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

/*

 Copyright (C) 2023 Marcin Rybacki

 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 equitycashflow.hpp

    \brief equity cash flow

*/

#ifndef quantlib_equity_cash_flow_hpp

#define quantlib_equity_cash_flow_hpp

#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>

#include <ql/termstructures/yield/zeroyieldstructure.hpp>

#include <ql/cashflows/indexedcashflow.hpp>

#include <ql/patterns/visitor.hpp>

namespace QuantLib {

    class EquityIndex;

    class EquityCashFlowPricer;

    class EquityCashFlow : public IndexedCashFlow {

       public:

        EquityCashFlow(Real notional,

                       ext::shared_ptr<EquityIndex> index,

                       const Date& baseDate,

                       const Date& fixingDate,

                       const Date& paymentDate,

                       bool growthOnly = true);

        //! \name CashFlow interface

        //@{

        Real amount() const override;

        //@}

        //! \name Visitability

        //@{

        void accept(AcyclicVisitor&) override;

        //@}

        void setPricer(const ext::shared_ptr<EquityCashFlowPricer>&);

        const ext::shared_ptr<EquityCashFlowPricer>& pricer() const { return pricer_; };

      private:

        ext::shared_ptr<EquityCashFlowPricer> pricer_;

    };

    inline void EquityCashFlow::accept(AcyclicVisitor& v) {

        auto* v1 = dynamic_cast<Visitor<EquityCashFlow>*>(&v);

        if (v1 != nullptr)

            v1->visit(*this);

        else

            IndexedCashFlow::accept(v);

    }

    void setCouponPricer(const Leg& leg, const ext::shared_ptr<EquityCashFlowPricer>&);

    class EquityCashFlowPricer : public virtual Observer, public virtual Observable {

      public:

        EquityCashFlowPricer() = default;

        //! \name Interface

        //@{

        virtual Real price() const = 0;

        virtual void initialize(const EquityCashFlow&) = 0;

        //@}

        //! \name Observer interface

        //@{

        void update() override { notifyObservers(); }

        //@}

      protected:

        ext::shared_ptr<EquityIndex> index_;

        Date baseDate_, fixingDate_;

        bool growthOnlyPayoff_;

    };

    class EquityQuantoCashFlowPricer : public EquityCashFlowPricer {

      public:

        EquityQuantoCashFlowPricer(Handle<YieldTermStructure> quantoCurrencyTermStructure,

                                   Handle<BlackVolTermStructure> equityVolatility,

                                   Handle<BlackVolTermStructure> fxVolatility,

                                   Handle<Quote> correlation);

        //! \name Interface

        //@{

        Real price() const override;

        void initialize(const EquityCashFlow&) override;

        //@}

      private:

        Handle<YieldTermStructure> quantoCurrencyTermStructure_, quantoTermStructure;

        Handle<BlackVolTermStructure> equityVolatility_, fxVolatility_;

        Handle<Quote> correlation_;

    };

}

#endif