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

/*
 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
 Copyright (C) 2003 Ferdinando Ametrano
 Copyright (C) 2006 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 exercise.hpp
    \brief Option exercise classes and payoff function
*/

#ifndef quantlib_exercise_type_h
#define quantlib_exercise_type_h

#include <ql/time/date.hpp>
#include <vector>

namespace QuantLib {

    //! Base exercise class
    class Exercise {
      public:
        enum Type {
            American, Bermudan, European
        };
        // constructor
        explicit Exercise(Type type) : type_(type) {}
        virtual ~Exercise() = default;
        // inspectors
        Type type() const { return type_; }
        Date date(Size index) const { return dates_[index]; }
        Date dateAt(Size index) const { return dates_.at(index); }
        //! Returns all exercise dates
        const std::vector<Date>& dates() const { return dates_; }
        Date lastDate() const;
      protected:
        std::vector<Date> dates_;
        Type type_;
    };

    //! Early-exercise base class
    /*! The payoff can be at exercise (the default) or at expiry */
    class EarlyExercise : public Exercise {
      public:
        EarlyExercise(Type type,
                      bool payoffAtExpiry = false)
        : Exercise(type), payoffAtExpiry_(payoffAtExpiry) {}
        bool payoffAtExpiry() const { return payoffAtExpiry_; }
      private:
        bool payoffAtExpiry_;
    };

    //! American exercise
    /*! An American option can be exercised at any time between two
        predefined dates; the first date might be omitted, in which
        case the option can be exercised at any time before the expiry.
    */
    class AmericanExercise : public EarlyExercise {
      public:
        AmericanExercise(const Date& earliestDate,
                         const Date& latestDate,
                         bool payoffAtExpiry = false);
        AmericanExercise(const Date& latestDate,
                         bool payoffAtExpiry = false);
    };

    //! Bermudan exercise
    /*! A Bermudan option can only be exercised at a set of fixed dates.
    */
    class BermudanExercise : public EarlyExercise {
      public:
        BermudanExercise(const std::vector<Date>& dates,
                         bool payoffAtExpiry = false);
    };

    //! European exercise
    /*! A European option can only be exercised at one (expiry) date.
    */
    class EuropeanExercise : public Exercise {
      public:
        EuropeanExercise(const Date& date);
    };

}


#endif
