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

/*

 Copyright (C) 2008 Allen Kuo

 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

 <http://quantlib.org/license.shtml>.

 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 treecallablebondengine.hpp

    \brief Numerical lattice engines for callable/puttable bonds

*/

#ifndef quantlib_tree_callable_bond_engine_hpp

#define quantlib_tree_callable_bond_engine_hpp

#include <ql/experimental/callablebonds/callablebond.hpp>

#include <ql/pricingengines/latticeshortratemodelengine.hpp>

namespace QuantLib {

    //! Numerical lattice engine for callable fixed rate bonds

    /*! \ingroup bondengines */

    class TreeCallableFixedRateBondEngine

        : public LatticeShortRateModelEngine<CallableBond::arguments,

                                             CallableBond::results> {

      public:

        /*! \name Constructors

            \note the term structure is only needed when the short-rate

                  model cannot provide one itself.

        */

        //@{

        TreeCallableFixedRateBondEngine(

            const ext::shared_ptr<ShortRateModel>&,

            Size timeSteps,

            Handle<YieldTermStructure> termStructure = Handle<YieldTermStructure>());

        TreeCallableFixedRateBondEngine(

            const ext::shared_ptr<ShortRateModel>&,

            const TimeGrid& timeGrid,

            Handle<YieldTermStructure> termStructure = Handle<YieldTermStructure>());

        //@}

        void calculate() const override;

      private:

        void calculateWithSpread(Spread s) const;

        Handle<YieldTermStructure> termStructure_;

    };

    //! Numerical lattice engine for callable zero coupon bonds

    /*! \ingroup bondengines */

    class TreeCallableZeroCouponBondEngine

        : public TreeCallableFixedRateBondEngine {

      public:

        TreeCallableZeroCouponBondEngine(

                           const ext::shared_ptr<ShortRateModel>& model,

                           const Size timeSteps,

                           const Handle<YieldTermStructure>& termStructure =

                                                 Handle<YieldTermStructure>())

        : TreeCallableFixedRateBondEngine(model, timeSteps, termStructure) {}

        TreeCallableZeroCouponBondEngine(

                               const ext::shared_ptr<ShortRateModel>& model,

                               const TimeGrid& timeGrid,

                           const Handle<YieldTermStructure>& termStructure =

                                                 Handle<YieldTermStructure>())

        : TreeCallableFixedRateBondEngine(model, timeGrid, termStructure) {}

    };

}

#endif