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

/*

 Copyright (C) 2006 Warren Chou

 Copyright (C) 2007, 2008 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/varianceswap.hpp>

#include <ql/event.hpp>

namespace QuantLib {

    VarianceSwap::VarianceSwap(

                          Position::Type position,

                          Real strike,

                          Real notional,

                          const Date& startDate,

                          const Date& maturityDate)

    : position_(position), strike_(strike), notional_(notional),

      startDate_(startDate), maturityDate_(maturityDate) {}

Unexecuted instantiation: QuantLib::VarianceSwap::VarianceSwap(QuantLib::Position::Type, double, double, QuantLib::Date const&, QuantLib::Date const&)

Unexecuted instantiation: QuantLib::VarianceSwap::VarianceSwap(QuantLib::Position::Type, double, double, QuantLib::Date const&, QuantLib::Date const&)

    Real VarianceSwap::variance() const {

        calculate();

        QL_REQUIRE(variance_ != Null<Real>(), "result not available");

        return variance_;

    }

    void VarianceSwap::setupExpired() const {

        Instrument::setupExpired();

        variance_ = Null<Real>();

    }

    void VarianceSwap::setupArguments(PricingEngine::arguments* args) const {

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

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

        arguments->position = position_;

        arguments->strike = strike_;

        arguments->notional = notional_;

        arguments->startDate = startDate_;

        arguments->maturityDate = maturityDate_;

    }

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

        Instrument::fetchResults(r);

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

        variance_ = results->variance;

    }

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

        QL_REQUIRE(strike != Null<Real>(), "no strike given");

        QL_REQUIRE(strike > 0.0, "negative or null strike given");

        QL_REQUIRE(notional != Null<Real>(), "no notional given");

        QL_REQUIRE(notional > 0.0, "negative or null notional given");

        QL_REQUIRE(startDate != Date(), "null start date given");

        QL_REQUIRE(maturityDate != Date(), "null maturity date given");

    }

    bool VarianceSwap::isExpired() const {

        return detail::simple_event(maturityDate_).hasOccurred();

    }

}