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

import java.util.ArrayList;
import java.util.HashSet;
import java.util.Map;
import java.util.Set;

import com.opengamma.analytics.financial.equity.EqyOptBjerksundStenslandGreekCalculator;
import com.opengamma.analytics.financial.equity.StaticReplicationDataBundle;
import com.opengamma.analytics.financial.equity.option.EquityOption;
import com.opengamma.analytics.financial.greeks.Greek;
import com.opengamma.analytics.financial.greeks.GreekResultCollection;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.engine.ComputationTarget;
import com.opengamma.engine.ComputationTargetSpecification;
import com.opengamma.engine.function.FunctionCompilationContext;
import com.opengamma.engine.function.FunctionInputs;
import com.opengamma.engine.value.ComputedValue;
import com.opengamma.engine.value.ValueProperties;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;

/**
* Produces the basic Greeks for the American Analytic model. <p>
* See {@link ListedEquityOptionBjerksundStenslandFunction}
*/
public class ListedEquityOptionBjerksundStenslandGreeksFunction extends ListedEquityOptionBjerksundStenslandFunction {

  /** Value requirement names */
  private static final String[] GREEK_NAMES = new String[] {
    ValueRequirementNames.DELTA,
    ValueRequirementNames.DUAL_DELTA,
    ValueRequirementNames.RHO,
    ValueRequirementNames.CARRY_RHO,
    ValueRequirementNames.VEGA,
    ValueRequirementNames.THETA,
    ValueRequirementNames.GAMMA
  };
  /** Equivalent greeks */
  private static final Greek[] GREEKS = new Greek[] {
    Greek.DELTA,
    Greek.DUAL_DELTA,
    Greek.RHO,
    Greek.CARRY_RHO,
    Greek.VEGA,
    Greek.THETA,
    Greek.GAMMA
  };

  /**
   * Default constructor
   */
  public ListedEquityOptionBjerksundStenslandGreeksFunction() {
    super(GREEK_NAMES);
  }
  
  @Override
  protected Set<ComputedValue> computeValues(final InstrumentDerivative derivative, final StaticReplicationDataBundle market, final FunctionInputs inputs,
      final Set<ValueRequirement> desiredValues, final ComputationTargetSpecification targetSpec, final ValueProperties resultProperties) {
    GreekResultCollection greeks;
    if (derivative instanceof EquityOption) {
      final EquityOption option = (EquityOption) derivative;
      
      final  Set<ComputedValue> obj = (new EquityOptionBjerksundStenslandImpliedVolFunction()).computeValues(derivative, market, inputs, desiredValues, targetSpec, resultProperties);
      ArrayList<ComputedValue> nameList =  new ArrayList<>(obj);
      ComputedValue value =   nameList.get(0);
      Double impliedVol = (Double) value.getValue();
      greeks = EqyOptBjerksundStenslandGreekCalculator.getInstance().getGreeksDirectEquityOption(option, market, impliedVol);
    } else {
      greeks = derivative.accept(EqyOptBjerksundStenslandGreekCalculator.getInstance(), market);
    }
    final Set<ComputedValue> result = new HashSet<>();
    for (int i = 0; i < GREEKS.length; i++) {
      final ValueSpecification spec = new ValueSpecification(GREEK_NAMES[i], targetSpec, resultProperties);
      final double greek = greeks.get(GREEKS[i]);
      result.add(new ComputedValue(spec, greek));
    }
    return result;
  }

  @Override
  public Set<ValueSpecification> getResults(final FunctionCompilationContext context, final ComputationTarget target, final Map<ValueSpecification, ValueRequirement> inputs) {
    final Set<ValueSpecification> resultsWithCcy = super.getResults(context, target, inputs);
    return getResultsWithoutCurrency(resultsWithCcy);
  }
}