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/* -*- 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

 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>

namespace QuantLib {

                                          const std::vector<Time>& rateTimes)
    : numberOfExercises_(rateTimes.empty() ? 0 : rateTimes.size()-1),
      currentIndex_(0) {

                   "Rate times must contain at least two values");
        cf_.amount = 0.0;
        std::vector<Time> evolutionTimes(rateTimes_);
        evolution_= EvolutionDescription(rateTimes_, evolutionTimes);

    Size NothingExerciseValue::numberOfExercises() const {
        return numberOfExercises_;

    const EvolutionDescription& NothingExerciseValue::evolution() const {
        return evolution_;

    std::vector<Time> NothingExerciseValue::possibleCashFlowTimes() const {
        return rateTimes_;

    void NothingExerciseValue::reset() {

    void NothingExerciseValue::nextStep(const CurveState&) {
        cf_.timeIndex = currentIndex_;

    std::vector<bool> NothingExerciseValue::isExerciseTime() const {
        return std::vector<bool>(numberOfExercises_, true);

    NothingExerciseValue::value(const CurveState&) const {
         return cf_;

    NothingExerciseValue::clone() const {
        return std::auto_ptr<MarketModelExerciseValue>(
                                             new NothingExerciseValue(*this));


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