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

/*

  Copyright (C) 2007 Cristina Duminuco

 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 replication.hpp

    \brief Sub, Central, or Super replication

*/

#ifndef quantlib_replication_hpp

#define quantlib_replication_hpp

#include <ql/types.hpp>

#include <iosfwd>

namespace QuantLib {

    //! Digital option replication strategy

    /*! Specification of replication strategies used to price

        the embedded digital option in a digital coupon.

    */

    struct Replication {

        enum Type { Sub, Central, Super };

    };

    /*! \relates Replication */

    std::ostream& operator<<(std::ostream&,

                             Replication::Type);

    class DigitalReplication {

    public:

        DigitalReplication(Replication::Type t = Replication::Central,

                           Real gap = 1e-4);

        Replication::Type replicationType() const { return replicationType_;};

        Real gap() const { return gap_;};

    private:

        Real gap_;

        Replication::Type replicationType_;

    };

}

#endif