackVolatilityTermStructure() {
        super(new Calendar(), BusinessDayConvention.Following, new DayCounter());
    }

    /**
     * 'default constructor'
     * 

     * @warning term structures initialized by means of this
     *          constructor must manage their own reference date
     *          by overriding the referenceDate() method.
     */
    public BlackVolatilityTermStructure(final Calendar cal) {
        super(cal, BusinessDayConvention.Following, new DayCounter());
    }

    /**
     * 'default constructor'
     * 

     * @warning term structures initialized by means of this
     *          constructor must manage their own reference date
     *          by overriding the referenceDate() method.
     */
    public BlackVolatilityTermStructure(final Calendar cal, final BusinessDayConvention bdc) {
        super(cal, bdc, new DayCounter());
    }

    /**
     * 'default constructor'
     * 

     * @warning term structures initialized by means of this
     *          constructor must manage their own reference date
     *          by overriding the referenceDate() method.
     */
    public BlackVolatilityTermStructure(final Calendar cal, final BusinessDayConvention bdc, final DayCounter dc) {
        super(cal, bdc, dc);
    }



    /**
     * Initialize with a fixed reference date
     */
    public BlackVolatilityTermStructure(final Date referenceDate) {
        super(referenceDate, new Calendar(), BusinessDayConvention.Following, new DayCounter());
    }

    /**
     * Initialize with a fixed reference date
     */
    public BlackVolatilityTermStructure(
            final Date referenceDate,
            final Calendar cal) {
        super(referenceDate, cal, BusinessDayConvention.Following, new DayCounter());
    }

    /**
     * Initialize with a fixed reference date
     */
    public BlackVolatilityTermStructure(
            final Date referenceDate,
            final Calendar cal,
            final BusinessDayConvention bdc) {
        super(referenceDate, cal, bdc, new DayCounter());
    }

    /**
     * Initialize with a fixed reference date
     */
    public BlackVolatilityTermStructure(
            final Date referenceDate,
            final Calendar cal,
            final BusinessDayConvention bdc,
            final DayCounter dc) {
        super(referenceDate, cal, bdc, dc);
    }



    /**
     * Calculate the reference date based on the global evaluation date
     */
    public BlackVolatilityTermStructure(
            /*@Natural*/ final int settlementDays,
            final Calendar cal) {
        super(settlementDays, cal, BusinessDayConvention.Following, new DayCounter());
    }

    /**
     * Calculate the reference date based on the global evaluation date
     */
    public BlackVolatilityTermStructure(
            /*@Natural*/ final int settlementDays,
            final Calendar cal,
            final BusinessDayConvention bdc) {
        super(settlementDays, cal, bdc, new DayCounter());
    }

    /**
     * Calculate the reference date based on the global evaluation date
     */
    public BlackVolatilityTermStructure(
            /*@Natural*/ final int settlementDays,
            final Calendar cal,
            final BusinessDayConvention bdc,
            final DayCounter dc) {
        super(settlementDays, cal, bdc, dc);
    }



	//
	// Overrides BlackVolTermStructure
	//

	/**
	 * Returns the variance for the given strike and date calculating it from
	 * the volatility.
	 */
	@Override
	protected final /*@Variance*/ double blackVarianceImpl(final /*@Time*/ double maturity, final /*@Real*/ double strike) {
		/*@Volatility*/ final double vol = blackVolImpl(maturity, strike);
		/*@Variance*/ final double variance = vol*vol*maturity;
		return variance;
	}


	//
	// implements PolymorphicVisitable
	//

	@Override
	public void accept(final PolymorphicVisitor pv) {
		final Visitor v = (pv!=null) ? pv.visitor(this.getClass()) : null;
        if (v != null) {
            v.visit(this);
        } else {
            super.accept(pv);
        }
	}

}