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

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap 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

 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 fdstepconditionoption.hpp
    \brief Option requiring additional code to be executed at each time step

#ifndef quantlib_pricers_stepconditionoption_h
#define quantlib_pricers_stepconditionoption_h

#include <ql/Pricers/fdbsmoption.hpp>
#include <ql/FiniteDifferences/fdtypedefs.hpp>

namespace QuantLib {


    //! %option executing additional code at each time step
    /*! \deprecated derive engines from FDStepConditionEngine instead */
00036     class FdStepConditionOption : public FdBsmOption {
        // constructor
        FdStepConditionOption(Option::Type type,
                              Real underlying,
                              Real strike,
                              Spread dividendYield,
                              Rate riskFreeRate,
                              Time residualTime,
                              Volatility volatility,
                              Size timeSteps,
                              Size gridPoints);
        void calculate() const;
        virtual void initializeStepCondition() const = 0;
        mutable boost::shared_ptr<StandardStepCondition > stepCondition_;
        Size timeSteps_;




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