Stock observations at the chosen barrier-monitoring dates

import Mathlib.Data.Real.Basic
import Mathlib.Data.List.Basic
import Definitions.Def_fd03_BinomialMarket
import Definitions.Def_fd05_historySpot

namespace FinancialDerivatives.FD05
open FinancialDerivatives.FD03

/-- Stock values at monitored dates, including t=0 or t=N when selected. -/
noncomputable def monitoredSpots (m : BinomialMarket) (N : ℕ)
    (monitor : ℕ → Bool) (steps : List Bool) : List ℝ :=
  ((List.range (N + 1)).filter (fun t => monitor t)).map
    (fun t => historySpot m (steps.take t))

end FinancialDerivatives.FD05