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

/*

 Copyright (C) 2011 Chris Kenyon

 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 cpicapfloorengines.hpp

    \brief Engines for CPI options

*/

#ifndef quantlib_cpicapfloorengines_hpp

#define quantlib_cpicapfloorengines_hpp

#include <ql/pricingengines/genericmodelengine.hpp>

#include <ql/instruments/cpicapfloor.hpp>

namespace QuantLib {

    class CPICapFloorTermPriceSurface;

    //! Engine for CPI cap/floors based on a price surface

    /*! This engine only adds timing functionality (e.g. different lag)

        w.r.t. an existing interpolated price surface.

    */

    class InterpolatingCPICapFloorEngine : public CPICapFloor::engine {

        public:

          explicit InterpolatingCPICapFloorEngine(Handle<CPICapFloorTermPriceSurface>);

          void calculate() const override;

          virtual std::string name() const { return "InterpolatingCPICapFloorEngine"; }

          ~InterpolatingCPICapFloorEngine() override = default;

        protected:

          Handle<CPICapFloorTermPriceSurface> priceSurf_;

    };

}

#endif