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

/*

 Copyright (C) 2014 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/instruments/partialtimebarrieroption.hpp>

#include <ql/exercise.hpp>

namespace QuantLib {

    PartialTimeBarrierOption::PartialTimeBarrierOption(

                           Barrier::Type barrierType,

                           PartialBarrier::Range barrierRange,

                           Real barrier,

                           Real rebate,

                           Date coverEventDate,

                           const ext::shared_ptr<StrikedTypePayoff>& payoff,

                           const ext::shared_ptr<Exercise>& exercise)

    : OneAssetOption(payoff, exercise),

      barrierType_(barrierType), barrierRange_(barrierRange),

      barrier_(barrier), rebate_(rebate),

      coverEventDate_(coverEventDate) {}

Unexecuted instantiation: QuantLib::PartialTimeBarrierOption::PartialTimeBarrierOption(QuantLib::Barrier::Type, QuantLib::PartialBarrier::Range, double, double, QuantLib::Date, boost::shared_ptr<QuantLib::StrikedTypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

Unexecuted instantiation: QuantLib::PartialTimeBarrierOption::PartialTimeBarrierOption(QuantLib::Barrier::Type, QuantLib::PartialBarrier::Range, double, double, QuantLib::Date, boost::shared_ptr<QuantLib::StrikedTypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

    void PartialTimeBarrierOption::setupArguments(

                                       PricingEngine::arguments* args) const {

        OneAssetOption::setupArguments(args);

        auto* moreArgs = dynamic_cast<PartialTimeBarrierOption::arguments*>(args);

        QL_REQUIRE(moreArgs != nullptr, "wrong argument type");

        moreArgs->barrierType = barrierType_;

        moreArgs->barrierRange = barrierRange_;

        moreArgs->barrier = barrier_;

        moreArgs->rebate = rebate_;

        moreArgs->coverEventDate = coverEventDate_;

    }

    PartialTimeBarrierOption::arguments::arguments()

    : barrierType(Barrier::Type(-1)),

      barrierRange(PartialBarrier::Range(-1)),

      barrier(Null<Real>()), rebate(Null<Real>()) {}

Unexecuted instantiation: QuantLib::PartialTimeBarrierOption::arguments::arguments()

Unexecuted instantiation: QuantLib::PartialTimeBarrierOption::arguments::arguments()

    void PartialTimeBarrierOption::arguments::validate() const {

        OneAssetOption::arguments::validate();

        QL_REQUIRE(barrier != Null<Real>(), "no barrier given");

        QL_REQUIRE(rebate != Null<Real>(), "no rebate given");

        QL_REQUIRE(coverEventDate != Date(), "no cover event date given");

        QL_REQUIRE(coverEventDate < exercise->lastDate(),

                   "cover event date equal or later than exercise date");

    }

}