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

 Copyright (C) 2005 Joseph Wang

 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

 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 fdshoutengine.hpp
    \brief Finite-differences shout engine

#ifndef quantlib_fd_shout_engine_hpp
#define quantlib_fd_shout_engine_hpp

#include <ql/PricingEngines/Vanilla/fdstepconditionengine.hpp>
#include <ql/FiniteDifferences/fdtypedefs.hpp>
#include <ql/FiniteDifferences/shoutcondition.hpp>

namespace QuantLib {

    //! Finite-differences pricing engine for shout vanilla options
    /*! \ingroup vanillaengines

        \test the correctness of the returned greeks is tested by
              reproducing numerical derivatives.
00039     class FDShoutEngine : public FDStepConditionEngine {
        FDShoutEngine(Size timeSteps=100, Size gridPoints=100,
                      bool timeDependent = false)
        : FDStepConditionEngine(timeSteps, gridPoints, timeDependent) {}
        void initializeStepCondition() const {
            Time residualTime = getResidualTime();
            Rate riskFreeRate = getProcess()->riskFreeRate()
                ->zeroRate(residualTime, Continuous);

            stepCondition_ = boost::shared_ptr<StandardStepCondition>(
                                          new ShoutCondition(intrinsicValues_,



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