/*

Copyright (C) 2016 -2017 Jerry Jin

*/

#ifndef leg_h

#define leg_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 LegWorker : public Nan::AsyncWorker {

public:

string mObjectID;

std::vector<double> mAmounts;

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

bool mToBeSorted;

string mReturnValue;

string mError;

LegWorker(

Nan::Callback *callback

,string ObjectID

,std::vector<double> Amounts

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

,bool ToBeSorted

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mAmounts(Amounts)

,mDates(Dates)

,mToBeSorted(ToBeSorted)

{

};

//~LegWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegFromCapFloorWorker : public Nan::AsyncWorker {

public:

string mObjectID;

string mCapFloor;

string mReturnValue;

string mError;

LegFromCapFloorWorker(

Nan::Callback *callback

,string ObjectID

,string CapFloor

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mCapFloor(CapFloor)

{

};

//~LegFromCapFloorWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegFromSwapWorker : public Nan::AsyncWorker {

public:

string mObjectID;

string mSwap;

long mLegNumber;

string mReturnValue;

string mError;

LegFromSwapWorker(

Nan::Callback *callback

,string ObjectID

,string Swap

,long LegNumber

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mSwap(Swap)

,mLegNumber(LegNumber)

{

};

//~LegFromSwapWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class MultiPhaseLegWorker : public Nan::AsyncWorker {

public:

string mObjectID;

std::vector<string> mLegIDs;

bool mToBeSorted;

string mReturnValue;

string mError;

MultiPhaseLegWorker(

Nan::Callback *callback

,string ObjectID

,std::vector<string> LegIDs

,bool ToBeSorted

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mLegIDs(LegIDs)

,mToBeSorted(ToBeSorted)

{

};

//~MultiPhaseLegWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class InterestRateWorker : public Nan::AsyncWorker {

public:

string mObjectID;

double mRate;

string mDayCounter;

string mCompounding;

string mFrequency;

string mReturnValue;

string mError;

InterestRateWorker(

Nan::Callback *callback

,string ObjectID

,double Rate

,string DayCounter

,string Compounding

,string Frequency

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mRate(Rate)

,mDayCounter(DayCounter)

,mCompounding(Compounding)

,mFrequency(Frequency)

{

};

//~InterestRateWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegFlowAnalysisWorker : public Nan::AsyncWorker {

public:

string mObjectID;

ObjectHandler::property_t mAfterDate;

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

string mError;

LegFlowAnalysisWorker(

Nan::Callback *callback

,string ObjectID

,ObjectHandler::property_t AfterDate

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mAfterDate(AfterDate)

{

};

//~LegFlowAnalysisWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegSetCouponPricersWorker : public Nan::AsyncWorker {

public:

string mObjectID;

std::vector<string> mFloatingRateCouponPricer;

string mError;

LegSetCouponPricersWorker(

Nan::Callback *callback

,string ObjectID

,std::vector<string> FloatingRateCouponPricer

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mFloatingRateCouponPricer(FloatingRateCouponPricer)

{

};

//~LegSetCouponPricersWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class InterestRateRateWorker : public Nan::AsyncWorker {

public:

string mObjectID;

double mReturnValue;

string mError;

InterestRateRateWorker(

Nan::Callback *callback

,string ObjectID

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

{

};

//~InterestRateRateWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class InterestRateDayCounterWorker : public Nan::AsyncWorker {

public:

string mObjectID;

string mReturnValue;

string mError;

InterestRateDayCounterWorker(

Nan::Callback *callback

,string ObjectID

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

{

};

//~InterestRateDayCounterWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class InterestRateCompoundingWorker : public Nan::AsyncWorker {

public:

string mObjectID;

string mReturnValue;

string mError;

InterestRateCompoundingWorker(

Nan::Callback *callback

,string ObjectID

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

{

};

//~InterestRateCompoundingWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class InterestRateFrequencyWorker : public Nan::AsyncWorker {

public:

string mObjectID;

string mReturnValue;

string mError;

InterestRateFrequencyWorker(

Nan::Callback *callback

,string ObjectID

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

{

};

//~InterestRateFrequencyWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class InterestRateDiscountFactorWorker : public Nan::AsyncWorker {

public:

string mObjectID;

ObjectHandler::property_t mStartDate;

ObjectHandler::property_t mEndDate;

ObjectHandler::property_t mRefPeriodStart;

ObjectHandler::property_t mRefPeriodEnd;

double mReturnValue;

string mError;

InterestRateDiscountFactorWorker(

Nan::Callback *callback

,string ObjectID

,ObjectHandler::property_t StartDate

,ObjectHandler::property_t EndDate

,ObjectHandler::property_t RefPeriodStart

,ObjectHandler::property_t RefPeriodEnd

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mStartDate(StartDate)

,mEndDate(EndDate)

,mRefPeriodStart(RefPeriodStart)

