/*
 * Created on 03.09.2006
 *
 * (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 product index being index1(t) * index2(t)
 * 
 * @author Christian Fries
 */
public class ProductIndex extends AbstractIndex {

	private static final long serialVersionUID = -8181742829635380940L;

	private AbstractProductComponent index1;
	private AbstractProductComponent index2;

	/**
	 * Create a performance index being numeratorIndex(t) / denominatorIndex(t)
	 * 
	 * @param index1 First index.
	 * @param index2 Second index.
	 */
	public ProductIndex(AbstractIndex index1, AbstractIndex index2) {
		super();
		this.index1	= index1;
		this.index2	= index2;
	}

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

	@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;
	}
}