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

/*

 Copyright (C) 2008 Master IMAFA - Polytech'Nice Sophia - Université de Nice Sophia Antipolis

 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.

*/

#include <ql/experimental/exoticoptions/pagodaoption.hpp>

#include <ql/instruments/payoffs.hpp>

#include <ql/exercise.hpp>

namespace QuantLib {

    PagodaOption::PagodaOption(const std::vector<Date>& fixingDates,

                               Real roof,

                               Real fraction)

    : MultiAssetOption(ext::shared_ptr<Payoff>(new NullPayoff),

                       ext::shared_ptr<Exercise>(

                                   new EuropeanExercise(fixingDates.back()))),

      fixingDates_(fixingDates), roof_(roof), fraction_(fraction) {}

Unexecuted instantiation: QuantLib::PagodaOption::PagodaOption(std::__1::vector<QuantLib::Date, std::__1::allocator<QuantLib::Date> > const&, double, double)

Unexecuted instantiation: QuantLib::PagodaOption::PagodaOption(std::__1::vector<QuantLib::Date, std::__1::allocator<QuantLib::Date> > const&, double, double)

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

        MultiAssetOption::setupArguments(args);

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

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

        arguments->fixingDates = fixingDates_;

        arguments->roof = roof_;

        arguments->fraction = fraction_;

    }

    PagodaOption::arguments::arguments()

    : roof(Null<Real>()), fraction(Null<Real>()) {}

Unexecuted instantiation: QuantLib::PagodaOption::arguments::arguments()

Unexecuted instantiation: QuantLib::PagodaOption::arguments::arguments()

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

        MultiAssetOption::arguments::validate();

        QL_REQUIRE(!fixingDates.empty(), "no fixingDates given");

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

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

    }

}