text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2004 Neil Firth
   Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
   Copyright (C) 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.
  */
  
  #include <ql/instruments/multiassetoption.hpp>
  #include <ql/stochasticprocess.hpp>
  #include <ql/exercise.hpp>
  #include <ql/event.hpp>
  
  namespace QuantLib {
  
      MultiAssetOption::MultiAssetOption(
          const std::shared_ptr<Payoff>& payoff,
          const std::shared_ptr<Exercise>& exercise)
      : Option(payoff, exercise) {}
  
      bool MultiAssetOption::isExpired() const {
          return detail::simple_event(exercise_->lastDate()).hasOccurred();
      }
  
      Real MultiAssetOption::delta() const {
          calculate();
          QL_REQUIRE(delta_ != Null<Real>(), "delta not provided");
          return delta_;
      }
  
      Real MultiAssetOption::gamma() const {
          calculate();
          QL_REQUIRE(gamma_ != Null<Real>(), "gamma not provided");
          return gamma_;
      }
  
      Real MultiAssetOption::theta() const {
          calculate();
          QL_REQUIRE(theta_ != Null<Real>(), "theta not provided");
          return theta_;
      }
  
      Real MultiAssetOption::vega() const {
          calculate();
          QL_REQUIRE(vega_ != Null<Real>(), "vega not provided");
          return vega_;
      }
  
      Real MultiAssetOption::rho() const {
          calculate();
          QL_REQUIRE(rho_ != Null<Real>(), "rho not provided");
          return rho_;
      }
  
      Real MultiAssetOption::dividendRho() const {
          calculate();
          QL_REQUIRE(dividendRho_ != Null<Real>(), "dividend rho not provided");
          return dividendRho_;
      }
  
      void MultiAssetOption::setupExpired() const {
          NPV_ = delta_ = gamma_ = theta_ =
              vega_ = rho_ = dividendRho_ =  0.0;
      }
  
      void MultiAssetOption::setupArguments(
                                         PricingEngine::arguments* args) const {
          MultiAssetOption::arguments* arguments =
              dynamic_cast<MultiAssetOption::arguments*>(args);
          QL_REQUIRE(arguments != 0, "wrong argument type");
  
          arguments->payoff = payoff_;
          arguments->exercise = exercise_;
      }
  
      void MultiAssetOption::fetchResults(const PricingEngine::results* r) const {
          Option::fetchResults(r);
          const Greeks* results = dynamic_cast<const Greeks*>(r);
          QL_ENSURE(results != 0,
                    "no greeks returned from pricing engine");
          delta_          = results->delta;
          gamma_          = results->gamma;
          theta_          = results->theta;
          vega_           = results->vega;
          rho_            = results->rho;
          dividendRho_    = results->dividendRho;
      }
  
  }
  