,mRefPeriodEnd(RefPeriodEnd)

{

};

//~InterestRateDiscountFactorWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class InterestRateCompoundFactorWorker : public Nan::AsyncWorker {

public:

string mObjectID;

ObjectHandler::property_t mStartDate;

ObjectHandler::property_t mEndDate;

ObjectHandler::property_t mRefPeriodStart;

ObjectHandler::property_t mRefPeriodEnd;

double mReturnValue;

string mError;

InterestRateCompoundFactorWorker(

Nan::Callback *callback

,string ObjectID

,ObjectHandler::property_t StartDate

,ObjectHandler::property_t EndDate

,ObjectHandler::property_t RefPeriodStart

,ObjectHandler::property_t RefPeriodEnd

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mStartDate(StartDate)

,mEndDate(EndDate)

,mRefPeriodStart(RefPeriodStart)

,mRefPeriodEnd(RefPeriodEnd)

{

};

//~InterestRateCompoundFactorWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class InterestRateEquivalentRateWorker : public Nan::AsyncWorker {

public:

string mObjectID;

string mDayCounter;

string mCompounding;

string mFrequency;

ObjectHandler::property_t mStartDate;

ObjectHandler::property_t mEndDate;

ObjectHandler::property_t mRefPeriodStart;

ObjectHandler::property_t mRefPeriodEnd;

double mReturnValue;

string mError;

InterestRateEquivalentRateWorker(

Nan::Callback *callback

,string ObjectID

,string DayCounter

,string Compounding

,string Frequency

,ObjectHandler::property_t StartDate

,ObjectHandler::property_t EndDate

,ObjectHandler::property_t RefPeriodStart

,ObjectHandler::property_t RefPeriodEnd

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mDayCounter(DayCounter)

,mCompounding(Compounding)

,mFrequency(Frequency)

,mStartDate(StartDate)

,mEndDate(EndDate)

,mRefPeriodStart(RefPeriodStart)

,mRefPeriodEnd(RefPeriodEnd)

{

};

//~InterestRateEquivalentRateWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegStartDateWorker : public Nan::AsyncWorker {

public:

string mObjectId;

long mReturnValue;

string mError;

LegStartDateWorker(

Nan::Callback *callback

,string ObjectId

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

{

};

//~LegStartDateWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegMaturityDateWorker : public Nan::AsyncWorker {

public:

string mObjectId;

long mReturnValue;

string mError;

LegMaturityDateWorker(

Nan::Callback *callback

,string ObjectId

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

{

};

//~LegMaturityDateWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegIsExpiredWorker : public Nan::AsyncWorker {

public:

string mObjectId;

bool mIncludeSettlDate;

ObjectHandler::property_t mSettlementDate;

bool mReturnValue;

string mError;

LegIsExpiredWorker(

Nan::Callback *callback

,string ObjectId

,bool IncludeSettlDate

,ObjectHandler::property_t SettlementDate

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

,mIncludeSettlDate(IncludeSettlDate)

,mSettlementDate(SettlementDate)

{

};

//~LegIsExpiredWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegPreviousCashFlowDateWorker : public Nan::AsyncWorker {

public:

string mObjectId;

bool mIncludeSettlDate;

ObjectHandler::property_t mSettlementDate;

long mReturnValue;

string mError;

LegPreviousCashFlowDateWorker(

Nan::Callback *callback

,string ObjectId

,bool IncludeSettlDate

,ObjectHandler::property_t SettlementDate

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

,mIncludeSettlDate(IncludeSettlDate)

,mSettlementDate(SettlementDate)

{

};

//~LegPreviousCashFlowDateWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegNextCashFlowDateWorker : public Nan::AsyncWorker {

public:

string mObjectId;

bool mIncludeSettlDate;

ObjectHandler::property_t mSettlementDate;

long mReturnValue;

string mError;

LegNextCashFlowDateWorker(

Nan::Callback *callback

,string ObjectId

,bool IncludeSettlDate

,ObjectHandler::property_t SettlementDate

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

,mIncludeSettlDate(IncludeSettlDate)

,mSettlementDate(SettlementDate)

{

};

//~LegNextCashFlowDateWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegPreviousCashFlowAmountWorker : public Nan::AsyncWorker {

public:

string mObjectId;

bool mIncludeSettlDate;

ObjectHandler::property_t mSettlementDate;

double mReturnValue;

string mError;

LegPreviousCashFlowAmountWorker(

Nan::Callback *callback

,string ObjectId

,bool IncludeSettlDate

,ObjectHandler::property_t SettlementDate

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

,mIncludeSettlDate(IncludeSettlDate)

,mSettlementDate(SettlementDate)

{

};

//~LegPreviousCashFlowAmountWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegNextCashFlowAmountWorker : public Nan::AsyncWorker {

public:

string mObjectId;

bool mIncludeSettlDate;

