/*
 Copyright (C) 2008 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.
 */

package org.jquantlib.termstructures.yieldcurves;

import java.util.List;

import org.jquantlib.math.interpolations.Interpolation;
import org.jquantlib.math.interpolations.Interpolation.Interpolator;
import org.jquantlib.termstructures.RateHelper;
import org.jquantlib.termstructures.YieldTermStructure;
import org.jquantlib.time.Date;
import org.jquantlib.util.Pair;

/**
 * This interface represent a family of piecewise curves.
 *
 * @see PiecewiseYieldCurve
 * @see PiecewiseDefaultCurve
 * @see PiecewiseYoYInflationCurve
 * @see PiecewiseZeroInflationCurve
 *
 * @author Richard Gomes
 */
public interface PiecewiseCurve extends YieldTermStructure {

    @Override
    public Date maxDate() /* @ReadOnly */;
    public RateHelper[] instruments() /* @ReadOnly */;
    public Date[] dates() /* @ReadOnly */;
    public/* @Time */ double[] times() /* @ReadOnly */;
    public double accuracy() /* @ReadOnly */;

    public Date[] jumpDates() /* @ReadOnly */;
    public/* @Time */ double[] jumpTimes() /* @ReadOnly */;
    
    public List> nodes() /* @ReadOnly */;
    public double[] data();

    public Traits traits() /* @ReadOnly */;

    public Interpolator                         interpolator() /* @ReadOnly */;
    public Interpolation                        interpolation() /* @ReadOnly */;
    public void                                 setInterpolation(final Interpolation interpolation);


    //FIXME:: remove these methods. SEE: http://bugs.jquantlib.org/view.php?id=464
    // Ideally, we should employ Array which could mimick closer std::vector (which is a dynamic array).
    // Doing so, we would not be obliged to overwrite an existing
    // data structure, but we could simply rezise it and add more data.
    // Then these 3 methods below could be removed.
    // The same issue happens in Traits.Curve
    public void setDates (final Date[] dates);
    public void setTimes (/*@Time*/ double[] times);
    public void setData (final double[] data);

}