/*
 * (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: email@christianfries.com.
 *
 * Created on 28.02.2015
 */

package net.finmath.montecarlo.interestrate.products;

import java.util.ArrayList;
import java.util.Collection;

import net.finmath.exception.CalculationException;
import net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationInterface;
import net.finmath.montecarlo.interestrate.products.components.AbstractNotional;
import net.finmath.montecarlo.interestrate.products.components.AbstractProductComponent;
import net.finmath.montecarlo.interestrate.products.components.Period;
import net.finmath.montecarlo.interestrate.products.components.ProductCollection;
import net.finmath.montecarlo.interestrate.products.indices.AbstractIndex;
import net.finmath.montecarlo.interestrate.products.indices.FixedCoupon;
import net.finmath.montecarlo.interestrate.products.indices.LinearCombinationIndex;
import net.finmath.stochastic.RandomVariableInterface;
import net.finmath.time.ScheduleInterface;

/**
 * @author Christian Fries
 *
 */
public class SwapLeg extends AbstractLIBORMonteCarloProduct {

	private final ScheduleInterface				legSchedule;
	private final AbstractNotional				notional;
	private final AbstractIndex					index;
	private final double						spread;
	private boolean								isNotionalExchanged;

	private final ProductCollection				components;
	
	/**
	 * Creates a swap leg. The swap leg is build from elementary components
	 * 
	 * @param legSchedule Schedule of the leg.
     * @param notional The notional.
     * @param index The index.
	 * @param spread Fixed spread on the forward or fix rate.
	 * @param isNotionalExchanged If true, the leg will pay notional at the beginning of the swap and receive notional at the end of the swap.
     */
    public SwapLeg(ScheduleInterface legSchedule, AbstractNotional notional, AbstractIndex index, double spread, boolean isNotionalExchanged) {
	    super();
	    this.legSchedule = legSchedule;
	    this.notional = notional;
	    this.index = index;
	    this.spread = spread;
	    this.isNotionalExchanged = isNotionalExchanged;

		/*
		 * Create components.
		 * 
		 * The interesting part here is, that the creation of the components implicitly
		 * constitutes the (traditional) pricing algorithms (e.g., loop over all periods).
		 * Hence, the definition of the product is the definition of the pricing algorithm.
		 */
		Collection periods = new ArrayList();
		for(int periodIndex=0; periodIndex