text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2006 Mark Joshi
  
   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
   <quantlib-dev@lists.sf.net>. The license is also available online at
   <http://quantlib.org/license.shtml>.
  
   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.
  */
  
  #include <ql/models/marketmodels/callability/nothingexercisevalue.hpp>
  #include <ql/models/marketmodels/utilities.hpp>
  #include <ql/errors.hpp>
  
  namespace QuantLib {
  
      NothingExerciseValue::NothingExerciseValue(
                                                 const std::vector<Time>& rateTimes,
                                                 const std::valarray<bool>& isExerciseTime)
      : rateTimes_(rateTimes), isExerciseTime_(isExerciseTime),
        currentIndex_(0) {
  
          checkIncreasingTimes(rateTimes);
          QL_REQUIRE(rateTimes.size() >= 2,
                     "Rate times must contain at least two values");
          cf_.amount = 0.0;
          std::vector<Time> evolutionTimes(rateTimes_);
          evolutionTimes.pop_back();
          evolution_= EvolutionDescription(rateTimes_, evolutionTimes);
          if(isExerciseTime_.size()==0) {
              isExerciseTime_ = std::valarray<bool>(true,rateTimes.empty() ? 0 : rateTimes.size()-1);
          }
          else {
              QL_REQUIRE(isExerciseTime_.size() ==
                             (rateTimes.empty() ? 0 : rateTimes.size() - 1),
                         "isExerciseTime ("
                             << isExerciseTime_.size() << ") must "
                             << "have same size as rateTimes minus 1 ("
                             << (rateTimes.empty() ? 0 : rateTimes.size() - 1)
                             << ")");
          }
          numberOfExercises_ = 0;
          for(Size i=0;i<isExerciseTime_.size();i++)
              if(isExerciseTime_[i])
                  ++numberOfExercises_;
      }
  
      Size NothingExerciseValue::numberOfExercises() const {
          return numberOfExercises_;
      }
  
      const EvolutionDescription& NothingExerciseValue::evolution() const {
          return evolution_;
      }
  
      std::vector<Time> NothingExerciseValue::possibleCashFlowTimes() const {
          return rateTimes_;
      }
  
      void NothingExerciseValue::reset() {
          currentIndex_=0;
      }
  
      void NothingExerciseValue::nextStep(const CurveState&) {
          cf_.timeIndex = currentIndex_;
          ++currentIndex_;
      }
  
  
      std::valarray<bool> NothingExerciseValue::isExerciseTime() const {
          return isExerciseTime_;
      }
  
      MarketModelMultiProduct::CashFlow
      NothingExerciseValue::value(const CurveState&) const {
           return cf_;
      }
  
      std::unique_ptr<MarketModelExerciseValue>
      NothingExerciseValue::clone() const {
          return std::make_unique<NothingExerciseValue>(*this);
      }
  
  }
  