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

/*

 Copyright (C) 2009 Dimitri Reiswich

 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/instruments/compoundoption.hpp>

#include <utility>

namespace QuantLib {

    CompoundOption::CompoundOption(const ext::shared_ptr<StrikedTypePayoff>& motherPayoff,

                                   const ext::shared_ptr<Exercise>& motherExercise,

                                   ext::shared_ptr<StrikedTypePayoff> daughterPayoff,

                                   ext::shared_ptr<Exercise> daughterExercise)

    : OneAssetOption(motherPayoff, motherExercise), daughterPayoff_(std::move(daughterPayoff)),

      daughterExercise_(std::move(daughterExercise)) {}

Unexecuted instantiation: QuantLib::CompoundOption::CompoundOption(boost::shared_ptr<QuantLib::StrikedTypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&, boost::shared_ptr<QuantLib::StrikedTypePayoff>, boost::shared_ptr<QuantLib::Exercise>)

Unexecuted instantiation: QuantLib::CompoundOption::CompoundOption(boost::shared_ptr<QuantLib::StrikedTypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&, boost::shared_ptr<QuantLib::StrikedTypePayoff>, boost::shared_ptr<QuantLib::Exercise>)

    void CompoundOption::setupArguments(PricingEngine::arguments* args) const {

        OneAssetOption::setupArguments(args);

        auto* moreArgs = dynamic_cast<CompoundOption::arguments*>(args);

        QL_REQUIRE(moreArgs != nullptr, "wrong argument type");

        moreArgs->daughterPayoff = daughterPayoff_;

        moreArgs->daughterExercise = daughterExercise_;

    }

    void CompoundOption::arguments::validate() const {

        OneAssetOption::arguments::validate();

        QL_REQUIRE(daughterPayoff,

                   "no payoff given for underlying option");

        QL_REQUIRE(daughterExercise,

                   "no exercise given for underlying option");

        QL_REQUIRE(exercise->lastDate() <= daughterExercise->lastDate(),

                   "maturity of compound option exceeds "

                   "maturity of underlying option");

    }

}