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

/*

 Copyright (C) 2015 Peter Caspers

 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.

*/

#include <ql/experimental/math/piecewiseintegral.hpp>

#include <algorithm>

#include <utility>

namespace QuantLib {

    PiecewiseIntegral::PiecewiseIntegral(ext::shared_ptr<Integrator> integrator,

                                         std::vector<Real> criticalPoints,

                                         const bool avoidCriticalPoints)

    : Integrator(1.0, 1), integrator_(std::move(integrator)),

      criticalPoints_(std::move(criticalPoints)),

      eps_(avoidCriticalPoints ? (1.0 + QL_EPSILON) : 1.0) {

        std::sort(criticalPoints_.begin(), criticalPoints_.end());

        auto end =

            std::unique(criticalPoints_.begin(), criticalPoints_.end(),

                        static_cast<bool (*)(Real, Real)>(close_enough));

        criticalPoints_.resize(end - criticalPoints_.begin());

    }

} // namespace QuantLib