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

/*

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 Copyright (C) 2003 Ferdinando Ametrano

 Copyright (C) 2007 StatPro Italia srl

 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 oneassetoption.hpp

    \brief Option on a single asset

*/

#ifndef quantlib_oneasset_option_hpp

#define quantlib_oneasset_option_hpp

#include <ql/option.hpp>

namespace QuantLib {

    //! Base class for options on a single asset

    class OneAssetOption : public Option {

      public:

        class engine;

        class results;

        OneAssetOption(const ext::shared_ptr<Payoff>&,

                       const ext::shared_ptr<Exercise>&);

        //! \name Instrument interface

        //@{

        bool isExpired() const override;

        //@}

        //! \name greeks

        //@{

        Real delta() const;

        Real deltaForward() const;

        Real elasticity() const;

        Real gamma() const;

        Real theta() const;

        Real thetaPerDay() const;

        Real vega() const;

        Real rho() const;

        Real dividendRho() const;

        Real strikeSensitivity() const;

        Real itmCashProbability() const;

        //@}

        void fetchResults(const PricingEngine::results*) const override;

      protected:

        void setupExpired() const override;

        // results

        mutable Real delta_, deltaForward_, elasticity_, gamma_, theta_,

            thetaPerDay_, vega_, rho_, dividendRho_, strikeSensitivity_,

            itmCashProbability_;

    };

    //! %Results from single-asset option calculation

    class OneAssetOption::results : public Instrument::results,

                                    public Greeks,

                                    public MoreGreeks {

      public:

        void reset() override {

            Instrument::results::reset();

            Greeks::reset();

            MoreGreeks::reset();

        }

    };

    class OneAssetOption::engine :

        public GenericEngine<OneAssetOption::arguments,

                             OneAssetOption::results> {};

}

#endif