/**
 * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.model.option.pricing.tree;

import com.google.common.primitives.Doubles;
import com.opengamma.util.ArgumentChecker;

/**
 *  The payoff of European exchange-one-asset-for-another option is max(Q1 * S1 - Q2 * S2, 0) at expiration, 
 *  where Q1 is the quantity of asset S1 and Q2 is the quantity of asset S2.
 */
public class EuropeanExchangeOptionFunctionProvider extends OptionFunctionProvider2D {
  private double _quantity1;
  private double _quantity2;

  /**
   * @param timeToExpiry Time to expiry
   * @param steps Number of steps
   * @param quantity1 Quantity of asset 1
   * @param quantity2 Quantity of asset 2
   */
  public EuropeanExchangeOptionFunctionProvider(final double timeToExpiry, final int steps, final double quantity1, final double quantity2) {
    super(0., timeToExpiry, steps, true);
    ArgumentChecker.isTrue(quantity1 > 0., "quantity1 should be positive");
    ArgumentChecker.isTrue(Doubles.isFinite(quantity1), "quantity1 should be finite");
    ArgumentChecker.isTrue(quantity2 > 0., "quantity2 should be positive");
    ArgumentChecker.isTrue(Doubles.isFinite(quantity2), "quantity2 should be finite");

    _quantity1 = quantity1;
    _quantity2 = quantity2;
  }

  @Override
  public double[][] getPayoffAtExpiry(final double assetPrice1, final double assetPrice2, final double upOverDown1, final double upOverDown2) {
    final int nStepsP = getNumberOfSteps() + 1;

    final double[][] values = new double[nStepsP][nStepsP];
    double priceTmp1 = assetPrice1;
    for (int i = 0; i < nStepsP; ++i) {
      double priceTmp2 = assetPrice2;
      for (int j = 0; j < nStepsP; ++j) {
        values[i][j] = Math.max(_quantity1 * priceTmp1 - _quantity2 * priceTmp2, 0.);
        priceTmp2 *= upOverDown2;
      }
      priceTmp1 *= upOverDown1;
    }
    return values;
  }

  public double[][] getPayoffAtExpiryTrinomial(final double assetPrice1, final double assetPrice2, final double middleOverDown1, final double middleOverDown2) {
    final int nNodes = 2 * getNumberOfSteps() + 1;

    final double[][] values = new double[nNodes][nNodes];
    double priceTmp1 = assetPrice1;
    for (int i = 0; i < nNodes; ++i) {
      double priceTmp2 = assetPrice2;
      for (int j = 0; j < nNodes; ++j) {
        values[i][j] = Math.max(_quantity1 * priceTmp1 - _quantity2 * priceTmp2, 0.);
        priceTmp2 *= middleOverDown2;
      }
      priceTmp1 *= middleOverDown1;
    }
    return values;
  }

  @Override
  public double getSign() {
    throw new IllegalArgumentException("Call/put is not relevant for this option");
  }

  @Override
  public double getStrike() {
    throw new IllegalArgumentException("Strike is not relavant for this option");
  }

  /**
   * Access quantity of asset 1
   * @return _quantity1
   */
  public double getQuantity1() {
    return _quantity1;
  }

  /**
   * Access quantity of asset 2
   * @return _quantity2
   */
  public double getQuantity2() {
    return _quantity2;
  }

  @Override
  public int hashCode() {
    final int prime = 31;
    int result = super.hashCode();
    long temp;
    temp = Double.doubleToLongBits(_quantity1);
    result = prime * result + (int) (temp ^ (temp >>> 32));
    temp = Double.doubleToLongBits(_quantity2);
    result = prime * result + (int) (temp ^ (temp >>> 32));
    return result;
  }

  @Override
  public boolean equals(Object obj) {
    if (this == obj) {
      return true;
    }
    if (!super.equals(obj)) {
      return false;
    }
    if (!(obj instanceof EuropeanExchangeOptionFunctionProvider)) {
      return false;
    }
    EuropeanExchangeOptionFunctionProvider other = (EuropeanExchangeOptionFunctionProvider) obj;
    if (Double.doubleToLongBits(_quantity1) != Double.doubleToLongBits(other._quantity1)) {
      return false;
    }
    if (Double.doubleToLongBits(_quantity2) != Double.doubleToLongBits(other._quantity2)) {
      return false;
    }
    return true;
  }

}