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

/*

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

 Copyright (C) 2003, 2004, 2005, 2006 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 multipath.hpp

    \brief Correlated multiple asset paths

*/

#ifndef quantlib_montecarlo_multi_path_hpp

#define quantlib_montecarlo_multi_path_hpp

#include <ql/methods/montecarlo/path.hpp>

#include <utility>

namespace QuantLib {

    //! Correlated multiple asset paths

    /*! MultiPath contains the list of paths for each asset, i.e.,

        multipath[j] is the path followed by the j-th asset.

        \ingroup mcarlo

    */

    class MultiPath {

      public:

        MultiPath() = default;

        MultiPath(Size nAsset,

                  const TimeGrid& timeGrid);

        MultiPath(std::vector<Path> multiPath);

        //! \name inspectors

        //@{

        Size assetNumber() const { return multiPath_.size(); }

        Size pathSize() const { return multiPath_[0].length(); }

        //@}

        //! \name read/write access to components

        //@{

        const Path& operator[](Size j) const { return multiPath_[j]; }

        const Path& at(Size j) const { return multiPath_.at(j); }

        Path& operator[](Size j) { return multiPath_[j]; }

        Path& at(Size j) { return multiPath_.at(j); }

        //@}

      private:

        std::vector<Path> multiPath_;

    };

    // inline definitions

    inline MultiPath::MultiPath(Size nAsset, const TimeGrid& timeGrid)

    : multiPath_(nAsset,Path(timeGrid)) {

        QL_REQUIRE(nAsset > 0, "number of asset must be positive");

    }

    inline MultiPath::MultiPath(std::vector<Path> multiPath) : multiPath_(std::move(multiPath)) {}

}

#endif