package net.finmath.montecarlo.interestrate.products.components;

import java.util.Set;

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

/**
 * Base class for a period. A period has references to the index (coupon) and the notional.
 * It provides the fixing date for the index, the period length, and the payment date.
 * 
 * @author Christian Fries
 * @version 1.1
 */
public abstract class AbstractPeriod extends AbstractProductComponent {

	private static final long serialVersionUID = 8035860121112226049L;

	private final double periodStart;
	private final double periodEnd;
	private final double fixingDate;
	private final double paymentDate;

	private final AbstractNotional				notional;
	private final AbstractProductComponent		index;
	private final double						daycountFraction;

	public abstract RandomVariableInterface getValue(double evaluationTime, LIBORModelMonteCarloSimulationInterface model) throws CalculationException;

	public abstract RandomVariableInterface getCoupon(LIBORModelMonteCarloSimulationInterface model) throws CalculationException;

	/**
	 * Initialize basic properties of the period.
	 * 
	 * @param periodStart The period start.
	 * @param periodEnd The period end.
	 * @param fixingDate The fixing date (as double).
	 * @param paymentDate The payment date (as double).
	 * @param notional The notional object relevant for this period.
	 * @param index The index (used for coupon calculation) associated with this period.
	 * @param daycountFraction The daycount fraction (coupon = index(fixingDate) * daycountFraction).
	 */
	public AbstractPeriod(double periodStart, double periodEnd,
			double fixingDate, double paymentDate, AbstractNotional notional,
			AbstractProductComponent index, double daycountFraction) {
		super();
		this.periodStart = periodStart;
		this.periodEnd = periodEnd;
		this.fixingDate = fixingDate;
		this.paymentDate = paymentDate;
		this.notional = notional;
		this.index = index;
		this.daycountFraction = daycountFraction;
	}

	/**
	 * Initialize basic properties of the period using the idealized
	 * daycount faction periodEnd-periodStart.
	 * 
	 * @param periodStart The period start.
	 * @param periodEnd The period end.
	 * @param fixingDate The fixing date (as double).
	 * @param paymentDate The payment date (as double).
	 * @param notional The notional object relevant for this period.
	 * @param index The index (coupon) associated with this period.
	 */
	public AbstractPeriod(double periodStart, double periodEnd,
			double fixingDate, double paymentDate, AbstractNotional notional,
			AbstractProductComponent index) {
		this(periodStart, periodEnd, fixingDate, paymentDate, notional, index, periodEnd - periodStart);
	}

	@Override
	public String getCurrency() {
		return notional.getCurrency();
	}

	/**
	 * @return the period start
	 */
	public double getPeriodStart() {
		return periodStart;
	}

	/**
	 * @return the period end
	 */
	public double getPeriodEnd() {
		return periodEnd;
	}

	/**
	 * @return the fixing date
	 */
	public double getFixingDate() {
		return fixingDate;
	}

	/**
	 * @return the payment date
	 */
	public double getPaymentDate() {
		return paymentDate;
	}

	/**
	 * @return the notional associated with this period.
	 */
	public AbstractNotional getNotional() {
		return notional;
	}

	/**
	 * @return the index associated with this period.
	 */
	public AbstractProductComponent getIndex() {
		return index;
	}

	/**
	 * @return the daycount fraction used in this period.
	 */
	public double getDaycountFraction() {
		return daycountFraction;
	}    

	@Override
	public Set queryUnderlyings() {
		return getIndex().queryUnderlyings();
	}

	@Override
	public String toString() {
		return "AbstractPeriod [periodStart=" + periodStart + ", periodEnd="
				+ periodEnd + ", fixingDate=" + fixingDate + ", paymentDate="
				+ paymentDate + ", notional=" + notional + ", index=" + index
				+ ", daycountFraction=" + daycountFraction + "]";
	}    
}