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

#include <ql/indexes/ibor/custom.hpp>

#include <utility>

namespace QuantLib {

    CustomIborIndex::CustomIborIndex(const std::string& familyName,

                                     const Period& tenor,

                                     Natural settlementDays,

                                     const Currency& currency,

                                     const Calendar& fixingCalendar,

                                     Calendar  valueCalendar,

                                     Calendar  maturityCalendar,

                                     BusinessDayConvention convention,

                                     bool endOfMonth,

                                     const DayCounter& dayCounter,

                                     const Handle<YieldTermStructure>& h)

    : IborIndex(familyName, tenor, settlementDays, currency, fixingCalendar,

                convention, endOfMonth, dayCounter, h),

      valueCalendar_(std::move(valueCalendar)), maturityCalendar_(std::move(maturityCalendar)) {}

    Date CustomIborIndex::fixingDate(const Date& valueDate) const {

        Date fixingDate = valueCalendar_.advance(valueDate,

            -static_cast<Integer>(fixingDays_), Days);

        return fixingCalendar().adjust(fixingDate, Preceding);

    }

    Date CustomIborIndex::valueDate(const Date& fixingDate) const {

        QL_REQUIRE(isValidFixingDate(fixingDate),

                   "Fixing date " << fixingDate << " is not valid");

        Date d = valueCalendar_.advance(fixingDate, fixingDays_, Days);

        return maturityCalendar_.adjust(d);

    }

    Date CustomIborIndex::maturityDate(const Date& valueDate) const {

        return maturityCalendar_.advance(valueDate, tenor_, convention_,

                                         endOfMonth_);

    }

    ext::shared_ptr<IborIndex> CustomIborIndex::clone(

            const Handle<YieldTermStructure>& h) const {

        return ext::make_shared<CustomIborIndex>(

            familyName_, tenor_, fixingDays_, currency_, fixingCalendar(),

            valueCalendar_, maturityCalendar_, convention_, endOfMonth_,

            dayCounter_, h);

    }

}