from analytics import ATMstrike
import pandas as pd

def run_swaption_scenarios(swaption, date_range, spread_shock, vol_shock, vol_surface,
                           params=["pv_black"]):
    """computes the pv of a swaption for a range of scenarios

    Parameters
    ----------
    swaption : Swaption
    date_range : `pandas.Datetime.Index`
    spread_shock : `np.array`
    vol_shock : `np.array`
    vol_surface
    params : list of strings
       list attributes to call on the swaption object.
    """
    r = []
    spread_start = swaption.index.spread
    for date in date_range:
        swaption.index.trade_date = date.date()
        T = swaption.T
        for ss in spread_shock:
            spread = spread_start * (1 + ss)
            swaption.index.ref = spread
            swaption._update()
            atm_strike = ATMstrike(swaption.index, swaption.exercise_date)
            moneyness = (swaption.index.spread / atm_strike)
            curr_vol = float(vol_surface.ev(T, moneyness))
            for vs in vol_shock:
                vol = curr_vol * (1 + vs)
                swaption.sigma = vol
                r.append([date, ss, vs] + [getattr(swaption, p) for p in params])
    swaption.index.spread = spread_start
    df = pd.DataFrame.from_records(r, columns=['date', 'spread_shock',
                                               'vol_shock'] + params)
    return df.set_index('date')