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

/*

 Copyright (C) 2008 J. Erik Radmall

 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

 <https://www.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 commoditypricinghelpers.hpp

    \brief Commodity pricing helpers

*/

#ifndef quantlib_commodity_pricing_helpers_hpp

#define quantlib_commodity_pricing_helpers_hpp

#include <ql/experimental/commodities/energycommodity.hpp>

#include <ql/experimental/commodities/paymentterm.hpp>

#include <ql/experimental/commodities/pricingperiod.hpp>

#include <ql/experimental/commodities/unitofmeasureconversionmanager.hpp>

#include <ql/currencies/exchangeratemanager.hpp>

namespace QuantLib {

    //! commodity index helper

    class CommodityPricingHelper {

      public:

        CommodityPricingHelper();

        static Real calculateFxConversionFactor(const Currency& fromCurrency,

                                                const Currency& toCurrency,

                                                const Date& evaluationDate);

        static Real calculateUomConversionFactor(

                                       const CommodityType& commodityType,

                                       const UnitOfMeasure& fromUnitOfMeasure,

                                       const UnitOfMeasure& toUnitOfMeasure);

        static Real calculateUnitCost(const CommodityType& commodityType,

                                      const CommodityUnitCost& unitCost,

                                      const Currency& baseCurrency,

                                      const UnitOfMeasure& baseUnitOfMeasure,

                                      const Date& evaluationDate);

        static void createPricingPeriods(

                          Date startDate, Date endDate,

                          const Quantity& quantity,

                          EnergyCommodity::DeliverySchedule deliverySchedule,

                          EnergyCommodity::QuantityPeriodicity qtyPeriodicity,

                          const PaymentTerm& paymentTerm,

                          PricingPeriods& pricingPeriods);

    };

    inline Real CommodityPricingHelper::calculateUomConversionFactor(

                                       const CommodityType& commodityType,

                                       const UnitOfMeasure& fromUnitOfMeasure,

                                       const UnitOfMeasure& toUnitOfMeasure) {

        if (toUnitOfMeasure != fromUnitOfMeasure) {

            UnitOfMeasureConversion uomConv =

                UnitOfMeasureConversionManager::instance().lookup(

                           commodityType, fromUnitOfMeasure, toUnitOfMeasure);

            return uomConv.conversionFactor();

        }

        return 1;

    }

    inline Real CommodityPricingHelper::calculateFxConversionFactor(

                                                 const Currency& fromCurrency,

                                                 const Currency& toCurrency,

                                                 const Date& evaluationDate) {

        if (fromCurrency != toCurrency) {

            ExchangeRate exchRate =

                ExchangeRateManager::instance().lookup(fromCurrency,

                                                       toCurrency,

                                                       evaluationDate,

                                                       ExchangeRate::Direct);

            if (fromCurrency != exchRate.source())

                return (Real)1 / exchRate.rate();

            return exchRate.rate();

        }

        return 1;

    }

    inline Real CommodityPricingHelper::calculateUnitCost(

                                       const CommodityType& commodityType,

                                       const CommodityUnitCost& unitCost,

                                       const Currency& baseCurrency,

                                       const UnitOfMeasure& baseUnitOfMeasure,

                                       const Date& evaluationDate) {

        if (unitCost.amount().value() != 0) {

            Real unitCostUomConversionFactor =

                calculateUomConversionFactor(commodityType,

                                             unitCost.unitOfMeasure(),

                                             baseUnitOfMeasure);

            Real unitCostFxConversionFactor =

                calculateFxConversionFactor(unitCost.amount().currency(),

                                            baseCurrency, evaluationDate);

            return unitCost.amount().value() * unitCostUomConversionFactor

                 * unitCostFxConversionFactor;

        }

        return 0;

    }

}

#endif