
/*
 Copyright (C) 2003 Nicolas Di Césaré

 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/html/license.html

 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 indexedcoupon.hpp
    \brief indexed coupon
*/

#ifndef quantlib_indexed_coupon_hpp
#define quantlib_indexed_coupon_hpp

#include <ql/CashFlows/floatingratecoupon.hpp>
#include <ql/Indexes/xibor.hpp>

namespace QuantLib {

    //! Base indexed coupon class
    /*! \warning This class does not perform any date adjustment,
                 i.e., the start and end date passed upon construction
                 should be already rolled to a business day.
    */
    class IndexedCoupon : public FloatingRateCoupon,
                          public Observer {
      public:
        IndexedCoupon(double nominal,
                      const Date& paymentDate,
                      const Handle<Xibor>& index,
                      const Date& startDate, const Date& endDate,
                      int fixingDays,
                      Spread spread = 0.0,
                      const Date& refPeriodStart = Date(),
                      const Date& refPeriodEnd = Date(),
                      const DayCounter& dayCounter = DayCounter());
        virtual ~IndexedCoupon() {}
        //! \name CashFlow interface
        //@{
        double amount() const;
        //@}
        //! \name Coupon interface
        //@{
        DayCounter dayCounter() const;
        //@}
        //! \name FloatingRateCoupon interface
        //@{
        Rate fixing() const;
        //@}
        //! \name Inspectors
        //@{
        const Handle<Xibor>& index() const;
        //@}
        //! \name Observer interface
        //@{
        void update();
        //@}
        //! \name Visitability
        //@{
        virtual void accept(AcyclicVisitor&);
        //@}
      private:
        Handle<Xibor> index_;
        DayCounter dayCounter_;
    };


    // inline definitions
    inline IndexedCoupon::IndexedCoupon(double nominal,
                                        const Date& paymentDate,
                                        const Handle<Xibor>& index,
                                        const Date& startDate, 
                                        const Date& endDate,
                                        int fixingDays, Spread spread,
                                        const Date& refPeriodStart, 
                                        const Date& refPeriodEnd,
                                        const DayCounter& dayCounter)
    : FloatingRateCoupon(nominal, paymentDate, startDate, endDate,
                         fixingDays, spread, refPeriodStart, refPeriodEnd),
      index_(index), dayCounter_(dayCounter) {
        if (dayCounter_.isNull())
            dayCounter_ = index_->dayCounter();
        registerWith(index_);
    }


    inline const Handle<Xibor>&
    IndexedCoupon::index() const {
        return index_;
    }

    inline Rate IndexedCoupon::fixing() const {
        return index_->fixing(fixingDate()) + spread();
    }

    inline DayCounter IndexedCoupon::dayCounter() const {
        return dayCounter_;
    }

    inline double IndexedCoupon::amount() const {
        return fixing() * accrualPeriod() * nominal();
    }

    inline void IndexedCoupon::update() {
        notifyObservers();
    }

    inline void IndexedCoupon::accept(AcyclicVisitor& v) {
        Visitor<IndexedCoupon>* v1 =
            dynamic_cast<Visitor<IndexedCoupon>*>(&v);
        if (v1 != 0)
            v1->visit(*this);
        else
            FloatingRateCoupon::accept(v);
    }

}


#endif
