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.
  */
  
  
  #ifndef quantlib_callspecified_multiproduct_hpp
  #define quantlib_callspecified_multiproduct_hpp
  
  #include <ql/models/marketmodels/evolutiondescription.hpp>
  #include <ql/models/marketmodels/multiproduct.hpp>
  #include <ql/methods/montecarlo/exercisestrategy.hpp>
  #include <ql/utilities/clone.hpp>
  #include <valarray>
  
  namespace QuantLib {
  
      class CallSpecifiedMultiProduct : public MarketModelMultiProduct {
       public:
          CallSpecifiedMultiProduct(
                               const Clone<MarketModelMultiProduct>& underlying,
                               const Clone<ExerciseStrategy<CurveState> >&,
                               const Clone<MarketModelMultiProduct>& rebate
                                            = Clone<MarketModelMultiProduct>());
          //! \name MarketModelMultiProduct interface
          //@{
          std::vector<Size> suggestedNumeraires() const;
          const EvolutionDescription& evolution() const;
          std::vector<Time> possibleCashFlowTimes() const;
          Size numberOfProducts() const;
          Size maxNumberOfCashFlowsPerProductPerStep() const;
          void reset();
          bool nextTimeStep(
                      const CurveState& currentState,
                      std::vector<Size>& numberCashFlowsThisStep,
                      std::vector<std::vector<CashFlow> >& cashFlowsGenerated);
          #if defined(QL_USE_STD_UNIQUE_PTR)
          std::unique_ptr<MarketModelMultiProduct> clone() const;
          #else
          std::auto_ptr<MarketModelMultiProduct> clone() const;
          #endif
          //@}
          const MarketModelMultiProduct& underlying() const;
          const ExerciseStrategy<CurveState>& strategy() const;
          const MarketModelMultiProduct& rebate() const;
          void enableCallability();
          void disableCallability();
        private:
          Clone<MarketModelMultiProduct> underlying_;
          Clone<ExerciseStrategy<CurveState> > strategy_;
          Clone<MarketModelMultiProduct> rebate_;
          EvolutionDescription evolution_;
          std::vector<std::valarray<bool> > isPresent_;
          std::vector<Time> cashFlowTimes_;
          Size rebateOffset_;
          bool wasCalled_;
          std::vector<Size> dummyCashFlowsThisStep_;
          std::vector<std::vector<CashFlow> > dummyCashFlowsGenerated_;
          Size currentIndex_;
          bool callable_;
      };
  
  }
  
  #endif
  