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

/*

 Copyright (C) 2010 Klaus Spanderen

 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/methods/finitedifferences/operators/fdmlinearoplayout.hpp>

#include <ql/methods/finitedifferences/stepconditions/fdmbermudanstepcondition.hpp>

#include <ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp>

#include <utility>

namespace QuantLib {

    FdmBermudanStepCondition::FdmBermudanStepCondition(

        const std::vector<Date>& exerciseDates,

        const Date& referenceDate,

        const DayCounter& dayCounter,

        ext::shared_ptr<FdmMesher> mesher,

        ext::shared_ptr<FdmInnerValueCalculator> calculator)

    : mesher_(std::move(mesher)), calculator_(std::move(calculator)) {

        exerciseTimes_.reserve(exerciseDates.size());

        for (auto exerciseDate : exerciseDates) {

            exerciseTimes_.push_back(dayCounter.yearFraction(referenceDate, exerciseDate));

        }

    }

    const std::vector<Time>& FdmBermudanStepCondition::exerciseTimes() const {

        return exerciseTimes_;

    }

    void FdmBermudanStepCondition::applyTo(Array& a, Time t) const {

        if (std::find(exerciseTimes_.begin(), exerciseTimes_.end(), t) 

              != exerciseTimes_.end()) {

            QL_REQUIRE(mesher_->layout()->size() == a.size(),

                       "inconsistent array dimensions");

            const Size dims = mesher_->layout()->dim().size();

            Array locations(dims);

            for (const auto& iter : *mesher_->layout()) {

                for (Size i=0; i < dims; ++i)

                    locations[i] = mesher_->location(iter, i);

                const Real innerValue = calculator_->innerValue(iter, t);

                if (innerValue > a[iter.index()]) {

                    a[iter.index()] = innerValue;

                }

            }            

        }

    }

}