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

/*

 Copyright (C) 2019 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

 <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 fdmdiscountdirichletboundary.cpp */

#include <ql/methods/finitedifferences/utilities/fdmdiscountdirichletboundary.hpp>

#include <ql/termstructures/yieldtermstructure.hpp>

#include <utility>

namespace QuantLib {

    namespace {

        class DiscountedCashflowAtBoundary {

          public:

            DiscountedCashflowAtBoundary(Time maturityTime,

                                         Real valueOnBoundary,

                                         ext::shared_ptr<YieldTermStructure> rTS)

            : maturityTime_(maturityTime), cashFlow_(valueOnBoundary), rTS_(std::move(rTS)) {}

            Real operator()(Real t) const {

                return cashFlow_

                    * rTS_->discount(maturityTime_)/rTS_->discount(t);

            }

          private:

            const Time maturityTime_;

            const Real cashFlow_;

            const ext::shared_ptr<YieldTermStructure> rTS_;

        };

    }

    FdmDiscountDirichletBoundary::FdmDiscountDirichletBoundary(

        const ext::shared_ptr<FdmMesher>& mesher,

        const ext::shared_ptr<YieldTermStructure>& rTS,

        Time maturityTime,

        Real valueOnBoundary,

        Size direction, Side side)

    : bc_(ext::make_shared<FdmTimeDepDirichletBoundary>(

            mesher,

            std::function<Real (Real)>(

                DiscountedCashflowAtBoundary(

                    maturityTime, valueOnBoundary, rTS)),

            direction, side)) {

    }

    void FdmDiscountDirichletBoundary::setTime(Time t) {

        bc_->setTime(t);

    }

    void FdmDiscountDirichletBoundary::applyBeforeApplying(

        operator_type& op) const {

        bc_->applyBeforeApplying(op);

    }

    void FdmDiscountDirichletBoundary::applyBeforeSolving(

        operator_type& op, array_type& r) const {

        bc_->applyBeforeSolving(op, r);

    }

    void FdmDiscountDirichletBoundary::applyAfterApplying(array_type& r) const {

        bc_->applyAfterApplying(r);

    }

    void FdmDiscountDirichletBoundary::applyAfterSolving(array_type& r) const {

        bc_->applyAfterSolving(r);

    }

}