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

/*

 Copyright (C) 2010 Master IMAFA - Polytech'Nice Sophia - Université de Nice Sophia Antipolis

 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/instruments/simplechooseroption.hpp>

#include <ql/instruments/payoffs.hpp>

#include <ql/exercise.hpp>

namespace QuantLib {

    SimpleChooserOption::SimpleChooserOption(Date choosingDate,

                                             Real strike,

                                             const ext::shared_ptr<Exercise>& exercise)

    : OneAssetOption(ext::make_shared<PlainVanillaPayoff>(Option::Call, strike),

                     exercise),

      choosingDate_(choosingDate) {}

Unexecuted instantiation: QuantLib::SimpleChooserOption::SimpleChooserOption(QuantLib::Date, double, boost::shared_ptr<QuantLib::Exercise> const&)

Unexecuted instantiation: QuantLib::SimpleChooserOption::SimpleChooserOption(QuantLib::Date, double, boost::shared_ptr<QuantLib::Exercise> const&)

    void SimpleChooserOption::setupArguments(PricingEngine::arguments* args) const {

        OneAssetOption::setupArguments(args);

        auto* moreArgs = dynamic_cast<SimpleChooserOption::arguments*>(args);

        QL_REQUIRE(moreArgs != nullptr, "wrong argument type");

        moreArgs->choosingDate=choosingDate_;

    }

    void SimpleChooserOption::arguments::validate() const {

        OneAssetOption::arguments::validate();

        QL_REQUIRE(choosingDate != Date(), " no choosing date given");

        QL_REQUIRE(choosingDate < exercise->lastDate(),

                   "choosing date later than or equal to maturity date");

    }

}