/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 Copyright (C) 2003, 2004, 2007 StatPro Italia srl

 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/license.shtml>.

 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 coupon.hpp

    \brief Coupon accruing over a fixed period

*/

#ifndef quantlib_coupon_hpp

#define quantlib_coupon_hpp

#include <ql/cashflow.hpp>

namespace QuantLib {

    class DayCounter;

    //! %coupon accruing over a fixed period

    /*! This class implements part of the CashFlow interface but it is

        still abstract and provides derived classes with methods for

        accrual period calculations.

    */

    class Coupon : public CashFlow {

      public:

        /*! \warning the coupon does not adjust the payment date which

                     must already be a business day.

        */

        Coupon(const Date& paymentDate,

               Real nominal,

               const Date& accrualStartDate,

               const Date& accrualEndDate,

               const Date& refPeriodStart = Date(),

               const Date& refPeriodEnd = Date(),

               const Date& exCouponDate = Date());

        //! \name Event interface

        //@{

        Date date() const override { return paymentDate_; }

        //@}

        //! \name CashFlow interface

        //@{

        Date exCouponDate() const override { return exCouponDate_; }

        //@}

        //! \name Inspectors

        //@{

        virtual Real nominal() const;

        //! start of the accrual period

        const Date& accrualStartDate() const;

        //! end of the accrual period

        const Date& accrualEndDate() const;

        //! start date of the reference period

        const Date& referencePeriodStart() const;

        //! end date of the reference period

        const Date& referencePeriodEnd() const;

        //! accrual period as fraction of year

        Time accrualPeriod() const;

        //! accrual period in days

        Date::serial_type accrualDays() const;

        //! accrued rate

        virtual Rate rate() const = 0;

        //! day counter for accrual calculation

        virtual DayCounter dayCounter() const = 0;

        //! accrued period as fraction of year at the given date

        Time accruedPeriod(const Date&) const;

        //! accrued days at the given date

        Date::serial_type accruedDays(const Date&) const;

        //! accrued amount at the given date

        virtual Real accruedAmount(const Date&) const = 0;

        //@}

        //! \name Visitability

        //@{

        void accept(AcyclicVisitor&) override;

        //@}

      protected:

        Date paymentDate_;

        Real nominal_;

        Date accrualStartDate_,accrualEndDate_, refPeriodStart_,refPeriodEnd_;

        Date exCouponDate_;

        mutable Real accrualPeriod_;

    };

    // inline definitions

    inline Real Coupon::nominal() const {

        return nominal_;

    }

    inline const Date& Coupon::accrualStartDate() const {

        return accrualStartDate_;

    }

    inline const Date& Coupon::accrualEndDate() const {

        return accrualEndDate_;

    }

    inline const Date& Coupon::referencePeriodStart() const {

        return refPeriodStart_;

    }

    inline const Date& Coupon::referencePeriodEnd() const {

        return refPeriodEnd_;

    }

}

#endif