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

 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb

 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 swaptionhelper.hpp
    \brief Swaption calibration helper

#ifndef quantlib_interest_rate_modelling_calibration_helpers_swaption_h
#define quantlib_interest_rate_modelling_calibration_helpers_swaption_h

#include <ql/ShortRateModels/calibrationhelper.hpp>
#include <ql/Instruments/swaption.hpp>

namespace QuantLib {

    class SwaptionHelper : public CalibrationHelper {
        //!Constructor for ATM swaption
        SwaptionHelper(const Period& maturity,
                       const Period& length,
                       const Handle<Quote>& volatility,
                       const boost::shared_ptr<Xibor>& index,
                       const Handle<YieldTermStructure>& termStructure);

        virtual void addTimesTo(std::list<Time>& times) const;

        virtual Real modelValue() const;

        virtual Real blackPrice(Volatility volatility) const;

        Rate exerciseRate_;
        boost::shared_ptr<SimpleSwap> swap_;
        boost::shared_ptr<Swaption> swaption_;



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