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

/*

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 Copyright (C) 2003 Ferdinando Ametrano

 Copyright (C) 2007 StatPro Italia srl

 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/oneassetoption.hpp>

#include <ql/exercise.hpp>

#include <ql/event.hpp>

namespace QuantLib {

    OneAssetOption::OneAssetOption(

        const ext::shared_ptr<Payoff>& payoff,

        const ext::shared_ptr<Exercise>& exercise)

    : Option(payoff, exercise) {}

QuantLib::OneAssetOption::OneAssetOption(boost::shared_ptr<QuantLib::Payoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

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    : Option(payoff, exercise) {}

Unexecuted instantiation: QuantLib::OneAssetOption::OneAssetOption(boost::shared_ptr<QuantLib::Payoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

    bool OneAssetOption::isExpired() const {

        return detail::simple_event(exercise_->lastDate()).hasOccurred();

    }

    Real OneAssetOption::delta() const {

        calculate();

        QL_REQUIRE(delta_ != Null<Real>(), "delta not provided");

        return delta_;

    }

    Real OneAssetOption::deltaForward() const {

        calculate();

        QL_REQUIRE(deltaForward_ != Null<Real>(),

                   "forward delta not provided");

        return deltaForward_;

    }

    Real OneAssetOption::elasticity() const {

        calculate();

        QL_REQUIRE(elasticity_ != Null<Real>(), "elasticity not provided");

        return elasticity_;

    }

    Real OneAssetOption::gamma() const {

        calculate();

        QL_REQUIRE(gamma_ != Null<Real>(), "gamma not provided");

        return gamma_;

    }

    Real OneAssetOption::theta() const {

        calculate();

        QL_REQUIRE(theta_ != Null<Real>(), "theta not provided");

        return theta_;

    }

    Real OneAssetOption::thetaPerDay() const {

        calculate();

        QL_REQUIRE(thetaPerDay_ != Null<Real>(), "theta per-day not provided");

        return thetaPerDay_;

    }

    Real OneAssetOption::vega() const {

        calculate();

        QL_REQUIRE(vega_ != Null<Real>(), "vega not provided");

        return vega_;

    }

    Real OneAssetOption::rho() const {

        calculate();

        QL_REQUIRE(rho_ != Null<Real>(), "rho not provided");

        return rho_;

    }

    Real OneAssetOption::dividendRho() const {

        calculate();

        QL_REQUIRE(dividendRho_ != Null<Real>(), "dividend rho not provided");

        return dividendRho_;

    }

    Real OneAssetOption::strikeSensitivity() const {

        calculate();

        QL_REQUIRE(strikeSensitivity_ != Null<Real>(),

                   "strike sensitivity not provided");

        return strikeSensitivity_;

    }

    Real OneAssetOption::itmCashProbability() const {

        calculate();

        QL_REQUIRE(itmCashProbability_ != Null<Real>(),

                   "in-the-money cash probability not provided");

        return itmCashProbability_;

    }

    void OneAssetOption::setupExpired() const {

        Option::setupExpired();

        delta_ = deltaForward_ = elasticity_ = gamma_ = theta_ =

            thetaPerDay_ = vega_ = rho_ = dividendRho_ =

            strikeSensitivity_ = itmCashProbability_ = 0.0;

    }

    void OneAssetOption::fetchResults(const PricingEngine::results* r) const {

        Option::fetchResults(r);

        const auto* results = dynamic_cast<const Greeks*>(r);

        QL_ENSURE(results != nullptr, "no greeks returned from pricing engine");

        /* no check on null values - just copy.

           this allows:

           a) to decide in derived options what to do when null

           results are returned (throw? numerical calculation?)

           b) to implement slim engines which only calculate the

           value---of course care must be taken not to call

           the greeks methods when using these.

        */

        delta_          = results->delta;

        gamma_          = results->gamma;

        theta_          = results->theta;

        vega_           = results->vega;

        rho_            = results->rho;

        dividendRho_    = results->dividendRho;

        const auto* moreResults = dynamic_cast<const MoreGreeks*>(r);

        QL_ENSURE(moreResults != nullptr, "no more greeks returned from pricing engine");

        /* no check on null values - just copy.

           this allows:

           a) to decide in derived options what to do when null

           results are returned (throw? numerical calculation?)

           b) to implement slim engines which only calculate the

           value---of course care must be taken not to call

           the greeks methods when using these.

        */

        deltaForward_       = moreResults->deltaForward;

        elasticity_         = moreResults->elasticity;

        thetaPerDay_        = moreResults->thetaPerDay;

        strikeSensitivity_  = moreResults->strikeSensitivity;

        itmCashProbability_ = moreResults->itmCashProbability;

    }

}