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

/*

 Copyright (C) 2006 Warren Chou

 Copyright (C) 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.

*/

#include <ql/instruments/lookbackoption.hpp>

namespace QuantLib {

    ContinuousFloatingLookbackOption::ContinuousFloatingLookbackOption(

        Real minmax,

        const ext::shared_ptr<TypePayoff>& payoff,

        const ext::shared_ptr<Exercise>& exercise)

    : OneAssetOption(payoff, exercise),

      minmax_(minmax) {}

Unexecuted instantiation: QuantLib::ContinuousFloatingLookbackOption::ContinuousFloatingLookbackOption(double, boost::shared_ptr<QuantLib::TypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

Unexecuted instantiation: QuantLib::ContinuousFloatingLookbackOption::ContinuousFloatingLookbackOption(double, boost::shared_ptr<QuantLib::TypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

    void ContinuousFloatingLookbackOption::setupArguments(

                                       PricingEngine::arguments* args) const {

        OneAssetOption::setupArguments(args);

        auto* moreArgs = dynamic_cast<ContinuousFloatingLookbackOption::arguments*>(args);

        QL_REQUIRE(moreArgs != nullptr, "wrong argument type");

        moreArgs->minmax = minmax_;

    }

    void ContinuousFloatingLookbackOption::arguments::validate() const {

        OneAssetOption::arguments::validate();

        QL_REQUIRE(minmax != Null<Real>(), "null prior extremum");

        QL_REQUIRE(minmax >= 0.0, "nonnegative prior extremum required: "

                   << minmax << " not allowed");

    }

    ContinuousFixedLookbackOption::ContinuousFixedLookbackOption(

        Real minmax,

        const ext::shared_ptr<StrikedTypePayoff>& payoff,

        const ext::shared_ptr<Exercise>& exercise)

    : OneAssetOption(payoff, exercise),

      minmax_(minmax) {}

Unexecuted instantiation: QuantLib::ContinuousFixedLookbackOption::ContinuousFixedLookbackOption(double, boost::shared_ptr<QuantLib::StrikedTypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

Unexecuted instantiation: QuantLib::ContinuousFixedLookbackOption::ContinuousFixedLookbackOption(double, boost::shared_ptr<QuantLib::StrikedTypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

    void ContinuousFixedLookbackOption::setupArguments(

                                       PricingEngine::arguments* args) const {

        OneAssetOption::setupArguments(args);

        auto* moreArgs = dynamic_cast<ContinuousFixedLookbackOption::arguments*>(args);

        QL_REQUIRE(moreArgs != nullptr, "wrong argument type");

        moreArgs->minmax = minmax_;

    }

    void ContinuousFixedLookbackOption::arguments::validate() const {

        OneAssetOption::arguments::validate();

        QL_REQUIRE(minmax != Null<Real>(), "null prior extremum");

        QL_REQUIRE(minmax >= 0.0, "nonnegative prior extremum required: "

                   << minmax << " not allowed");

    }

    ContinuousPartialFloatingLookbackOption::ContinuousPartialFloatingLookbackOption(

        Real minmax,

        Real lambda,

        Date lookbackPeriodEnd,

        const ext::shared_ptr<TypePayoff>& payoff,

        const ext::shared_ptr<Exercise>& exercise)

    : ContinuousFloatingLookbackOption(minmax, payoff, exercise),

      lambda_(lambda),

      lookbackPeriodEnd_(lookbackPeriodEnd) {}

Unexecuted instantiation: QuantLib::ContinuousPartialFloatingLookbackOption::ContinuousPartialFloatingLookbackOption(double, double, QuantLib::Date, boost::shared_ptr<QuantLib::TypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

Unexecuted instantiation: QuantLib::ContinuousPartialFloatingLookbackOption::ContinuousPartialFloatingLookbackOption(double, double, QuantLib::Date, boost::shared_ptr<QuantLib::TypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

    void ContinuousPartialFloatingLookbackOption::setupArguments(

                                       PricingEngine::arguments* args) const {

        ContinuousFloatingLookbackOption::setupArguments(args);

        auto* moreArgs = dynamic_cast<ContinuousPartialFloatingLookbackOption::arguments*>(args);

        QL_REQUIRE(moreArgs != nullptr, "wrong argument type");

        moreArgs->lambda = lambda_;

        moreArgs->lookbackPeriodEnd = lookbackPeriodEnd_;

    }

    void ContinuousPartialFloatingLookbackOption::arguments::validate() const {

        ContinuousFloatingLookbackOption::arguments::validate();

        ext::shared_ptr<EuropeanExercise> europeanExercise =

            ext::dynamic_pointer_cast<EuropeanExercise>(exercise);

        QL_REQUIRE(lookbackPeriodEnd <= europeanExercise->lastDate(), 

            "lookback start date must be earlier than exercise date");

        ext::shared_ptr<FloatingTypePayoff> floatingTypePayoff =

            ext::dynamic_pointer_cast<FloatingTypePayoff>(payoff);

        if (floatingTypePayoff->optionType() == Option::Call) {

            QL_REQUIRE(lambda >= 1.0,

                       "lambda should be greater than or equal to 1 for calls");

        }

        if (floatingTypePayoff->optionType() == Option::Put) {

            QL_REQUIRE(lambda <= 1.0,

                       "lambda should be smaller than or equal to 1 for puts");

        }

    }

    ContinuousPartialFixedLookbackOption::ContinuousPartialFixedLookbackOption(

        Date lookbackPeriodStart,

        const ext::shared_ptr<StrikedTypePayoff>& payoff,

        const ext::shared_ptr<Exercise>& exercise)

    : ContinuousFixedLookbackOption(0, payoff, exercise),

      lookbackPeriodStart_(lookbackPeriodStart) {}

Unexecuted instantiation: QuantLib::ContinuousPartialFixedLookbackOption::ContinuousPartialFixedLookbackOption(QuantLib::Date, boost::shared_ptr<QuantLib::StrikedTypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

Unexecuted instantiation: QuantLib::ContinuousPartialFixedLookbackOption::ContinuousPartialFixedLookbackOption(QuantLib::Date, boost::shared_ptr<QuantLib::StrikedTypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)

    void ContinuousPartialFixedLookbackOption::setupArguments(

                                       PricingEngine::arguments* args) const {

        ContinuousFixedLookbackOption::setupArguments(args);

        auto* moreArgs = dynamic_cast<ContinuousPartialFixedLookbackOption::arguments*>(args);

        QL_REQUIRE(moreArgs != nullptr, "wrong argument type");

        moreArgs->lookbackPeriodStart = lookbackPeriodStart_;

    }

    void ContinuousPartialFixedLookbackOption::arguments::validate() const {

        ContinuousFixedLookbackOption::arguments::validate();

        ext::shared_ptr<EuropeanExercise> europeanExercise =

            ext::dynamic_pointer_cast<EuropeanExercise>(exercise);

        QL_REQUIRE(lookbackPeriodStart <= europeanExercise->lastDate(), 

            "lookback start date must be earlier than exercise date");

    }

}