/*
 * Created on 06.12.2009
 *
 * (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: email@christian-fries.de.
 */
package net.finmath.montecarlo.interestrate.products.indices;

import java.util.Set;

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

/**
 * A linear combination index paying scaling1 * index1(t) + scaling2 * index2(t)
 * 
 * @author Christian Fries
 */
public class LinearCombinationIndex extends AbstractIndex {

	private static final long serialVersionUID = -8181742829635380940L;

	private AbstractProductComponent index1;
	private AbstractProductComponent index2;
	private double scaling1;
	private double scaling2;

    /**
     * Create a linear combination index paying scaling1 * index1(t) + scaling2 * index2(t)
     * 
     * @param scaling1 Scaling for first index.
     * @param index1 First index.
     * @param scaling2 Scaling for second index.
     * @param index2 Second index.
     */
    public LinearCombinationIndex(double scaling1, AbstractProductComponent index1, double scaling2, AbstractProductComponent index2) {
		super();
		this.scaling1	= scaling1;
		this.index1		= index1;
		this.scaling2	= scaling2;
		this.index2		= index2;
	}

    @Override
    public RandomVariableInterface getValue(double evaluationTime, LIBORModelMonteCarloSimulationInterface model) throws CalculationException {
    	return index1.getValue(evaluationTime, model).mult(scaling1)
    			.addProduct(index2.getValue(evaluationTime, model),scaling2);
    }

	/**
	 * Returns the index 1.
	 * 
	 * @return the index 1.
	 */
	public AbstractProductComponent getIndex1() {
		return index1;
	}

	/**
	 * Returns the index 2.
	 * 
	 * @return the index 2
	 */
	public AbstractProductComponent getIndex2() {
		return index2;
	}

	/**
	 * Returns the scaling 1.
	 * 
	 * @return the scaling 1
	 */
	public double getScaling1() {
		return scaling1;
	}

	/**
	 * Returns the scaling 2.
	 * 
	 * @return the scaling 2
	 */
	public double getScaling2() {
		return scaling2;
	}

	@Override
	public Set queryUnderlyings() {
		Set underlyingNames			= index1.queryUnderlyings();
		Set	underlyingNames2		= index2.queryUnderlyings();
		if(underlyingNames2 != null) {
			if(underlyingNames != null)	underlyingNames.addAll(underlyingNames2);
			else						underlyingNames = underlyingNames2;
		}
		return underlyingNames;
	}

	@Override
	public String toString() {
		return "LinearCombinationIndex [index1=" + index1 + ", index2="
				+ index2 + ", scaling1=" + scaling1 + ", scaling2=" + scaling2
				+ ", toString()=" + super.toString() + "]";
	}
}