/*
 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, 2004 Ferdinando Ametrano
 Copyright (C) 2004, 2007 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.
 */

/*! \file asianoption.hpp
 \brief Asian option on a single asset
 */

package org.jquantlib.instruments;

import org.jquantlib.QL;
import org.jquantlib.exercise.Exercise;
import org.jquantlib.lang.reflect.ReflectConstants;
import org.jquantlib.pricingengines.GenericEngine;
import org.jquantlib.pricingengines.PricingEngine;

/**
 * Description of the terms and conditions of a discrete average out fixed strike option.
 *
 * @author 
 */
public class ContinuousAveragingAsianOption extends OneAssetOption {

    protected AverageType averageType;

    public ContinuousAveragingAsianOption(
            final AverageType averageType,
            final StrikedTypePayoff payoff,
            final Exercise exercise) {
        super(payoff, exercise);
        this.averageType = averageType;
    }

    @Override
    public void setupArguments(final PricingEngine.Arguments arguments) /* @ReadOnly */{
        super.setupArguments(arguments);
        QL.require(ContinuousAveragingAsianOption.Arguments.class.isAssignableFrom(arguments.getClass()), ReflectConstants.WRONG_ARGUMENT_TYPE); // QA:[RG]::verified
        final ContinuousAveragingAsianOption.ArgumentsImpl a = (ContinuousAveragingAsianOption.ArgumentsImpl) arguments;
        a.averageType = averageType;
    }


    //
    // public inner classes
    //

    public static class ArgumentsImpl extends OneAssetOption.ArgumentsImpl implements ContinuousAveragingAsianOption.Arguments {

        // TODO: refactor messages
        private static final String UNSPECIFIED_AVERAGE_TYPE = "unspecified average type";

        //
        // public fields
        //

        // FIXME: public fields here is a bad design technique :(
        public AverageType averageType;


        //
        // public constructors
        //

        public ArgumentsImpl() {
            super();
        }


        //
        // public methods
        //

        @Override
        public void validate() /*@ReadOnly*/{
            super.validate();
            QL.require(averageType!=null , UNSPECIFIED_AVERAGE_TYPE); // QA:[RG]::verified
        }

    }


    public static class ResultsImpl
            extends OneAssetOption.ResultsImpl
            implements ContinuousAveragingAsianOption.Results { /* marking interface */ }


    /**
     * Asian option on a single asset
     * 

     * Description of the terms and conditions of a continuous average out fixed strike option.
     *
     * @author 
     */
    static public abstract class EngineImpl
            extends GenericEngine
            implements ContinuousAveragingAsianOption.Results {

        /**
         * Extra arguments for single-asset continuous-average Asian option
         */
        protected EngineImpl() {
            super(new ArgumentsImpl(), new ResultsImpl());
        }

    }

}