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

/*

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 Copyright (C) 2003, 2004, 2005, 2006, 2007 StatPro Italia srl

 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 instrument.hpp

    \brief Abstract instrument class

*/

#ifndef quantlib_instrument_hpp

#define quantlib_instrument_hpp

#include <ql/patterns/lazyobject.hpp>

#include <ql/pricingengine.hpp>

#include <ql/utilities/null.hpp>

#include <ql/time/date.hpp>

#include <ql/any.hpp>

#include <map>

#include <string>

namespace QuantLib {

    //! Abstract instrument class

    /*! This class is purely abstract and defines the interface of concrete

        instruments which will be derived from this one.

        \test observability of class instances is checked.

    */

    class Instrument : public LazyObject {

      public:

        class results;

        Instrument();

        //! \name Inspectors

        //@{

        //! returns the net present value of the instrument.

        Real NPV() const;

        //! returns the error estimate on the NPV when available.

        Real errorEstimate() const;

        //! returns the date the net present value refers to.

        const Date& valuationDate() const;

        //! returns any additional result returned by the pricing engine.

        template <typename T> T result(const std::string& tag) const;

        //! returns all additional result returned by the pricing engine.

        const std::map<std::string, ext::any>& additionalResults() const;

        //! returns whether the instrument might have value greater than zero.

        virtual bool isExpired() const = 0;

        //@}

        //! \name Modifiers

        //@{

        //! set the pricing engine to be used.

        /*! \warning calling this method will have no effects in

                     case the <b>performCalculation</b> method

                     was overridden in a derived class.

        */

        void setPricingEngine(const ext::shared_ptr<PricingEngine>&);

        //@}

        /*! When a derived argument structure is defined for an

            instrument, this method should be overridden to fill

            it. This is mandatory in case a pricing engine is used.

        */

        virtual void setupArguments(PricingEngine::arguments*) const;

        /*! When a derived result structure is defined for an

            instrument, this method should be overridden to read from

            it. This is mandatory in case a pricing engine is used.

        */

        virtual void fetchResults(const PricingEngine::results*) const;

      protected:

        //! \name Calculations

        //@{

        void calculate() const override;

        /*! This method must leave the instrument in a consistent

            state when the expiration condition is met.

        */

        virtual void setupExpired() const;

        /*! In case a pricing engine is <b>not</b> used, this

            method must be overridden to perform the actual

            calculations and set any needed results. In case

            a pricing engine is used, the default implementation

            can be used.

        */

        void performCalculations() const override;

        //@}

        /*! \name Results

            The value of this attribute and any other that derived

            classes might declare must be set during calculation.

        */

        //@{

        mutable Real NPV_, errorEstimate_;

        mutable Date valuationDate_;

        mutable std::map<std::string, ext::any> additionalResults_;

        //@}

        ext::shared_ptr<PricingEngine> engine_;

    };

    class Instrument::results : public virtual PricingEngine::results {

      public:

        void reset() override {

            value = errorEstimate = Null<Real>();

            valuationDate = Date();

            additionalResults.clear();

        }

        Real value;

        Real errorEstimate;

        Date valuationDate;

        std::map<std::string, ext::any> additionalResults;

    };

    // inline definitions

    inline void Instrument::calculate() const {

        if (!calculated_) {

            if (isExpired()) {

                setupExpired();

                calculated_ = true;

            } else {

                LazyObject::calculate();

            }

        }

    }

    inline void Instrument::setupExpired() const {

        NPV_ = errorEstimate_ = 0.0;

        valuationDate_ = Date();

        additionalResults_.clear();

    }

    inline void Instrument::performCalculations() const {

        QL_REQUIRE(engine_, "null pricing engine");

        engine_->reset();

        setupArguments(engine_->getArguments());

        engine_->getArguments()->validate();

        engine_->calculate();

        fetchResults(engine_->getResults());

    }

    inline void Instrument::fetchResults(

                                      const PricingEngine::results* r) const {

        const auto* results = dynamic_cast<const Instrument::results*>(r);

        QL_ENSURE(results != nullptr, "no results returned from pricing engine");

        NPV_ = results->value;

        errorEstimate_ = results->errorEstimate;

        valuationDate_ = results->valuationDate;

        additionalResults_ = results->additionalResults;

    }

    inline Real Instrument::NPV() const {

        calculate();

        QL_REQUIRE(NPV_ != Null<Real>(), "NPV not provided");

        return NPV_;

    }

    inline Real Instrument::errorEstimate() const {

        calculate();

        QL_REQUIRE(errorEstimate_ != Null<Real>(),

                   "error estimate not provided");

        return errorEstimate_;

    }

    inline const Date& Instrument::valuationDate() const {

        calculate();

        QL_REQUIRE(valuationDate_ != Date(),

                   "valuation date not provided");

        return valuationDate_;

    }

Unexecuted instantiation: QuantLib::Instrument::valuationDate() const

Unexecuted instantiation: QuantLib::Instrument::valuationDate() const

    template <class T>

    inline T Instrument::result(const std::string& tag) const {

        calculate();

        auto value =

            additionalResults_.find(tag);

        QL_REQUIRE(value != additionalResults_.end(),

                   tag << " not provided");

        return ext::any_cast<T>(value->second);

    }

    inline const std::map<std::string, ext::any>&

    Instrument::additionalResults() const {

        calculate();

        return additionalResults_;

    }

}

#endif