/*
 * VolatilityPanel.cpp
 * Takes few pairs of (maturity, volatility) from the volatility
 * structure of zero coupon bonds, and performs a fit using the Spline class
 *
 * Created on June 8, 2006, 7:44 PM
 */
#include "Curve.cpp"
#include "Spline.cpp"
#include <vector>
#include <iostream>
#include <fstream>
#include <string>
#include <math.h>
/**
 *
 * @author  horacio aliaga
 */
class VolatilityPanel{
    vector<double> t;
    vector<double> vol;
    double* time;
    double* sigma;
    double* sigma_prime;
    int npoints;   
    /** Creates new form VolatilityPanel */
public:
	VolatilityPanel() {
        t.push_back(0.0);t.push_back(0.2);t.push_back(0.4);
		t.push_back(0.8);t.push_back(1.0);
        vol.push_back(0.30);vol.push_back(0.24);vol.push_back(0.22);
		vol.push_back(0.21);vol.push_back(0.22);
        Spline s;
        Curve data;
        data=s.spline(t,vol,400,1.0);
    }

public:	void Go() {                                           
        Spline s;
        Curve data;
        data=s.spline(t,vol,400,1.0);
        return;
    }                                          

public: void Add(double t1, double y1) {                                            
        t.push_back(t1);
        vol.push_back(y1);

    }                                           

public: void ClearAll() {
        Curve data;
        if(t.size()>0){
            t.clear();
            vol.clear();
        }
    }                                                

public: int get_npoints(){
        return npoints;
    }
public: void set_npoints(int _npoints){
        npoints = _npoints;
    }
public: double* get_time(){
        return time;
    }
public: void set_time(double maturity){
        double dt = maturity/(1.0*npoints);
        double* time= new double[npoints];
        double t=0;
        for (int i=0;i<npoints;i++){
            time[i] = t;
            t = t + dt;
        }
        return;
    }
public: double* get_sigma(){
        return sigma;
    }    
public: void set_sigma(double maturity){
        Spline s;
        sigma = s.spline_array(get_t(),get_vol(),get_npoints(),maturity);
        return;
    }    
public: double* get_sigma_prime(){
        return sigma_prime;
    }    
public: void set_sigma_prime(double maturity){
        Spline s;
        sigma_prime = s.spline_prime_array(get_t(),get_vol(),get_npoints(),maturity);
        return;
    }
public: vector<double> get_vol(){
        return vol;
    }
public: vector<double> get_t(){
        return t;
    }
};