/*
 Copyright (C) 2007 Richard Gomes

 This source code is release under the BSD License.

 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the JQuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */

/*
 Copyright (C) 2003 Ferdinando Ametrano
 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
 Copyright (C) 2006 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

package org.jquantlib.exercise;

import java.util.Arrays;
import java.util.List;

import org.jquantlib.QL;
import org.jquantlib.lang.annotation.QualityAssurance;
import org.jquantlib.lang.annotation.QualityAssurance.Quality;
import org.jquantlib.lang.annotation.QualityAssurance.Version;
import org.jquantlib.time.Date;

/**
 * A Bermudan option can only be exercised at a set of fixed dates.
 *
 * @author Richard Gomes
 */
@QualityAssurance(quality = Quality.Q3_DOCUMENTATION, version = Version.V097, reviewers = { "Richard Gomes" })
public class BermudanExercise extends EarlyExercise {

	/**
	 * Constructs a BermudanExercise with a list of exercise dates and the default payoff
	 *
	 * @note In the very special case when the list of dates contains only one date, the BermudanExercise behaves
	 * like an EuropeanExercise.
	 *
	 * @note When there's a single expiry date, this constructor assumes that there will be no payoff at expiry date.
	 * If this is not the desired behavior, use {@link BermudanExercise#BermudanExercise(List, boolean)} instead.
	 *
	 * @param dates is a list of exercise dates. If the list contains only one date, a BermundanExercise behaves like an EuropeanExercise.
	 * @throws IllegalArgumentException if the list is null or empty
	 *
	 * @see EuropeanExercise
	 * @see BermudanExercise#BermudanExercise(List, boolean)
	 */
	public BermudanExercise(final Date[] dates) {
		this(dates, false);
	}


	/**
	 * Constructs a BermudanExercise with a list of exercise dates and the default payoff
	 *
	 * @note In the very special case when the list of dates contains only one date, the BermudanExercise behaves
	 * like an EuropeanExercise.
	 *
	 * @param dates is a list of exercise dates. If the list contains only one date, a BermundanExercise behaves like an EuropeanExercise.
	 * @param payoffAtExpiry is true if payoffs are expected to happen on exercise dates
	 * @throws IllegalArgumentException if the list is null or empty
	 *
	 * @see EuropeanExercise
	 */
	public BermudanExercise(final Date[] dates, final boolean payoffAtExpiry) {
		super(Exercise.Type.Bermudan, payoffAtExpiry);
		QL.require(dates!=null && dates.length>0 , "empty exercise dates");  // TODO: message
		if (dates.length==1) {
			super.type = Exercise.Type.European;
			super.payoffAtExpiry = false;
		}
		for (final Date date : dates) {
            super.dates.add(date);
        }
		Arrays.sort(dates);
	}

}