/* -*- 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.

*/

/*! \file vanillaswingoption.hpp

    \brief vanilla swing option class

*/

#ifndef quantlib_vanilla_swing_option_hpp

#define quantlib_vanilla_swing_option_hpp

#include <ql/exercise.hpp>

#include <ql/time/daycounter.hpp>

#include <ql/instruments/payoffs.hpp>

#include <ql/instruments/oneassetoption.hpp>

namespace QuantLib {

    //! Swing exercise

    /*! A Swing option can only be exercised at a set of fixed date times

    */

    class SwingExercise : public BermudanExercise {

      public:

        explicit SwingExercise(const std::vector<Date>& dates,

                               const std::vector<Size>& seconds = std::vector<Size>());

        SwingExercise(const Date& from, const Date& to, Size stepSizeSecs);

        const std::vector<Size>& seconds() const;

        std::vector<Time> exerciseTimes(const DayCounter& dc,

                                        const Date& refDate) const;

      private:

        const std::vector<Size> seconds_;

    };

    class VanillaForwardPayoff : public StrikedTypePayoff {

      public:

        VanillaForwardPayoff(Option::Type type, Real strike)

          : StrikedTypePayoff(type, strike) {}

        std::string name() const override { return "ForwardTypePayoff"; }

        Real operator()(Real price) const override;

        void accept(AcyclicVisitor&) override;

    };

    //! base option class

    class VanillaSwingOption : public OneAssetOption {

      public:

          class arguments;

          VanillaSwingOption(const ext::shared_ptr<Payoff>& payoff,

                             const ext::shared_ptr<SwingExercise>& ex,

                             Size minExerciseRights, Size maxExerciseRights)

        : OneAssetOption(payoff, ex),

          minExerciseRights_(minExerciseRights),

          maxExerciseRights_(maxExerciseRights) {}

          bool isExpired() const override;

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

        private:

          const Size minExerciseRights_, maxExerciseRights_;

    };

    class VanillaSwingOption::arguments 

        : public virtual PricingEngine::arguments {

      public:

        arguments() = default;

        void validate() const override;

        Size minExerciseRights, maxExerciseRights;

        ext::shared_ptr<StrikedTypePayoff> payoff;

        ext::shared_ptr<SwingExercise> exercise;

    };

}

#endif