/* -*- 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/pricingengines/cliquet/mcperformanceengine.hpp>

#include <utility>

namespace QuantLib {

    PerformanceOptionPathPricer::PerformanceOptionPathPricer(Option::Type type,

                                                             Real strike,

                                                             std::vector<DiscountFactor> discounts)

    : strike_(strike), type_(type), discounts_(std::move(discounts)) {}

    Real PerformanceOptionPathPricer::operator()(const Path& path) const {

        Size n = path.length();

        QL_REQUIRE(n==discounts_.size()+1, "discounts/options mismatch");

        PlainVanillaPayoff payoff(type_,strike_);

        Real sum = 0.0;

        for (Size i = 2 ; i < n; i++) {

            sum += discounts_[i-1] * payoff(path[i]/path[i-1]);

        }

        return sum;

    }

}