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

/*

 Copyright (C) 2002, 2003 Ferdinando Ametrano

 Copyright (C) 2007 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 forwardvanillaoption.hpp

    \brief Forward version of a vanilla option

*/

#ifndef quantlib_forward_vanilla_option_hpp

#define quantlib_forward_vanilla_option_hpp

#include <ql/instruments/oneassetoption.hpp>

#include <ql/instruments/payoffs.hpp>

#include <ql/exercise.hpp>

#include <ql/settings.hpp>

namespace QuantLib {

    //! %Arguments for forward (strike-resetting) option calculation

    template <class ArgumentsType>

    class ForwardOptionArguments : public ArgumentsType {

      public:

        ForwardOptionArguments() : moneyness(Null<Real>()) {}

        void validate() const override;

        Real moneyness;

        Date resetDate;

    };

    //! %Forward version of a vanilla option

    /*! \ingroup instruments */

    class ForwardVanillaOption : public OneAssetOption {

      public:

        typedef ForwardOptionArguments<OneAssetOption::arguments> arguments;

        typedef OneAssetOption::results results;

        ForwardVanillaOption(Real moneyness,

                             const Date& resetDate,

                             const ext::shared_ptr<StrikedTypePayoff>& payoff,

                             const ext::shared_ptr<Exercise>& exercise);

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

        void fetchResults(const PricingEngine::results*) const override;

      private:

        // arguments

        Real moneyness_;

        Date resetDate_;

    };

    // template definitions

    template <class ArgumentsType>

    inline void ForwardOptionArguments<ArgumentsType>::validate() const {

        ArgumentsType::validate();

        QL_REQUIRE(moneyness != Null<Real>(), "null moneyness given");

        QL_REQUIRE(moneyness > 0.0, "negative or zero moneyness given");

        QL_REQUIRE(resetDate != Date(), "null reset date given");

        QL_REQUIRE(resetDate >= Settings::instance().evaluationDate(),

                   "reset date in the past");

        QL_REQUIRE(this->exercise->lastDate() > resetDate,

                   "reset date later or equal to maturity");

    }

}

#endif