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

/*

 Copyright (C) 2008 J. Erik Radmall

 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/experimental/commodities/energyswap.hpp>

#include <ql/settings.hpp>

#include <utility>

namespace QuantLib {

    EnergySwap::EnergySwap(Calendar calendar,

                           Currency payCurrency,

                           Currency receiveCurrency,

                           PricingPeriods pricingPeriods,

                           const CommodityType& commodityType,

                           const ext::shared_ptr<SecondaryCosts>& secondaryCosts)

    : EnergyCommodity(commodityType, secondaryCosts), calendar_(std::move(calendar)),

      payCurrency_(std::move(payCurrency)), receiveCurrency_(std::move(receiveCurrency)),

      pricingPeriods_(std::move(pricingPeriods)) {}

Unexecuted instantiation: QuantLib::EnergySwap::EnergySwap(QuantLib::Calendar, QuantLib::Currency, QuantLib::Currency, std::__1::vector<boost::shared_ptr<QuantLib::PricingPeriod>, std::__1::allocator<boost::shared_ptr<QuantLib::PricingPeriod> > >, QuantLib::CommodityType const&, boost::shared_ptr<std::__1::map<std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> >, std::__1::any, std::__1::less<std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> > >, std::__1::allocator<std::__1::pair<std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> > const, std::__1::any> > > > const&)

Unexecuted instantiation: QuantLib::EnergySwap::EnergySwap(QuantLib::Calendar, QuantLib::Currency, QuantLib::Currency, std::__1::vector<boost::shared_ptr<QuantLib::PricingPeriod>, std::__1::allocator<boost::shared_ptr<QuantLib::PricingPeriod> > >, QuantLib::CommodityType const&, boost::shared_ptr<std::__1::map<std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> >, std::__1::any, std::__1::less<std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> > >, std::__1::allocator<std::__1::pair<std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> > const, std::__1::any> > > > const&)

    const CommodityType& EnergySwap::commodityType() const {

        QL_REQUIRE(!pricingPeriods_.empty(), "no pricing periods");

        return pricingPeriods_[0]->quantity().commodityType();

    }

    Quantity EnergySwap::quantity() const {

        Real totalQuantityAmount = 0;

        for (const auto& pricingPeriod : pricingPeriods_) {

            totalQuantityAmount += pricingPeriod->quantity().amount();

        }

        return Quantity(pricingPeriods_[0]->quantity().commodityType(),

                        pricingPeriods_[0]->quantity().unitOfMeasure(),

                        totalQuantityAmount);

    }

    bool EnergySwap::isExpired() const {

        return pricingPeriods_.empty()

            || detail::simple_event(pricingPeriods_.back()->paymentDate())

               .hasOccurred();

    }

}