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

/*

 Copyright (C) 2004, 2005, 2006, 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.

*/

#include <ql/math/comparison.hpp>

#include <ql/termstructure.hpp>

#include <utility>

namespace QuantLib {

    TermStructure::TermStructure(DayCounter dc)

    : settlementDays_(Null<Natural>()), dayCounter_(std::move(dc)) {}

    TermStructure::TermStructure(const Date& referenceDate, Calendar cal, DayCounter dc)

    : calendar_(std::move(cal)), referenceDate_(referenceDate), settlementDays_(Null<Natural>()),

      dayCounter_(std::move(dc)) {}

    TermStructure::TermStructure(Natural settlementDays, Calendar cal, DayCounter dc)

    : moving_(true), updated_(false), calendar_(std::move(cal)), settlementDays_(settlementDays),

      dayCounter_(std::move(dc)) {

        registerWith(Settings::instance().evaluationDate());

    }

    const Date& TermStructure::referenceDate() const {

        if (!updated_) {

            Date today = Settings::instance().evaluationDate();

            referenceDate_ = calendar().advance(today, settlementDays(), Days);

            updated_ = true;

        }

        return referenceDate_;

    }

    void TermStructure::update() {

        if (moving_)

            updated_ = false;

        notifyObservers();

    }

    void TermStructure::checkRange(const Date& d,

                                   bool extrapolate) const {

        QL_REQUIRE(d >= referenceDate(),

                   "date (" << d << ") before reference date (" <<

                   referenceDate() << ")");

        QL_REQUIRE(extrapolate || allowsExtrapolation() || d <= maxDate(),

                   "date (" << d << ") is past max curve date ("

                            << maxDate() << ")");

    }

    void TermStructure::checkRange(Time t,

                                   bool extrapolate) const {

        QL_REQUIRE(t >= 0.0,

                   "negative time (" << t << ") given");

        QL_REQUIRE(extrapolate || allowsExtrapolation()

                   || t <= maxTime() || close_enough(t, maxTime()),

                   "time (" << t << ") is past max curve time ("

                            << maxTime() << ")");

    }

}