text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2015 Thema Consulting SA
  
   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/experimental/barrieroption/quantodoublebarrieroption.hpp>
  
  namespace QuantLib {
  
      QuantoDoubleBarrierOption::QuantoDoubleBarrierOption(
                          DoubleBarrier::Type barrierType,
                          Real barrier_lo,
                          Real barrier_hi,
                          Real rebate,
                          const std::shared_ptr<StrikedTypePayoff>& payoff,
                          const std::shared_ptr<Exercise>& exercise)
      : DoubleBarrierOption(barrierType, barrier_lo, barrier_hi, rebate, payoff, exercise) {}
  
      Real QuantoDoubleBarrierOption::qvega() const {
          calculate();
          QL_REQUIRE(qvega_ != Null<Real>(),
                     "exchange rate vega calculation failed");
          return qvega_;
      }
  
      Real QuantoDoubleBarrierOption::qrho() const {
          calculate();
          QL_REQUIRE(qrho_ != Null<Real>(),
                     "foreign interest rate rho calculation failed");
          return qrho_;
      }
  
      Real QuantoDoubleBarrierOption::qlambda() const {
          calculate();
          QL_REQUIRE(qlambda_ != Null<Real>(),
                     "quanto correlation sensitivity calculation failed");
          return qlambda_;
      }
  
      void QuantoDoubleBarrierOption::setupExpired() const {
          DoubleBarrierOption::setupExpired();
          qvega_ = qrho_ = qlambda_ = 0.0;
      }
  
      void QuantoDoubleBarrierOption::fetchResults(
                                        const PricingEngine::results* r) const {
          DoubleBarrierOption::fetchResults(r);
          const QuantoDoubleBarrierOption::results* quantoResults =
              dynamic_cast<const QuantoDoubleBarrierOption::results*>(r);
          QL_ENSURE(quantoResults != 0,
                    "no quanto results returned from pricing engine");
          qrho_    = quantoResults->qrho;
          qvega_   = quantoResults->qvega;
          qlambda_ = quantoResults->qlambda;
      }
  
  }
  
  