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

/*

 Copyright (C) 2010, 2014 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.

*/

#include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp>

#include <ql/methods/finitedifferences/stepconditions/fdmsimpleswingcondition.hpp>

#include <utility>

namespace QuantLib {

    FdmSimpleSwingCondition::FdmSimpleSwingCondition(

        std::vector<Time> exerciseTimes,

        ext::shared_ptr<FdmMesher> mesher,

        ext::shared_ptr<FdmInnerValueCalculator> calculator,

        Size swingDirection,

        Size minExercises)

    : exerciseTimes_(std::move(exerciseTimes)), mesher_(std::move(mesher)),

      calculator_(std::move(calculator)), minExercises_(minExercises),

      swingDirection_(swingDirection) {}

    void FdmSimpleSwingCondition::applyTo(Array& a, Time t) const {

        const auto iter

            = std::find(exerciseTimes_.begin(), exerciseTimes_.end(), t);

        const Size maxExerciseValue=mesher_->layout()->dim()[swingDirection_]-1;

        if (iter != exerciseTimes_.end()) {

            Array retVal= a;

            const Size d = std::distance(iter, exerciseTimes_.end());

            QL_REQUIRE(mesher_->layout()->size() == a.size(),

                       "inconsistent array dimensions");

            for (const auto& iter : *mesher_->layout()) {

                const std::vector<Size>& coor = iter.coordinates();

                const Size exercisesUsed = coor[swingDirection_];

                if (exercisesUsed < maxExerciseValue) {

                    const Real cashflow = calculator_->innerValue(iter, t);

                    const Real currentValue = a[iter.index()];

                    const Real valuePlusOneExercise

                         = a[mesher_->layout()->neighbourhood(iter, swingDirection_, 1)];

                    if (   currentValue < valuePlusOneExercise + cashflow

                        || exercisesUsed + d <=  minExercises_) {

                        retVal[iter.index()] = valuePlusOneExercise + cashflow;

                    }

                }

            }

            a = retVal;

        }

    }

}