/*
 * (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: email@christian-fries.de.
 *
 * Created on 20.05.2005
 */
package net.finmath.marketdata.model.curves;

import java.io.Serializable;
import java.util.Calendar;

import net.finmath.marketdata.model.AnalyticModelInterface;

/**
 * A discount curve derived from other discount curves
 * by multiplying the discount factors.
 * 
 * @author Christian Fries
 */
public class DiscountCurveFromProductOfCurves extends AbstractCurve implements Serializable, DiscountCurveInterface {
	
	private static final long serialVersionUID = 8850409340966149755L;

	private DiscountCurveInterface[] curves;

	/**
     * Create a discount curve using one or more curves.
     * 
	 * @param name The name of this curve.
	 * @param referenceDate The reference date of this curve.
     * @param curves Argument list or array of curves.
     */
    public DiscountCurveFromProductOfCurves(String name, Calendar referenceDate, DiscountCurveInterface... curves) {
    	super(name, referenceDate);

    	this.curves = curves;
    }

	@Override
	public double getDiscountFactor(double maturity) {
		return getDiscountFactor(null, maturity);
	}

	@Override
	public double getDiscountFactor(AnalyticModelInterface model, double maturity) {
		double discountFactor = 1.0;

		for(DiscountCurveInterface curve : curves) discountFactor *= curve.getDiscountFactor(model, maturity);
		
		return discountFactor;
	}

	@Override
	public double getValue(AnalyticModelInterface model, double time) {
		return getDiscountFactor(model, time);
	}


	@Override
	public double[] getParameter() {
		return null;
	}

	@Override
	public void setParameter(double[] parameter) {
	}


	/* (non-Javadoc)
	 * @see net.finmath.marketdata.model.curves.CurveInterface#getCloneBuilder()
	 */
	@Override
	public CurveBuilderInterface getCloneBuilder()
			throws CloneNotSupportedException {
		// TODO Auto-generated method stub
		return null;
	}
}