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

/*

 Copyright (C) 2014 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.

*/

#include <ql/instruments/holderextensibleoption.hpp>

#include <ql/exercise.hpp>

namespace QuantLib {

    HolderExtensibleOption::HolderExtensibleOption(

                           Option::Type type,

                           Real premium,

                           Date secondExpiryDate,

                           Real secondStrike,

                           const ext::shared_ptr<StrikedTypePayoff>& payoff,

                           const ext::shared_ptr<Exercise>& exercise)

    : OneAssetOption(payoff,exercise),

      premium_(premium),

      secondExpiryDate_(secondExpiryDate),

      secondStrike_(secondStrike) {}

Unexecuted instantiation: QuantLib::HolderExtensibleOption::HolderExtensibleOption(QuantLib::Option::Type, double, QuantLib::Date, double, boost::shared_ptr<QuantLib::StrikedTypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

Unexecuted instantiation: QuantLib::HolderExtensibleOption::HolderExtensibleOption(QuantLib::Option::Type, double, QuantLib::Date, double, boost::shared_ptr<QuantLib::StrikedTypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

    void HolderExtensibleOption::setupArguments(

                                       PricingEngine::arguments* args) const {

        OneAssetOption::setupArguments(args);

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

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

        moreArgs->premium = premium_;

        moreArgs->secondExpiryDate = secondExpiryDate_;

        moreArgs->secondStrike = secondStrike_;

    }

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

        OneAssetOption::arguments::validate();

        QL_REQUIRE(premium > 0,"negative premium not allowed");

        QL_REQUIRE(secondExpiryDate != Date() , "no extending date given");

        QL_REQUIRE(secondExpiryDate >= exercise->lastDate(),

                   "extended date is earlier than or equal to first maturity date");

    }

}