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

/*

 Copyright (C) 2014 Thema Consulting SA

 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 discretizedbarrieroption.hpp

    \brief discretized barrier option

*/

#ifndef quantlib_discretized_barrier_option_h

#define quantlib_discretized_barrier_option_h

#include <ql/discretizedasset.hpp>

#include <ql/methods/lattices/bsmlattice.hpp>

#include <ql/instruments/barrieroption.hpp>

#include <ql/pricingengines/vanilla/discretizedvanillaoption.hpp>

namespace QuantLib {

    class DiscretizedBarrierOption : public DiscretizedAsset {

      public:

        DiscretizedBarrierOption(const BarrierOption::arguments&,

                                 const StochasticProcess& process,

                                 const TimeGrid& grid = TimeGrid());

        void reset(Size size) override;

        const Array& vanilla() const { 

            return vanilla_.values(); 

        }

        const BarrierOption::arguments& arguments() const {

           return arguments_;

        }

        std::vector<Time> mandatoryTimes() const override { return stoppingTimes_; }

        void checkBarrier(Array &optvalues, const Array &grid) const;

      protected:

        void postAdjustValuesImpl() override;

      private:

        BarrierOption::arguments arguments_;

        std::vector<Time> stoppingTimes_;

        DiscretizedVanillaOption vanilla_; 

    };

    class DiscretizedDermanKaniBarrierOption : public DiscretizedAsset {

      public:

        DiscretizedDermanKaniBarrierOption(const BarrierOption::arguments&,

                                 const StochasticProcess& process,

                                 const TimeGrid& grid = TimeGrid());

        void reset(Size size) override;

        std::vector<Time> mandatoryTimes() const override { return unenhanced_.mandatoryTimes(); }

      protected:

        void postAdjustValuesImpl() override;

      private:

        void adjustBarrier(Array &optvalues, const Array &grid);

        DiscretizedBarrierOption unenhanced_;

    };

}

#endif