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

/*

 Copyright (C) 2008 Allen Kuo

 Copyright (C) 2021 Ralf Konrad Eckel

 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.

*/

#include <ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp>

#include <ql/experimental/callablebonds/treecallablebondengine.hpp>

#include <ql/models/shortrate/onefactormodel.hpp>

#include <utility>

namespace QuantLib {

    TreeCallableFixedRateBondEngine::TreeCallableFixedRateBondEngine(

        const ext::shared_ptr<ShortRateModel>& model,

        const Size timeSteps,

        Handle<YieldTermStructure> termStructure)

    : LatticeShortRateModelEngine<CallableBond::arguments, CallableBond::results>(model, timeSteps),

      termStructure_(std::move(termStructure)) {

        registerWith(termStructure_);

    }

    TreeCallableFixedRateBondEngine::TreeCallableFixedRateBondEngine(

        const ext::shared_ptr<ShortRateModel>& model,

        const TimeGrid& timeGrid,

        Handle<YieldTermStructure> termStructure)

    : LatticeShortRateModelEngine<CallableBond::arguments, CallableBond::results>(model, timeGrid),

      termStructure_(std::move(termStructure)) {

        registerWith(termStructure_);

    }

    void TreeCallableFixedRateBondEngine::calculate() const {

        calculateWithSpread(arguments_.spread);

    }

    void TreeCallableFixedRateBondEngine::calculateWithSpread(Spread s) const {

        QL_REQUIRE(!model_.empty(), "no model specified");

        ext::shared_ptr<TermStructureConsistentModel> tsmodel =

            ext::dynamic_pointer_cast<TermStructureConsistentModel>(*model_);

        Handle<YieldTermStructure> discountCurve =

            tsmodel != nullptr ? tsmodel->termStructure() : termStructure_;

        DiscretizedCallableFixedRateBond callableBond(arguments_, discountCurve);

        ext::shared_ptr<Lattice> lattice;

        if (lattice_ != nullptr) {

            lattice = lattice_;

        } else {

            std::vector<Time> times = callableBond.mandatoryTimes();

            TimeGrid timeGrid(times.begin(), times.end(), timeSteps_);

            lattice = model_->tree(timeGrid);

        }

        if (s != 0.0) {

            auto* sr = dynamic_cast<OneFactorModel::ShortRateTree*>(&(*lattice));

            QL_REQUIRE(sr,

                       "Spread is not supported for trees other than OneFactorModel");

            sr->setSpread(s);

        }

        auto referenceDate = discountCurve->referenceDate();

        auto dayCounter = discountCurve->dayCounter();

        Time redemptionTime = dayCounter.yearFraction(referenceDate, arguments_.redemptionDate);

        callableBond.initialize(lattice, redemptionTime);

        callableBond.rollback(0.0);

        results_.value = callableBond.presentValue();

        DiscountFactor d = discountCurve->discount(arguments_.settlementDate);

        results_.settlementValue = results_.value / d;

    }

}