/*

* FOUnit.cpp

*

* Created on: 26-Sep-2016

* Author: ashish

*/

#include "FOUnit.h"

FOUnit::FOUnit(std::shared_ptr<spdlog::logger> logger) { this->vollogger = logger; }

FOUnit::FOUnit(const FOUnit* f) { this->vollogger = f->vollogger; }

FOUnit::FOUnit(const FOUnit* f, std::shared_ptr<spdlog::logger> logger) {

this->call = f->call;

this->future = f->future;

this->put = f->put;

this->spot = f->spot;

this->vollogger = logger;

}

FOUnit::FOUnit(const FOUnit& f, std::shared_ptr<spdlog::logger> logger) {

this->call = f.call;

this->future = f.future;

this->put = f.put;

this->spot = f.spot;

this->vollogger = logger;

}

void FOUnit::calculate() {

// Do sense Check and then calculate the IV value

for (auto& e : future) {

std::cout << "Calculating for index" << e.first;

auto fut = e.second;

auto it = call.find(e.first);

std::vector<std::shared_ptr<Underlying::Option>> c, p;

if (it != call.end()) {

c = it->second;

}

it = put.find(e.first);

if (it != put.end()) {

p = it->second;

}

if (!c.empty() && !p.empty()) {

// Carry on the calculations

using namespace Underlying;

for (auto a : c) {

a->calculateIV(fut.get());

vollogger->info("{}", *a);

}

for (auto a : p) {

a->calculateIV(fut.get());

vollogger->info("{}", *a);

}

}

}

}

double FOUnit::atmIV() { return _atmiv; }

void FOUnit::setAtmIV() {}