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

/*

 Copyright (C) 2008 Andrea Odetti

 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 pathpayoff.hpp

    \brief Option payoff classes

*/

#ifndef quantlib_path_payoff_hpp

#define quantlib_path_payoff_hpp

#include <ql/math/matrix.hpp>

#include <ql/patterns/visitor.hpp>

#include <ql/termstructures/yieldtermstructure.hpp>

#include <ql/handle.hpp>

#include <functional>

namespace QuantLib {

    //! Abstract base class for path-dependent option payoffs

    class PathPayoff {

      public:

        virtual ~PathPayoff() = default;

        //! \name Payoff interface

        //@{

        /*! \warning This method is used for output and comparison between

                payoffs. It is <b>not</b> meant to be used for writing

                switch-on-type code.

        */

        virtual std::string name() const = 0;

        virtual std::string description() const = 0;

        /*

          This function returns all the payoff and early termination payments 

          for a single path. If the option is cancelled at time i, all payments

          on and before i are taken into account + the value of exercises[i].

          i.e.: cancellation at i does not cancel payments[i]!

          forwardTermStructures contains the yield term structure at each fixing date

          leave states empty to signal exercise is not possible

          in that case, exercises[] will not be accessed.

         */

        virtual void value(const Matrix       & path, 

                           const std::vector<Handle<YieldTermStructure> > & forwardTermStructures,

                           Array              & payments, 

                           Array              & exercises, 

                           std::vector<Array> & states) const = 0;

        /*

          Dimension of the basis functions.

          It must be the same as the size of every element of states in value().

         */

        virtual Size basisSystemDimension() const = 0;

        //@}

        //! \name Visitability

        //@{

        virtual void accept(AcyclicVisitor&);

        //@}

    };

    // inline definitions

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

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

        if (v1 != nullptr)

            v1->visit(*this);

        else

            QL_FAIL("not a path-payoff visitor");

    }

}

#endif