/*

Copyright (C) 2016 -2017 Jerry Jin

*/

#ifndef cmsmarket_h

#define cmsmarket_h

#include <nan.h>

#include <string>

#include <queue>

#include <utility>

#include "../quantlibnode.hpp"

#include <oh/objecthandler.hpp>

using namespace node;

using namespace v8;

using namespace std;

class CmsMarketWorker : public Nan::AsyncWorker {

public:

string mObjectID;

std::vector<ObjectHandler::property_t> mSwapLengths;

std::vector<string> mSwapIndexes;

string mIborIndex;

std::vector< std::vector<ObjectHandler::property_t> > mBidAskSpreads;

std::vector<string> mCmsCouponPricers;

ObjectHandler::property_t mYieldCurve;

string mReturnValue;

string mError;

CmsMarketWorker(

Nan::Callback *callback

,string ObjectID

,std::vector<ObjectHandler::property_t> SwapLengths

,std::vector<string> SwapIndexes

,string IborIndex

,std::vector< std::vector<ObjectHandler::property_t> > BidAskSpreads

,std::vector<string> CmsCouponPricers

,ObjectHandler::property_t YieldCurve

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mSwapLengths(SwapLengths)

,mSwapIndexes(SwapIndexes)

,mIborIndex(IborIndex)

,mBidAskSpreads(BidAskSpreads)

,mCmsCouponPricers(CmsCouponPricers)

,mYieldCurve(YieldCurve)

{

};

//~CmsMarketWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class BrowseCmsMarketWorker : public Nan::AsyncWorker {

public:

string mObjectID;

std::vector< std::vector<string> > mReturnValue;

string mError;

BrowseCmsMarketWorker(

Nan::Callback *callback

,string ObjectID

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

{

};

//~BrowseCmsMarketWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

#endif