// Usa fids.js
// Usa calculadora de warrants de BBVA

function CalcWarrants(WarrantApplet)
{
	this.aWarrants = WarrantApplet;
	
	this.ratio;
	this.chg_rate = 1.0;
	
	this.fill = function( spot, dividendRate, processDate, strike, interestRate, type, 
			maturity, volatility, ratio, optionPrice, chg_rate)
	{
		
		if(dividendRate==null || dividendRate=="N/A")
			dividendRate = 0;

		if(interestRate==null || interestRate=="N/A")
			interestRate = 0;
		
		if(volatility==null || volatility=="N/A")
			volatility = 0;

		bcall = (type.charAt(0)=='C' || type.charAt(0)=='c');
		
		this.aWarrants.fill(parseFloat(spot), 
							parseFloat(dividendRate)/100., 
							parseFloat(strike),
							processDate,
		 					maturity,
		 					parseFloat(optionPrice)/ratio * chg_rate,
		 					parseFloat(volatility)/100., 
		 					parseFloat(interestRate)/100.,
		 					bcall);
		 this.ratio = ratio;
		 this.chg_rate = chg_rate;
	}
	this.getCalc=function(target){
		return (target=="V")?this.getCalcVolatility():this.getcalcOptPrice();
	}
	this.getCalcVolatility =function(){
	
		this.aWarrants.calcVolatility();
		
		if (this.aWarrants.getError()==0){
			this.lastVolatility = this.aWarrants.getVolatilityStr();
			this.lastVega=this.aWarrants.getVegaStr()* this.ratio;
			this.lastDelta=this.aWarrants.getDeltaStr()*100.;
			this.lastTheta=this.aWarrants.getThetaStr()/365.25 * this.ratio;
			this.lastGamma=this.aWarrants.getGammaStr();
			this.lastElasticity=this.aWarrants.getElasticityStr();
			this.lastLeverage=this.aWarrants.getLeverageStr()* this.ratio;
		}else{
			this.lastVolatility="N/A";
			this.lastVega="N/A";
			this.lastDelta="N/A";
			this.lastTheta="N/A";
			this.lastGamma="N/A";
			this.lastElasticity="N/A";
			this.lastLeverage="N/A";
		}	
	
		return this.lastVolatility;
	}
	this.getcalcOptPrice =	function (){
	
		this.aWarrants.calcPremium();
		
		if (this.aWarrants.getError()==0){
			//Redondear la prima a 2 decimales
			var premium =  this.aWarrants.getPremiumStr() * this.ratio / this.chg_rate;;		
			premium = Math.round(premium * Math.pow(10, 2)) / Math.pow(10, 2);

			this.lastOptPrice = premium;
			this.lastVega=this.aWarrants.getVegaStr() * this.ratio;
			this.lastDelta=this.aWarrants.getDeltaStr()*100.;
			this.lastTheta=this.aWarrants.getThetaStr()/365.25  * this.ratio;
			this.lastGamma=this.aWarrants.getGammaStr();
			this.lastElasticity=this.aWarrants.getElasticityStr();
			this.lastLeverage=this.aWarrants.getLeverageStr()* this.ratio;
		}else{
			this.lastOptPrice="N/A";
			this.lastVega="N/A";
			this.lastDelta="N/A";
			this.lastTheta="N/A";
			this.lastGamma="N/A";
			this.lastElasticity="N/A";
			this.lastLeverage="N/A";
		}			
		return this.lastOptPrice;
	};
		
}
CalcWarrants.prototype.NeededFids = [__constants.FIDS.DATE,
									__constants.FIDS.BID,
									__constants.FIDS.ASK,
									__constants.FIDS.MATURITY,
									__constants.FIDS.STRIKE,
									__constants.FIDS.CALLPUT,
									__constants.FIDS.RATIO,
									__constants.FIDS.SPOT,
									__constants.FIDS.VOLATILITY,
									__constants.FIDS.DELTA,
									__constants.FIDS.VEGA,
									__constants.FIDS.ELASTICITY,
									__constants.FIDS.GAMMA,
									__constants.FIDS.THETA,
									__constants.FIDS.INT_RATE,
									__constants.FIDS.CHG_RATE,
									__constants.FIDS.DIVIDEND,
									__constants.FIDS.STOP_LOSS,
									__constants.FIDS.LEVERAGE]
CalcWarrants.prototype.getFidName = function(f)	{return getName(f);	}
CalcWarrants.prototype.getFidId = function(f){return getFid(f);	}