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

/*

 Copyright (C) 2006 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 earlyexercisepathpricer.hpp

    \brief base class for early exercise single-path pricers

*/

#ifndef quantlib_early_exercise_path_pricer_hpp

#define quantlib_early_exercise_path_pricer_hpp

#include <ql/math/array.hpp>

#include <ql/methods/montecarlo/path.hpp>

#include <ql/methods/montecarlo/multipath.hpp>

#include <functional>

namespace QuantLib {

    template <class PathType>

    class EarlyExerciseTraits {

        // dummy definition, will not work

    };

    template <>

    class EarlyExerciseTraits<Path> {

      public:

        typedef Real StateType;

        static Size pathLength(const Path& path) {

            return path.length();

        }

    };

    template <>

    class EarlyExerciseTraits<MultiPath> {

      public:

        typedef Array StateType;

        static Size pathLength(const MultiPath& path) {

            return path.pathSize();

        }

    };

    //! base class for early exercise path pricers

    /*! Returns the value of an option on a given path and given time.

        \ingroup mcarlo

    */

    template<class PathType,

             class TimeType=Size, class ValueType=Real>

    class EarlyExercisePathPricer {

      public:

        typedef typename EarlyExerciseTraits<PathType>::StateType StateType;

        virtual ~EarlyExercisePathPricer() = default;

Unexecuted instantiation: QuantLib::EarlyExercisePathPricer<QuantLib::MultiPath, unsigned long, double>::~EarlyExercisePathPricer()

Unexecuted instantiation: QuantLib::EarlyExercisePathPricer<QuantLib::Path, unsigned long, double>::~EarlyExercisePathPricer()

        virtual ValueType operator()(const PathType& path,

                                     TimeType t) const = 0;

        virtual StateType

            state(const PathType& path, TimeType t) const = 0;

        virtual std::vector<std::function<ValueType(StateType)> >

            basisSystem() const = 0;

    };

}

#endif