/*
 * (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: email@christian-fries.de.
 *
 * Created on 15.02.2004
 */
package net.finmath.montecarlo.interestrate.products;

import java.util.Arrays;

import net.finmath.exception.CalculationException;
import net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationInterface;
import net.finmath.stochastic.RandomVariableInterface;

/**
 * Implements the valuation of a swap under a LIBORModelMonteCarloSimulationInterface
 * 
 * @author Christian Fries
 * @version 1.2
 */
public class SimpleSwap extends AbstractLIBORMonteCarloProduct {
	private double[] fixingDates;	// Vector of fixing dates
	private double[] paymentDates;	// Vector of payment dates (same length as fixing dates)
	private double[] swaprates;		// Vector of strikes

	/**
	 * Create a swap.
	 * 
	 * @param fixingDates Vector of fixing dates
	 * @param paymentDates Vector of payment dates (must have same length as fixing dates)
	 * @param swaprates Vector of strikes (must have same length as fixing dates)
	 */
	public SimpleSwap(
			double[] fixingDates,
			double[] paymentDates,
			double[] swaprates) {
		super();
		this.fixingDates = fixingDates;
		this.paymentDates = paymentDates;
		this.swaprates = swaprates;
	}

	/**
	 * This method returns the value random variable of the product within the specified model, evaluated at a given evalutationTime.
	 * Note: For a lattice this is often the value conditional to evalutationTime, for a Monte-Carlo simulation this is the (sum of) value discounted to evaluation time.
	 * Cashflows prior evaluationTime are not considered.
	 * 
	 * @param evaluationTime The time on which this products value should be observed.
	 * @param model The model used to price the product.
	 * @return The random variable representing the value of the product discounted to evaluation time
	 * @throws net.finmath.exception.CalculationException Thrown if the valuation fails, specific cause may be available via the cause() method. 
	 */
	@Override
	public RandomVariableInterface getValue(double evaluationTime, LIBORModelMonteCarloSimulationInterface model) throws CalculationException {
		RandomVariableInterface values						= model.getRandomVariableForConstant(0.0);

		for(int period=0; period