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

/*
 Copyright (C) 2006 Mark Joshi

 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
 <http://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.
*/


#ifndef quantlib_callspecified_multiproduct_hpp
#define quantlib_callspecified_multiproduct_hpp

#include <ql/models/marketmodels/evolutiondescription.hpp>
#include <ql/models/marketmodels/multiproduct.hpp>
#include <ql/methods/montecarlo/exercisestrategy.hpp>
#include <ql/utilities/clone.hpp>
#include <valarray>

namespace QuantLib {

    class CallSpecifiedMultiProduct : public MarketModelMultiProduct {
     public:
        CallSpecifiedMultiProduct(
                             const Clone<MarketModelMultiProduct>& underlying,
                             const Clone<ExerciseStrategy<CurveState> >&,
                             const Clone<MarketModelMultiProduct>& rebate
                                          = Clone<MarketModelMultiProduct>());
        //! \name MarketModelMultiProduct interface
        //@{
        std::vector<Size> suggestedNumeraires() const;
        const EvolutionDescription& evolution() const;
        std::vector<Time> possibleCashFlowTimes() const;
        Size numberOfProducts() const;
        Size maxNumberOfCashFlowsPerProductPerStep() const;
        void reset();
        bool nextTimeStep(
                    const CurveState& currentState,
                    std::vector<Size>& numberCashFlowsThisStep,
                    std::vector<std::vector<CashFlow> >& cashFlowsGenerated);
        std::auto_ptr<MarketModelMultiProduct> clone() const;
        //@}
        const MarketModelMultiProduct& underlying() const;
        const ExerciseStrategy<CurveState>& strategy() const;
        const MarketModelMultiProduct& rebate() const;
        void enableCallability();
        void disableCallability();
      private:
        Clone<MarketModelMultiProduct> underlying_;
        Clone<ExerciseStrategy<CurveState> > strategy_;
        Clone<MarketModelMultiProduct> rebate_;
        EvolutionDescription evolution_;
        std::vector<std::valarray<bool> > isPresent_;
        std::vector<Time> cashFlowTimes_;
        Size rebateOffset_;
        bool wasCalled_;
        std::vector<Size> dummyCashFlowsThisStep_;
        std::vector<std::vector<CashFlow> > dummyCashFlowsGenerated_;
        Size currentIndex_;
        bool callable_;
    };

}

#endif
