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

/*

 Copyright (C) 2007 François du Vignaud

 Copyright (C) 2007 Giorgio Facchinetti

 Copyright (C) 2013 Peter Caspers

 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 projection.hpp

    \brief Parameter projection

*/

#ifndef quantlib_math_projection_h

#define quantlib_math_projection_h

#include <ql/math/array.hpp>

namespace QuantLib {

    class Projection {

      public:

        Projection(const Array& parameterValues,

                   std::vector<bool> fixParameters = std::vector<bool>());

        //! returns the subset of free parameters corresponding

        // to set of parameters

        virtual Array project(const Array &parameters) const;

        //! returns whole set of parameters corresponding to the set

        // of projected parameters

        virtual Array include(const Array &projectedParameters) const;

        virtual ~Projection() = default;

      protected:

        void mapFreeParameters(const Array &parameterValues) const;

        Size numberOfFreeParameters_ = 0;

        const Array fixedParameters_;

        mutable Array actualParameters_;

        std::vector<bool> fixParameters_;

    };

}

#endif