text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2010 Klaus Spanderen
  
   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/quotes/simplequote.hpp>
  #include <ql/models/equity/piecewisetimedependenthestonmodel.hpp>
  
  namespace QuantLib {
  
      PiecewiseTimeDependentHestonModel::PiecewiseTimeDependentHestonModel(
          const Handle<YieldTermStructure>& riskFreeRate,
          const Handle<YieldTermStructure>& dividendYield,
          const Handle<Quote>& s0,
          Real v0,
          const Parameter& theta,
          const Parameter& kappa,
          const Parameter& sigma,
          const Parameter& rho,
          const TimeGrid& timeGrid)
      : CalibratedModel(5), 
        s0_           (s0),
        riskFreeRate_ (riskFreeRate),
        dividendYield_(dividendYield),
        timeGrid_     (timeGrid) {
              
          arguments_[0] = theta;
          arguments_[1] = kappa;
          arguments_[2] = sigma;
          arguments_[3] = rho;
          arguments_[4] = ConstantParameter(v0, PositiveConstraint());
  
          registerWith(s0);
          registerWith(riskFreeRate);
          registerWith(dividendYield);
      }
  
      const TimeGrid& PiecewiseTimeDependentHestonModel::timeGrid() const {
          return timeGrid_;
      }
      
      const Handle<YieldTermStructure>& 
      PiecewiseTimeDependentHestonModel::dividendYield() const {
          return dividendYield_;
      }
  
      const Handle<YieldTermStructure>& 
      PiecewiseTimeDependentHestonModel::riskFreeRate() const {
          return riskFreeRate_;
      }
  }
  
  