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

/*

 Copyright (C) 2007, 2009 StatPro Italia srl

 Copyright (C) 2011 Ferdinando Ametrano

 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 discountingswapengine.hpp

    \brief discounting swap engine

*/

#ifndef quantlib_discounting_swap_engine_hpp

#define quantlib_discounting_swap_engine_hpp

#include <ql/instruments/swap.hpp>

#include <ql/termstructures/yieldtermstructure.hpp>

#include <ql/handle.hpp>

#include <ql/optional.hpp>

namespace QuantLib {

    //! Discounting engine for swaps

    /*! This engine discounts future swap cashflows to the reference

        date of the discount curve.

    */

    class DiscountingSwapEngine : public Swap::engine {

      public:

        DiscountingSwapEngine(

            Handle<YieldTermStructure> discountCurve = Handle<YieldTermStructure>(),

            const ext::optional<bool>& includeSettlementDateFlows = ext::nullopt,

            Date settlementDate = Date(),

            Date npvDate = Date());

        void calculate() const override;

        Handle<YieldTermStructure> discountCurve() const {

            return discountCurve_;

        }

      private:

        Handle<YieldTermStructure> discountCurve_;

        ext::optional<bool> includeSettlementDateFlows_;

        Date settlementDate_, npvDate_;

    };

}

#endif