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

/*

 Copyright (C) 2007 Ferdinando Ametrano

 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 volcube.hpp

    \brief Interest rate (optionlet/swaption) volatility cube

*/

#ifndef quantlib_volatility_cube_h

#define quantlib_volatility_cube_h

#include <ql/handle.hpp>

#include <ql/shared_ptr.hpp>

#include <vector>

namespace QuantLib {

    class Period;

    class AbcdAtmVolCurve;

    class InterestRateVolSurface;

    class InterestRateIndex;

    class VolatilityCube {

      public:

        VolatilityCube(std::vector<Handle<InterestRateVolSurface> >,

                       std::vector<Handle<AbcdAtmVolCurve> >);

        const Period& minIndexTenor() const;

        const Period& maxIndexTenor() const;

        const std::vector<Handle<InterestRateVolSurface> >& surfaces() const;

        const std::vector<Handle<AbcdAtmVolCurve> >& curves() const;

      protected:

        std::vector<Handle<InterestRateVolSurface> > surfaces_;

        std::vector<Handle<AbcdAtmVolCurve> > curves_;

    };

    // inline

    inline const std::vector<Handle<InterestRateVolSurface> >&

    VolatilityCube::surfaces() const {

        return surfaces_;

    }

    inline const std::vector<Handle<AbcdAtmVolCurve> >&

    VolatilityCube::curves() const {

        return curves_;

    }

}

#endif