/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 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
 <http://quantlib.org/license.shtml>.

 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.
*/

/*! \file mceverest.hpp
    \brief %Everest-type option pricer
*/

#ifndef quantlib_pricers_everest_pricer_h
#define quantlib_pricers_everest_pricer_h

#include <ql/legacy/pricers/mcpricer.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/voltermstructure.hpp>

namespace QuantLib {

    //! Everest-type option pricer
    /*! The payoff of an Everest option is simply given by the
        final price / initial price ratio of the worst performer
    */
    class McEverest : public McPricer<MultiVariate,PseudoRandom> {
      public:
        McEverest(
                const std::vector<Handle<YieldTermStructure> >& dividendYield,
                const Handle<YieldTermStructure>& riskFreeRate,
                const std::vector<Handle<BlackVolTermStructure> >&
                                                             volatilities,
                const Matrix& correlation,
                Time residualTime,
                BigNatural seed = 0);
    };

}


#endif
