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

/*
 Copyright (C) 2004, 2007 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
 <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.
*/

/*! \file dividendvanillaoption.hpp
    \brief Vanilla option on a single asset with discrete dividends
*/

#ifndef quantlib_dividend_vanilla_option_hpp
#define quantlib_dividend_vanilla_option_hpp

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/instruments/payoffs.hpp>

namespace QuantLib {

    class GeneralizedBlackScholesProcess;

    //! Single-asset vanilla option (no barriers) with discrete dividends
    /*! \deprecated Use VanillaOption instead and pass the dividends
                    to the desired engine.
                    Deprecated in version 1.30.
    */
    class QL_DEPRECATED DividendVanillaOption : public OneAssetOption {
      public:
        class arguments;
        class engine;
        DividendVanillaOption(
                      const ext::shared_ptr<StrikedTypePayoff>& payoff,
                      const ext::shared_ptr<Exercise>& exercise,
                      const std::vector<Date>& dividendDates,
                      const std::vector<Real>& dividends);
        /*! \warning see VanillaOption for notes on implied-volatility
                     calculation.
        */
        Volatility impliedVolatility(
             Real price,
             const ext::shared_ptr<GeneralizedBlackScholesProcess>& process,
             Real accuracy = 1.0e-4,
             Size maxEvaluations = 100,
             Volatility minVol = 1.0e-7,
             Volatility maxVol = 4.0) const;
      protected:
        void setupArguments(PricingEngine::arguments*) const override;

      private:
        DividendSchedule cashFlow_;
    };

    class DividendVanillaOption::arguments : public OneAssetOption::arguments {
      public:
        DividendSchedule cashFlow;
        arguments() = default;
        void validate() const override;
    };

    QL_DEPRECATED_DISABLE_WARNING
    class DividendVanillaOption::engine
        : public GenericEngine<DividendVanillaOption::arguments,
                               DividendVanillaOption::results> {};
    QL_DEPRECATED_ENABLE_WARNING

}


#endif

