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

/*

 Copyright (C) 2008 J. Erik Radmall

 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 energycommodity.hpp

    \brief Energy commodity

*/

#ifndef quantlib_energy_commodity_hpp

#define quantlib_energy_commodity_hpp

#include <ql/experimental/commodities/commodity.hpp>

#include <ql/experimental/commodities/commoditytype.hpp>

#include <ql/experimental/commodities/commodityunitcost.hpp>

#include <ql/experimental/commodities/unitofmeasure.hpp>

#include <ql/experimental/commodities/quantity.hpp>

#include <ql/time/date.hpp>

#include <ql/money.hpp>

namespace QuantLib {

    struct EnergyDailyPosition {

        Date date;

        Real quantityAmount;

        Real payLegPrice = 0;

        Real receiveLegPrice = 0;

        Real riskDelta;

        bool unrealized = false;

        EnergyDailyPosition() = default;

        EnergyDailyPosition(const Date& date,

                            Real payLegPrice,

                            Real receiveLegPrice,

                            bool unrealized);

    };

    typedef std::map<Date, EnergyDailyPosition> EnergyDailyPositions;

    #ifndef __DOXYGEN__

    std::ostream& operator<<(std::ostream& out,

                             const EnergyDailyPositions& dailyPositions);

    #endif

    //! Energy commodity class

    /*! \ingroup instruments */

    class EnergyCommodity : public Commodity {

      public:

        class arguments;

        class results;

        class engine;

        enum DeliverySchedule { Constant,

                                Window,

                                Hourly,

                                Daily,

                                Weekly,

                                Monthly,

                                Quarterly,

                                Yearly };

        enum QuantityPeriodicity { Absolute,

                                   PerHour,

                                   PerDay,

                                   PerWeek,

                                   PerMonth,

                                   PerQuarter,

                                   PerYear };

        enum PaymentSchedule { WindowSettlement,

                               MonthlySettlement,

                               QuarterlySettlement,

                               YearlySettlement };

        EnergyCommodity(CommodityType commodityType,

                        const ext::shared_ptr<SecondaryCosts>& secondaryCosts);

        virtual Quantity quantity() const = 0;

        const CommodityType& commodityType() const;

        void setupArguments(PricingEngine::arguments*) const override;

        void fetchResults(const PricingEngine::results*) const override;

      protected:

        static Real calculateFxConversionFactor(const Currency& fromCurrency,

                                                const Currency& toCurrency,

                                                const Date& evaluationDate);

        static Real calculateUomConversionFactor(

                                       const CommodityType& commodityType,

                                       const UnitOfMeasure& fromUnitOfMeasure,

                                       const UnitOfMeasure& toUnitOfMeasure);

        Real calculateUnitCost(const CommodityType& commodityType,

                               const CommodityUnitCost& unitCost,

                               const Date& evaluationDate) const;

        void calculateSecondaryCostAmounts(const CommodityType& commodityType,

                                           Real totalQuantityValue,

                                           const Date& evaluationDate) const;

        CommodityType commodityType_;

    };

    class EnergyCommodity::arguments : public virtual PricingEngine::arguments {

      public:

        Currency currency;

        UnitOfMeasure unitOfMeasure;

        void validate() const override {}

    };

    class EnergyCommodity::results : public Instrument::results {

      public:

        Real NPV;

        Currency currency;

        UnitOfMeasure unitOfMeasure;

        void reset() override { Instrument::results::reset(); }

    };

    class EnergyCommodity::engine

        : public GenericEngine<EnergyCommodity::arguments,

                               EnergyCommodity::results> {};

}

#endif