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

 Copyright (C) 2008 Andreas Gaida
 Copyright (C) 2008 Ralph Schreyer
 Copyright (C) 2008 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

 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 fdhestonbarrierengine.hpp
    \brief Finite-Differences Heston barrier option engine

#ifndef quantlib_fd_heston_barrier_engine_hpp
#define quantlib_fd_heston_barrier_engine_hpp

#include <ql/experimental/finitedifferences/dividendbarrieroption.hpp>
#include <ql/models/equity/hestonmodel.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>

namespace QuantLib {

    //! Finite-Differences Heston Barrier Option engine

        \ingroup barrierengines

        \test the correctness of the returned value is tested by
              reproducing results available in web/literature
              and comparison with Black pricing.
00044     class FdHestonBarrierEngine
        : public GenericModelEngine<HestonModel,
                                    DividendBarrierOption::results> {
        // Constructor
        FdHestonBarrierEngine(const boost::shared_ptr<HestonModel>& model,
                Size tGrid = 100, Size xGrid = 100, Size vGrid = 20);

        void calculate() const;

        const Size tGrid_, xGrid_, vGrid_;


#endif /*quantlib_fd_heston_barrier_engine_hpp*/

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