#ifndef CLASS_PDEBS
#define CLASS_PDEBS

#include <cmath>

#include "PDE.h"

/*
 * PDEBS is a class which extends PDE to solve both the constant and variable
 * volatility Black-Scholes equations.
 */
class PDEBS : public PDE {
 public:
  PDEBS(int N, double dt, double a, double b, double theta, 
        double s, double r, double K, bool call);
  
  // Implementations of the virtual functions of the PDE class.
  void setOperator();
  void setBC();
  void setIC();

 private:
  inline double sigma(double x, double t); // Function to calculate sigma.
  bool    call;                            // If true, then a call initial
                                           // condition is used; otherwise,
                                           // use a put.
  double  K;                               // Strike price.
  double  r;                               // Interest rate.
  double  s;                               // Constant volatility to use.
};

#endif