text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2008 Andrea Odetti
  
   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.
  */
  
  /*! \file pathpayoff.hpp
      \brief Option payoff classes
  */
  
  #ifndef quantlib_path_payoff_hpp
  #define quantlib_path_payoff_hpp
  
  #include <ql/math/matrix.hpp>
  #include <ql/patterns/visitor.hpp>
  #include <ql/termstructures/yieldtermstructure.hpp>
  #include <ql/handle.hpp>
  #include <functional>
  
  namespace QuantLib {
  
      //! Abstract base class for path-dependent option payoffs
      class PathPayoff {
        public:
          virtual ~PathPayoff() {}
          //! \name Payoff interface
          //@{
          /*! \warning This method is used for output and comparison between
                  payoffs. It is <b>not</b> meant to be used for writing
                  switch-on-type code.
          */
          virtual std::string name() const = 0;
          virtual std::string description() const = 0;
  
  
          /*
            This function returns all the payoff and early termination payments 
            for a single path. If the option is cancelled at time i, all payments
            on and before i are taken into account + the value of exercises[i].
            i.e.: cancellation at i does not cancel payments[i]!
  
            forwardTermStructures contains the yield term structure at each fixing date
  
            leave states empty to signal exercise is not possible
            in that case, exercises[] will not be accessed.
           */
  
          virtual void value(const Matrix       & path, 
                             const std::vector<Handle<YieldTermStructure> > & forwardTermStructures,
                             Array              & payments, 
                             Array              & exercises, 
                             std::vector<Array> & states) const = 0;
  
          /*
            Dimension of the basis functions.
            It must be the same as the size of every element of states in value().
           */
  
          virtual Size basisSystemDimension() const = 0;
  
          //@}
          //! \name Visitability
          //@{
          virtual void accept(AcyclicVisitor&);
          //@}
      };
  
  
      // inline definitions
  
      inline void PathPayoff::accept(AcyclicVisitor& v) {
          Visitor<PathPayoff>* v1 = dynamic_cast<Visitor<PathPayoff>*>(&v);
          if (v1 != 0)
              v1->visit(*this);
          else
              QL_FAIL("not a path-payoff visitor");
      }
  }
  
  
  #endif
  