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

/*

 Copyright (C) 2005, 2006 Theo Boafo

 Copyright (C) 2006, 2007 StatPro Italia srl

 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 discretizedconvertible.hpp

    \brief discretized convertible

*/

#ifndef quantlib_discretized_convertible_hpp

#define quantlib_discretized_convertible_hpp

#include <ql/discretizedasset.hpp>

#include <ql/instruments/bonds/convertiblebonds.hpp>

#include <ql/processes/blackscholesprocess.hpp>

namespace QuantLib {

    class DiscretizedConvertible : public DiscretizedAsset {

      public:

        DiscretizedConvertible(ConvertibleBond::arguments,

                               ext::shared_ptr<GeneralizedBlackScholesProcess> process,

                               const DividendSchedule& dividends,

                               Handle<Quote> creditSpread,

                               const TimeGrid& grid = TimeGrid());

        void reset(Size size) override;

        const Array& conversionProbability() const {

            return conversionProbability_;

        }

        Array& conversionProbability() { return conversionProbability_; }

        const Array& spreadAdjustedRate() const { return spreadAdjustedRate_; }

        Array& spreadAdjustedRate() { return spreadAdjustedRate_; }

        const Array& dividendValues() const { return dividendValues_; }

        Array& dividendValues() { return dividendValues_; }

        std::vector<Time> mandatoryTimes() const override {

            std::vector<Time> result;

            std::copy(stoppingTimes_.begin(), stoppingTimes_.end(),

                      std::back_inserter(result));

            std::copy(callabilityTimes_.begin(), callabilityTimes_.end(),

                      std::back_inserter(result));

            std::copy(couponTimes_.begin(), couponTimes_.end(),

                      std::back_inserter(result));

            return result;

        }

      protected:

        void postAdjustValuesImpl() override;

        Array conversionProbability_, spreadAdjustedRate_, dividendValues_;

      private:

        Array adjustedGrid() const;

        void applyConvertibility();

        void applyCallability(Size, bool convertible);

        void addCoupon(Size);

        ConvertibleBond::arguments arguments_;

        ext::shared_ptr<GeneralizedBlackScholesProcess> process_;

        std::vector<Time> stoppingTimes_;

        std::vector<Time> callabilityTimes_;

        std::vector<Time> couponTimes_;

        std::vector<Real> couponAmounts_;

        std::vector<Time> dividendTimes_;

        Handle<Quote> creditSpread_;

        DividendSchedule dividends_;

        std::vector<Date> dividendDates_; 

    };

}

#endif