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

/*

 Copyright (C) 2009 StatPro Italia srl

 Copyright (C) 2009 Jose Aparicio

 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 defaultprobabilitykey.hpp

    \brief Classes for default-event description.

*/

#ifndef quantlib_default_probability_key_hpp

#define quantlib_default_probability_key_hpp

#include <ql/experimental/credit/defaulttype.hpp>

#include <ql/currency.hpp>

#include <vector>

namespace QuantLib {

    /*! Used to index market implied credit curve probabilities. It is

        a proxy to the defaultable bond or class of bonds which

        determines the credit contract conditions.  It aggregates the

        atomic default types in a group defining the contract

        conditions and which serves to index the probability curves

        calibrated to the market.

    */

    class DefaultProbKey {

      protected:

        //! aggregation of event types for which the contract is sensitive.

        std::vector<ext::shared_ptr<DefaultType> > eventTypes_;

        //! Currency of the bond and protection leg payment.

        Currency obligationCurrency_;

        //! Reference bonds seniority.

        Seniority seniority_ = NoSeniority;

      public:

        DefaultProbKey();

        DefaultProbKey(std::vector<ext::shared_ptr<DefaultType> > eventTypes,

                       Currency cur,

                       Seniority sen);

        const Currency& currency() const {return obligationCurrency_;}

        Seniority seniority() const {return seniority_;}

        const std::vector<ext::shared_ptr<DefaultType> >&

            eventTypes() const {

                return eventTypes_;

        }

        Size size() const {return eventTypes_.size();}

    };

    bool operator==(const DefaultProbKey& lhs, const DefaultProbKey& rhs);

    //! ISDA standard default contractual key for corporate US debt.

    //    Restructuring here can be set to NoRestructuring.

    class NorthAmericaCorpDefaultKey : public DefaultProbKey {

      public:

        // with only one restructuring type

        NorthAmericaCorpDefaultKey(const Currency& currency,

                                   Seniority sen,

                                   Period graceFailureToPay =

                                       Period(30, Days),

                                   Real amountFailure = 1.e6,

                                   Restructuring::Type resType =

                                                           Restructuring::CR);

    };

}

#endif