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

/*

 Copyright (C) 2008 J. Erik Radmall

 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 commodityindex.hpp

    \brief Commodity index

*/

#ifndef quantlib_commodity_index_hpp

#define quantlib_commodity_index_hpp

#include <ql/experimental/commodities/commoditycurve.hpp>

#include <ql/index.hpp>

namespace QuantLib {

    class TermStructure;

    //! base class for commodity indexes

    class CommodityIndex : public Index {

      public:

        CommodityIndex(std::string  name,

                       CommodityType commodityType,

                       Currency currency,

                       UnitOfMeasure unitOfMeasure,

                       Calendar calendar,

                       Real lotQuantity,

                       ext::shared_ptr<CommodityCurve> forwardCurve,

                       ext::shared_ptr<ExchangeContracts> exchangeContracts,

                       int nearbyOffset);

        //! \name Index interface

        //@{

        std::string name() const override;

        Calendar fixingCalendar() const override;

        bool isValidFixingDate(const Date& fixingDate) const override;

        Real fixing(const Date& fixingDate,

                    bool forecastTodaysFixing = false) const override;

        //@}

        //! \name Observer interface

        //@{

        void update() override;

        //@}

        //! \name Inspectors

        //@{

        const CommodityType& commodityType() const;

        const Currency& currency() const;

        const UnitOfMeasure& unitOfMeasure() const;

        const ext::shared_ptr<CommodityCurve>& forwardCurve() const;

        Real lotQuantity() const;

        Real forwardPrice(const Date& date) const;

        Date lastQuoteDate() const;

        bool empty() const;

        bool forwardCurveEmpty() const;

        //@}

        /*! \deprecated Use fixingCalendar instead.

                        Deprecated in version 1.37.

        */

        [[deprecated("Use fixingCalendar instead")]]

        const Calendar& calendar() const {

            return calendar_;

        }

        /*! \deprecated Use fixing instead.

                        Deprecated in version 1.37.

        */

        [[deprecated("Use fixing instead")]]

        Real price(const Date& date) {

            return fixing(date);

        }

        /*! \deprecated Use addFixing instead.

                        Deprecated in version 1.37.

        */

        [[deprecated("Use addFixing instead")]]

        void addQuote(const Date& quoteDate, Real quote) {

            addFixing(quoteDate, quote);

        }

        /*! \deprecated Use addFixings instead.

                        Deprecated in version 1.37.

        */

        [[deprecated("Use addFixings instead")]]

        void addQuotes(const std::map<Date, Real>& quotes) {

            for (auto quote : quotes) {

                addFixing(quote.first, quote.second);

            }

        }

        /*! \deprecated Use clearFixings instead.

                        Deprecated in version 1.37.

        */

        [[deprecated("Use clearFixings instead")]]

        void clearQuotes() {

            clearFixings();

        }

        /*! \deprecated Use isValidFixingDate instead.

                        Deprecated in version 1.37.

        */

        [[deprecated("Use isValidFixingDate instead")]]

        bool isValidQuoteDate(const Date& quoteDate) const {

            return isValidFixingDate(quoteDate);

        }

        /*! \deprecated Use timeSeries instead.

                        Deprecated in version 1.37.

        */

        [[deprecated("Use timeSeries instead")]]

        const TimeSeries<Real>& quotes() const {

            return timeSeries();

        }

        friend std::ostream& operator<<(std::ostream&, const CommodityIndex&);

      protected:

        std::string name_;

        CommodityType commodityType_;

        UnitOfMeasure unitOfMeasure_;

        Currency currency_;

        Calendar calendar_;

        Real lotQuantity_;

        ext::shared_ptr<CommodityCurve> forwardCurve_;

        Real forwardCurveUomConversionFactor_ = 1;

        ext::shared_ptr<ExchangeContracts> exchangeContracts_;

        Integer nearbyOffset_;

    };

    // inline definitions

    inline bool operator==(const CommodityIndex& i1, const CommodityIndex& i2) {

        return i1.name() == i2.name();

    }

    inline void CommodityIndex::update() {

        notifyObservers();

    }

    inline std::string CommodityIndex::name() const {

        return name_;

    }

    inline Calendar CommodityIndex::fixingCalendar() const {

        return calendar_;

    }

    inline bool CommodityIndex::isValidFixingDate(const Date& fixingDate) const {

        return fixingCalendar().isBusinessDay(fixingDate);

    }

    inline Real CommodityIndex::fixing(const Date& date, bool) const {

        return pastFixing(date);

    }

    inline const CommodityType& CommodityIndex::commodityType() const {

        return commodityType_;

    }

    inline const UnitOfMeasure& CommodityIndex::unitOfMeasure() const {

        return unitOfMeasure_;

    }

    inline const Currency& CommodityIndex::currency() const {

        return currency_;

    }

    inline Real CommodityIndex::lotQuantity() const {

        return lotQuantity_;

    }

    inline const ext::shared_ptr<CommodityCurve>&

    CommodityIndex::forwardCurve() const {

        return forwardCurve_;

    }

    inline Real CommodityIndex::forwardPrice(const Date& date) const {

        try {

            Real forwardPrice =

                forwardCurve_->price(date, exchangeContracts_, nearbyOffset_);

            return forwardPrice * forwardCurveUomConversionFactor_;

        } catch (const std::exception& e) {

            QL_FAIL("error fetching forward price for index " << name_

                    << ": " << e.what());

        }

    }

    inline Date CommodityIndex::lastQuoteDate() const {

        return timeSeries().lastDate();

    }

    inline bool CommodityIndex::empty() const {

        return timeSeries().empty();

    }

    inline bool CommodityIndex::forwardCurveEmpty() const {

        if (forwardCurve_ != nullptr)

            return forwardCurve_->empty();

        return false;

    }

}

#endif