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

/*

 Copyright (C) 2007 Ferdinando Ametrano

 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/volatility/abcdatmvolcurve.hpp>

#include <ql/experimental/volatility/interestratevolsurface.hpp>

#include <ql/experimental/volatility/volcube.hpp>

#include <utility>

namespace QuantLib {

    VolatilityCube::VolatilityCube(std::vector<Handle<InterestRateVolSurface> > surfaces,

                                   std::vector<Handle<AbcdAtmVolCurve> > curves)

    : surfaces_(std::move(surfaces)), curves_(std::move(curves)) {

        QL_REQUIRE(surfaces_.size()>1, "at least 2 surfaces are needed");

        Date refDate = surfaces_[0]->referenceDate();

        for (auto& surface : surfaces_) {

            QL_REQUIRE(surface->referenceDate() == refDate, "different reference dates");

            //curves_.push_back(surfaces_[i]);

        }

        for (auto& curve : curves_) {

            QL_REQUIRE(curve->referenceDate() == refDate, "different reference dates");

        }

        // sort increasing index tenor

    }

}