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

/*

 Copyright (C) 2008 Roland Lichters

 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.

*/

#ifndef quantlib_integral_ntd_engine_hpp

#define quantlib_integral_ntd_engine_hpp

#include <ql/experimental/credit/nthtodefault.hpp>

#include <utility>

namespace QuantLib {

    class YieldTermStructure;

    // Varying recoveries allowed, allow now for heterogeneous notionals

    class IntegralNtdEngine : public NthToDefault::engine {

    public:

      IntegralNtdEngine(const Period& integrationStep, Handle<YieldTermStructure> discountCurve)

      : discountCurve_(std::move(discountCurve)), integrationStepSize_(integrationStep) {}

      void calculate() const override;

    protected:

      Handle<YieldTermStructure> discountCurve_;

      Period integrationStepSize_;

    };

}

#endif