ObjectHandler::property_t mSettlementDate;

double mReturnValue;

string mError;

LegNextCashFlowAmountWorker(

Nan::Callback *callback

,string ObjectId

,bool IncludeSettlDate

,ObjectHandler::property_t SettlementDate

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

,mIncludeSettlDate(IncludeSettlDate)

,mSettlementDate(SettlementDate)

{

};

//~LegNextCashFlowAmountWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegPreviousCouponRateWorker : public Nan::AsyncWorker {

public:

string mObjectId;

bool mIncludeSettlDate;

ObjectHandler::property_t mSettlementDate;

double mReturnValue;

string mError;

LegPreviousCouponRateWorker(

Nan::Callback *callback

,string ObjectId

,bool IncludeSettlDate

,ObjectHandler::property_t SettlementDate

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

,mIncludeSettlDate(IncludeSettlDate)

,mSettlementDate(SettlementDate)

{

};

//~LegPreviousCouponRateWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegNextCouponRateWorker : public Nan::AsyncWorker {

public:

string mObjectId;

bool mIncludeSettlDate;

ObjectHandler::property_t mSettlementDate;

double mReturnValue;

string mError;

LegNextCouponRateWorker(

Nan::Callback *callback

,string ObjectId

,bool IncludeSettlDate

,ObjectHandler::property_t SettlementDate

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

,mIncludeSettlDate(IncludeSettlDate)

,mSettlementDate(SettlementDate)

{

};

//~LegNextCouponRateWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegNominalWorker : public Nan::AsyncWorker {

public:

string mObjectId;

bool mIncludeSettlDate;

ObjectHandler::property_t mSettlementDate;

double mReturnValue;

string mError;

LegNominalWorker(

Nan::Callback *callback

,string ObjectId

,bool IncludeSettlDate

,ObjectHandler::property_t SettlementDate

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

,mIncludeSettlDate(IncludeSettlDate)

,mSettlementDate(SettlementDate)

{

};

//~LegNominalWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegAccrualStartDateWorker : public Nan::AsyncWorker {

public:

string mObjectId;

bool mIncludeSettlDate;

ObjectHandler::property_t mSettlementDate;

long mReturnValue;

string mError;

LegAccrualStartDateWorker(

Nan::Callback *callback

,string ObjectId

,bool IncludeSettlDate

,ObjectHandler::property_t SettlementDate

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

,mIncludeSettlDate(IncludeSettlDate)

,mSettlementDate(SettlementDate)

{

};

//~LegAccrualStartDateWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegAccrualEndDateWorker : public Nan::AsyncWorker {

public:

string mObjectId;

bool mIncludeSettlDate;

ObjectHandler::property_t mSettlementDate;

long mReturnValue;

string mError;

LegAccrualEndDateWorker(

Nan::Callback *callback

,string ObjectId

,bool IncludeSettlDate

,ObjectHandler::property_t SettlementDate

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

,mIncludeSettlDate(IncludeSettlDate)

,mSettlementDate(SettlementDate)

{

};

//~LegAccrualEndDateWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegReferencePeriodStartWorker : public Nan::AsyncWorker {

public:

string mObjectId;

bool mIncludeSettlDate;

ObjectHandler::property_t mSettlementDate;

long mReturnValue;

string mError;

LegReferencePeriodStartWorker(

Nan::Callback *callback

,string ObjectId

,bool IncludeSettlDate

,ObjectHandler::property_t SettlementDate

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

,mIncludeSettlDate(IncludeSettlDate)

,mSettlementDate(SettlementDate)

{

};

//~LegReferencePeriodStartWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegReferencePeriodEndWorker : public Nan::AsyncWorker {

public:

string mObjectId;

bool mIncludeSettlDate;

ObjectHandler::property_t mSettlementDate;

long mReturnValue;

string mError;

LegReferencePeriodEndWorker(

Nan::Callback *callback

,string ObjectId

,bool IncludeSettlDate

,ObjectHandler::property_t SettlementDate

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

,mIncludeSettlDate(IncludeSettlDate)

,mSettlementDate(SettlementDate)

{

};

//~LegReferencePeriodEndWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegAccrualPeriodWorker : public Nan::AsyncWorker {

public:

string mObjectId;

bool mIncludeSettlDate;

ObjectHandler::property_t mSettlementDate;

double mReturnValue;

string mError;

LegAccrualPeriodWorker(

Nan::Callback *callback

,string ObjectId

,bool IncludeSettlDate

,ObjectHandler::property_t SettlementDate

):

Nan::AsyncWorker(callback)

,mObjectId(ObjectId)

,mIncludeSettlDate(IncludeSettlDate)

,mSettlementDate(SettlementDate)

{

};

//~LegAccrualPeriodWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class LegAccrualDaysWorker : public Nan::AsyncWorker {

public:

string mObjectId;

bool mIncludeSettlDate;

ObjectHandler::property_t mSettlementDate;