%global __brp_check_rpaths %{nil}
%global __requires_exclude ^libmpi
%global packname  AsianOption
%global packver   0.1.0
%global rlibdir   /usr/local/lib/R/library

Name:             R-CRAN-%{packname}
Version:          0.1.0
Release:          1%{?dist}%{?buildtag}
Summary:          Asian Option Pricing with Price Impact

License:          GPL (>= 3)
URL:              https://cran.r-project.org/package=%{packname}
Source0:          %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz


BuildRequires:    R-devel >= 4.0.0
Requires:         R-core >= 4.0.0
BuildRequires:    R-CRAN-Rcpp >= 1.0.0
Requires:         R-CRAN-Rcpp >= 1.0.0

%description
Implements binomial tree pricing for geometric and arithmetic Asian
options incorporating market price impact from hedging activities. Uses
the Cox-Ross-Rubinstein (CRR) model with the replicating portfolio method.
Provides exact pricing for geometric Asian options and bounds for
arithmetic Asian options based on Jensen's inequality. The price impact
mechanism models how hedging volumes affect stock prices, leading to
modified risk-neutral probabilities. Based on the methodology described in
Tiwari and Majumdar (2025) <doi:10.48550/arXiv.2512.07154>.

%prep
%setup -q -c -n %{packname}

# fix end of executable files
find -type f -executable -exec grep -Iq . {} \; -exec sed -i -e '$a\' {} \;
# prevent binary stripping
[ -d %{packname}/src ] && find %{packname}/src -type f -exec \
  sed -i 's@/usr/bin/strip@/usr/bin/true@g' {} \; || true
[ -d %{packname}/src ] && find %{packname}/src/Make* -type f -exec \
  sed -i 's@-g0@@g' {} \; || true
# don't allow local prefix in executable scripts
find -type f -executable -exec sed -Ei 's@#!( )*/usr/local/bin@#!/usr/bin@g' {} \;

%build

%install

mkdir -p %{buildroot}%{rlibdir}
%{_bindir}/R CMD INSTALL -l %{buildroot}%{rlibdir} %{packname}
test -d %{packname}/src && (cd %{packname}/src; rm -f *.o *.so)
rm -f %{buildroot}%{rlibdir}/R.css
# remove buildroot from installed files
find %{buildroot}%{rlibdir} -type f -exec sed -i "s@%{buildroot}@@g" {} \;

%files
%{rlibdir}/%{packname}