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

/*

 Copyright (C) 2005 Joseph Wang

 Copyright (C) 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 dividend.hpp

    \brief A stock dividend

*/

#ifndef quantlib_dividend_hpp

#define quantlib_dividend_hpp

#include <ql/cashflow.hpp>

#include <ql/utilities/null.hpp>

#include <vector>

namespace QuantLib {

    //! Predetermined cash flow

    /*! This cash flow pays a predetermined amount at a given date. */

    class Dividend : public CashFlow {

      public:

        Dividend(const Date& date)

        : date_(date) {}

        //! \name Event interface

        //@{

        Date date() const override { return date_; }

        //@}

        //! \name CashFlow interface

        //@{

        Real amount() const override = 0;

        //@}

        virtual Real amount(Real underlying) const = 0;

        //! \name Visitability

        //@{

        void accept(AcyclicVisitor&) override;

        //@}

      protected:

        Date date_;

    };

    //! Predetermined cash flow

    /*! This cash flow pays a predetermined amount at a given date. */

    class FixedDividend : public Dividend {

      public:

        FixedDividend(Real amount, const Date& date)

        : Dividend(date), amount_(amount) {}

        //! \name Dividend interface

        //@{

        Real amount() const override { return amount_; }

        Real amount(Real) const override { return amount_; }

        //@}

      protected:

        Real amount_;

    };

    //! Predetermined cash flow

    /*! This cash flow pays a fractional amount at a given date. */

    class FractionalDividend : public Dividend {

      public:

        FractionalDividend(Real rate, const Date& date)

        : Dividend(date), rate_(rate), nominal_(Null<Real>()) {}

        FractionalDividend(Real rate, Real nominal, const Date& date)

        : Dividend(date), rate_(rate), nominal_(nominal) {}

        //! \name Dividend interface

        //@{

        Real amount() const override {

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

            return rate_ * nominal_;

        }

        Real amount(Real underlying) const override { return rate_ * underlying; }

        //@}

        //! \name Inspectors

        //@{

        Real rate() const { return rate_; }

        Real nominal() const { return nominal_; }

        //@}

      protected:

        Real rate_;

        Real nominal_;

    };

    //! helper function building a sequence of fixed dividends

    std::vector<ext::shared_ptr<Dividend> >

    DividendVector(const std::vector<Date>& dividendDates,

                   const std::vector<Real>& dividends);

}

#endif