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

#include <ql/termstructures/globalbootstrapvars.hpp>

#include <ql/utilities/null.hpp>

#include <ql/utilities/vectors.hpp>

#include <utility>

namespace QuantLib {

    SimpleQuoteVariables::SimpleQuoteVariables(std::vector<ext::shared_ptr<SimpleQuote>> quotes,

                                               std::vector<Real> initialGuesses,

                                               std::vector<Real> lowerBounds)

    : quotes_(std::move(quotes)), initialGuesses_(std::move(initialGuesses)),

      lowerBounds_(std::move(lowerBounds)) {

        QL_REQUIRE(initialGuesses_.size() <= quotes_.size(), "too many initialGuesses");

        QL_REQUIRE(lowerBounds_.size() <= quotes_.size(), "too many lowerBounds");

    }

    Array SimpleQuoteVariables::initialize(bool validData) {

        Array guesses(quotes_.size());

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

            Real guess;

            if (validData) {

                guess = quotes_[i]->value();

            } else {

                guess = detail::get(initialGuesses_, i, 0.0);

                quotes_[i]->setValue(guess);

            }

            guesses[i] = transformInverse(guess, i);

        }

        return guesses;

    }

    void SimpleQuoteVariables::update(const Array& x) {

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

            quotes_[i]->setValue(transformDirect(x[i], i));

        }

    }

    Real SimpleQuoteVariables::transformDirect(Real x, Size i) const {

        const Real lb = detail::get(lowerBounds_, i, Null<Real>());

        return lb == Null<Real>() ? x : std::exp(x) + lb;

    }

    Real SimpleQuoteVariables::transformInverse(Real x, Size i) const {

        const Real lb = detail::get(lowerBounds_, i, Null<Real>());

        return lb == Null<Real>() ? x : std::log(x - lb);

    }

}