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

/*

 Copyright (C) 2011 Master IMAFA - Polytech'Nice Sophia - Université de Nice Sophia Antipolis

 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 writerextensibleoption.hpp

    \brief Writer-extensible option

*/

#ifndef quantlib_writer_extensible_option_hpp

#define quantlib_writer_extensible_option_hpp

#include <ql/instruments/oneassetoption.hpp>

#include <ql/instruments/payoffs.hpp>

#include <ql/exercise.hpp>

namespace QuantLib {

    //! Writer-extensible option

    /*! If out of the money at the original exercise date, this option

        is extended until a later exercise date with an amended strike.

    */

    class WriterExtensibleOption : public OneAssetOption {

      public:

        class arguments;

        class engine;

        WriterExtensibleOption(const ext::shared_ptr<PlainVanillaPayoff>& payoff1,

                               const ext::shared_ptr<Exercise>& exercise1,

                               const ext::shared_ptr<PlainVanillaPayoff>& payoff2,

                               ext::shared_ptr<Exercise> exercise2);

        // inspectors

        ext::shared_ptr<Payoff> payoff2() { return payoff2_; }

        ext::shared_ptr<Exercise> exercise2() { return exercise2_; };

        // Instrument interface

        bool isExpired() const override;

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

      private:

        ext::shared_ptr<StrikedTypePayoff> payoff2_;

        ext::shared_ptr<Exercise> exercise2_;

    };

    //! Additional arguments for writer-extensible options

    class WriterExtensibleOption::arguments

        : public OneAssetOption::arguments {

      public:

        void validate() const override;

        ext::shared_ptr<Payoff> payoff2;

        ext::shared_ptr<Exercise> exercise2;

    };

    //! Base engine for writer-extensible options

    class WriterExtensibleOption::engine :

        public GenericEngine<WriterExtensibleOption::arguments,

                             WriterExtensibleOption::results> {};

}

#endif