/* -*- 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 vanillavppoption.hpp

    \brief vanilla virtual power plant option

*/

#ifndef quantlib_vanilla_vpp_option_hpp

#define quantlib_vanilla_vpp_option_hpp

#include <ql/instruments/multiassetoption.hpp>

namespace QuantLib {

    class BasketPayoff;

    class SwingExercise;

    class VanillaVPPOption : public MultiAssetOption {

      public:

        class arguments;

        VanillaVPPOption(Real heatRate,

                         Real pMin, Real pMax,

                         Size tMinUp, Size tMinDown,

                         Real startUpFuel, Real startUpFixCost,

                         const ext::shared_ptr<SwingExercise>& exercise,

                         Size nStarts = Null<Size>(),

                         Size nRunningHours = Null<Size>());

        bool isExpired() const override;

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

      private:

        const Real heatRate_;

        const Real pMin_, pMax_;

        const Size tMinUp_, tMinDown_;

        const Real startUpFuel_, startUpFixCost_;

        const Size nStarts_, nRunningHours_;

    };

    class VanillaVPPOption::arguments

        : public virtual MultiAssetOption::arguments {

      public:

        arguments() = default;

        void validate() const override;

        Real heatRate;

        Real pMin, pMax;

        Size tMinUp, tMinDown;

        Real startUpFuel, startUpFixCost;

        Size nStarts, nRunningHours;

    };

}

#endif