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

/*

 Copyright (C) 2008 Andreas Gaida

 Copyright (C) 2008, 2009 Ralph Schreyer

 Copyright (C) 2008 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/time/daycounter.hpp>

#include <ql/math/interpolations/linearinterpolation.hpp>

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

#include <ql/methods/finitedifferences/utilities/fdmdividendhandler.hpp>

namespace QuantLib {

    FdmDividendHandler::FdmDividendHandler(

        const DividendSchedule& schedule,

        const ext::shared_ptr<FdmMesher>& mesher,

        const Date& referenceDate,

        const DayCounter& dayCounter,

        Size equityDirection)

    : x_(mesher->layout()->dim()[equityDirection]),

      mesher_(mesher),

      equityDirection_(equityDirection) {

        dividends_.reserve(schedule.size());

        dividendDates_.reserve(schedule.size());

        dividendTimes_.reserve(schedule.size());

        for (const auto& iter : schedule) {

            dividends_.push_back(iter->amount());

            dividendDates_.push_back(iter->date());

            dividendTimes_.push_back(dayCounter.yearFraction(referenceDate, iter->date()));

        }

         Array tmp = mesher_->locations(equityDirection);

         Size spacing = mesher_->layout()->spacing()[equityDirection];

         for (Size i = 0; i < x_.size(); ++i) {

             x_[i] = std::exp(tmp[i*spacing]);

         }

    }

    const std::vector<Time>& FdmDividendHandler::dividendTimes() const {

        return dividendTimes_;

    }

    const std::vector<Date>& FdmDividendHandler::dividendDates() const {

        return dividendDates_;

    }

    const std::vector<Real>& FdmDividendHandler::dividends() const {

        return dividends_;

    }

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

        Array aCopy(a);

        auto iter = std::find(dividendTimes_.begin(), dividendTimes_.end(), t);

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

            const Real dividend = dividends_[iter - dividendTimes_.begin()];

            if (mesher_->layout()->dim().size() == 1) {

                LinearInterpolation interp(x_.begin(), x_.end(), aCopy.begin());

                for (Size k=0; k<x_.size(); ++k) {

                    a[k] = interp(std::max(x_[0], x_[k]-dividend), true);

                }

            }

            else {

                Array tmp(x_.size());

                Size xSpacing = mesher_->layout()->spacing()[equityDirection_];

                for (Size i=0; i<mesher_->layout()->dim().size(); ++i) {

                    if (i!=equityDirection_) {

                        Size ySpacing = mesher_->layout()->spacing()[i];

                        for (Size j=0; j<mesher_->layout()->dim()[i]; ++j) {

                            for (Size k=0; k<x_.size(); ++k) {

                                Size index = j*ySpacing + k*xSpacing;

                                tmp[k] = aCopy[index];

                            }

                            LinearInterpolation interp(x_.begin(), x_.end(),

                                                       tmp.begin());

                            for (Size k=0; k<x_.size(); ++k) {

                                Size index = j*ySpacing + k*xSpacing;

                                a[index] = interp(

                                        std::max(x_[0], x_[k]-dividend), true);

                            }

                        }

                    }

                }

            }

        }

    }

}