/*

 Copyright (C) 2007 François du Vignaud

 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 integral.hpp

\brief Integrators base class definition

*/

#ifndef quantlib_math_integrator_hpp

#define quantlib_math_integrator_hpp

#include <ql/types.hpp>

#include <functional>

namespace QuantLib {

    class Integrator{

      public:

        Integrator(Real absoluteAccuracy,

                   Size maxEvaluations);

        virtual ~Integrator() = default;

        Real operator()(const std::function<Real (Real)>& f,

                        Real a,

                        Real b) const;

        //! \name Modifiers

        //@{

        void setAbsoluteAccuracy(Real);

        void setMaxEvaluations(Size);

        //@}

        //! \name Inspectors

        //@{

        Real absoluteAccuracy() const;

        Size maxEvaluations() const;

        //@}

        Real absoluteError() const ;

        Size numberOfEvaluations() const;

        virtual bool integrationSuccess() const;

      protected:

        virtual Real integrate(const std::function<Real (Real)>& f,

                               Real a,

                               Real b) const = 0;

        void setAbsoluteError(Real error) const;

        void setNumberOfEvaluations(Size evaluations) const;

        void increaseNumberOfEvaluations(Size increase) const;

      private:

        Real absoluteAccuracy_;

        mutable Real absoluteError_;

        Size maxEvaluations_;

        mutable Size evaluations_;

    };

}

#endif