/*
Copyright (C)
2008 Praneet Tiwari
2009 Ueli Hofstetter

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.
 */
package org.jquantlib.model.shortrate;

import java.util.List;

import org.jquantlib.QL;
import org.jquantlib.math.matrixutilities.Array;
import org.jquantlib.math.matrixutilities.Matrix;
import org.jquantlib.math.matrixutilities.PseudoSqrt;
import org.jquantlib.math.matrixutilities.PseudoSqrt.SalvagingAlgorithm;
import org.jquantlib.processes.StochasticProcess;
import org.jquantlib.processes.StochasticProcess1D;
import org.jquantlib.time.Date;

/**
 *
 * @author Praneet Tiwari
 */
// TODO: code review :: please verify against QL/C++ code
// TODO: code review :: license, class comments, comments for access modifiers, comments for @Override
public class StochasticProcessArray extends StochasticProcess {

    private static final String no_process_given = "no process given";
    private static final String mismatch_processnumber_sizecorrelationmatrix =  "mismatch between number of processes and size of correlation matrix";

    protected List processes_;
    protected Matrix sqrtCorrelation_;

    public StochasticProcessArray(final List processes, final Matrix correlation) {

        if (System.getProperty("EXPERIMENTAL") == null)
            throw new UnsupportedOperationException("Work in progress");

        QL.require(!processes.isEmpty() , no_process_given); // TODO: message
        QL.require(correlation.rows() == processes.size() , mismatch_processnumber_sizecorrelationmatrix); // TODO: message

        this.processes_ = processes;
        this.sqrtCorrelation_ = PseudoSqrt.pseudoSqrt(correlation, SalvagingAlgorithm.Spectral);
        for (int i=0; i