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

/*

 Copyright (C) 2005 Joseph Wang

 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 transformedgrid.hpp

    \brief encapuslates a grid

*/

#ifndef quantlib_transformed_grid_hpp

#define quantlib_transformed_grid_hpp

#include <ql/math/array.hpp>

#include <functional>

#include <numeric>

namespace QuantLib {

    /*! \deprecated Part of the old FD framework; copy this function

                    in your codebase if needed.

                    Deprecated in version 1.37.

    */

    class [[deprecated("Part of the old FD framework; copy this function in your codebase if needed")]] TransformedGrid {

    public:

        TransformedGrid (const Array &grid) :

            grid_(grid), transformedGrid_(grid),

            dxm_(grid.size()), dxp_(grid.size()),

            dx_(grid.size()){

            for (Size i=1; i < transformedGrid_.size() -1 ; i++) {

                dxm_[i] = transformedGrid_[i] - transformedGrid_[i-1];

                dxp_[i] = transformedGrid_[i+1] - transformedGrid_[i];

                dx_[i] = dxm_[i] + dxp_[i];

            }

        }

#if defined(__GNUC__) && (__GNUC__ >= 7)

#pragma GCC diagnostic push

#pragma GCC diagnostic ignored "-Wnoexcept-type"

#endif

        template <class T>

        TransformedGrid (const Array &grid, T func) :

            grid_(grid), transformedGrid_(grid.size()),

            dxm_(grid.size()), dxp_(grid.size()),

            dx_(grid.size()){

            std::transform(grid_.begin(),

                           grid_.end(),

                           transformedGrid_.begin(),

                           func);

            for (Size i=1; i < transformedGrid_.size() -1 ; i++) {

                dxm_[i] = transformedGrid_[i] - transformedGrid_[i-1];

                dxp_[i] = transformedGrid_[i+1] - transformedGrid_[i];

                dx_[i] = dxm_[i] + dxp_[i];

            }

        }

#if defined(__GNUC__) && (__GNUC__ >= 7)

#pragma GCC diagnostic pop

#endif

        const Array &gridArray() const { return grid_;}

        const Array &transformedGridArray() const { return transformedGrid_;}

        const Array &dxmArray() const { return dxm_;}

        const Array &dxpArray() const { return dxp_;}

        const Array &dxArray() const { return dx_;}

        Real grid(Size i) const { return grid_[i];}

        Real transformedGrid(Size i) const { return transformedGrid_[i];}

        Real dxm(Size i) const { return dxm_[i];}

        Real dxp(Size i) const { return dxp_[i];}

        Real dx(Size i) const { return dx_[i];}

        Size size() const {return grid_.size();}

    protected:

        Array grid_;

        Array transformedGrid_;

        Array dxm_;

        Array dxp_;

        Array dx_;

    };

    QL_DEPRECATED_DISABLE_WARNING

    /*! \deprecated Part of the old FD framework; copy this function

                    in your codebase if needed.

                    Deprecated in version 1.37.

    */

    class [[deprecated("Part of the old FD framework; copy this function in your codebase if needed")]] LogGrid : public TransformedGrid {

    public:

        LogGrid(const Array &grid) :

            TransformedGrid(grid, [](Real x) -> Real { return std::log(x); }){};

        const Array & logGridArray() const { return transformedGridArray();}

        Real logGrid(Size i) const { return transformedGrid(i);}

    };

    QL_DEPRECATED_ENABLE_WARNING

}

#endif