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

/*

 Copyright (C) 2011 Klaus Spanderen

 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 vanillastorageoption.hpp

    \brief vanilla storage option class

*/

#ifndef quantlib_vanilla_storage_option_hpp

#define quantlib_vanilla_storage_option_hpp

#include <ql/event.hpp>

#include <ql/exercise.hpp>

#include <ql/instruments/payoffs.hpp>

#include <ql/instruments/oneassetoption.hpp>

namespace QuantLib {

    //! base option class

    class VanillaStorageOption : public OneAssetOption {

      public:

          class arguments;

          VanillaStorageOption(const ext::shared_ptr<BermudanExercise>& ex,

                               Real capacity, Real load, Real changeRate)

        : OneAssetOption(ext::shared_ptr<Payoff>(new NullPayoff), ex),

          capacity_  (capacity),

          load_      (load),

          changeRate_(changeRate) {}

          bool isExpired() const override;

          void setupArguments(PricingEngine::arguments*) const override;

        private:

          const Real capacity_;

          const Real load_;

          const Real changeRate_;

    };

    class VanillaStorageOption::arguments

        : public virtual PricingEngine::arguments {

      public:

        arguments() = default;

        void validate() const override {

            QL_REQUIRE(payoff, "no payoff given");

            QL_REQUIRE(exercise, "no exercise given");

            QL_REQUIRE(capacity > 0.0 && changeRate > 0.0 && load >= 0.0,

                      "positive capacity, load and change rate required");

            QL_REQUIRE(load <= capacity && changeRate <= capacity,

                        "illegal values load of changeRate");

        }

        Real capacity;

        Real load;

        Real changeRate;

        ext::shared_ptr<NullPayoff> payoff;

        ext::shared_ptr<BermudanExercise> exercise;

    };

    inline void VanillaStorageOption::setupArguments(

                                PricingEngine::arguments* args) const {

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

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

        arguments->payoff

            = ext::dynamic_pointer_cast<NullPayoff>(payoff_);

        arguments->exercise

            = ext::dynamic_pointer_cast<BermudanExercise>(exercise_);

        arguments->capacity   = capacity_;

        arguments->load       = load_;

        arguments->changeRate = changeRate_;

    }

    inline bool VanillaStorageOption::isExpired() const {

        return detail::simple_event(exercise_->lastDate()).hasOccurred();

    }

}

#endif