/*
 * (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: email@christianfries.com.
 *
 * Created on 08.11.2014
 */

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.montecarlo.interestrate.products.indices.AbstractIndex;
import net.finmath.montecarlo.interestrate.products.indices.AnalyticModelIndex;
import net.finmath.stochastic.RandomVariableInterface;

/**
 * Implementation of a general accrual account.
 * 
 * This class is an improved version of the {@link net.finmath.montecarlo.interestrate.products.MoneyMarketAccount} except that it
 * allow the use of a general index for accrual and also supports past fixings.
 * 
 * @author Christian Fries
 *
 */
public class AccrualAccount extends AbstractProductComponent {

	private static final long serialVersionUID = 188297603697240319L;

	private AnalyticModelIndex	pastFixings		= null;
	private AbstractIndex		accrualIndex;
	private double				accrualPeriod;

	/**
	 * Create an accrual account.
	 * 
	 * @param currency The currency of this account.
	 * @param pastFixings An analytic model index which is used for past fixings, i.e., all calls to getValue with evaluationTime < 0 are delegated to this index.
	 * @param accrualIndex The accrual index.
	 * @param accrualPeriod The accrual period.
	 */
	public AccrualAccount(String currency, AnalyticModelIndex pastFixings, AbstractIndex accrualIndex, double accrualPeriod) {
		super(currency);
		this.pastFixings	= pastFixings;
		this.accrualIndex	= accrualIndex;
		this.accrualPeriod	= accrualPeriod;
	}

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

	@Override
	public RandomVariableInterface getValue(double evaluationTime, LIBORModelMonteCarloSimulationInterface model) throws CalculationException {
		if(evaluationTime <= 0) return pastFixings.getValue(evaluationTime, model);
		
		RandomVariableInterface value = pastFixings.getValue(0.0, model);
		
		// Loop over accrual periods
		for(double time=0.0; time