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

/*

 Copyright (C) 2009 Chris Kenyon

 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 inflationcoupon.hpp

 \brief Coupon paying a variable index-based rate

 */

#ifndef quantlib_inflation_coupon_hpp

#define quantlib_inflation_coupon_hpp

#include <ql/cashflows/coupon.hpp>

#include <ql/patterns/visitor.hpp>

#include <ql/time/daycounter.hpp>

#include <ql/handle.hpp>

namespace QuantLib {

    class InflationIndex;

    class YieldTermStructure;

    class InflationCouponPricer;

    //! Base inflation-coupon class

    /*! The day counter is usually obtained from the inflation term

        structure that the inflation index uses for forecasting.

        There is no gearing or spread because these are relevant for

        YoY coupons but not zero inflation coupons.

        \note inflation indices do not contain day counters or calendars.

    */

    class InflationCoupon : public Coupon {

    public:

      InflationCoupon(const Date& paymentDate,

                      Real nominal,

                      const Date& startDate,

                      const Date& endDate,

                      Natural fixingDays,

                      ext::shared_ptr<InflationIndex> index,

                      const Period& observationLag,

                      DayCounter dayCounter,

                      const Date& refPeriodStart = Date(),

                      const Date& refPeriodEnd = Date(),

                      const Date& exCouponDate = Date());

      //! \name CashFlow interface

      //@{

      Real amount() const override { return rate() * accrualPeriod() * nominal(); }

      //@}

      //! \name Coupon interface

      //@{

      Real price(const Handle<YieldTermStructure>& discountingCurve) const;

      DayCounter dayCounter() const override { return dayCounter_; }

      Real accruedAmount(const Date&) const override;

      Rate rate() const override;

      //@}

      //! \name Inspectors

      //@{

      //! yoy inflation index

      const ext::shared_ptr<InflationIndex>& index() const { return index_; }

      //! how the coupon observes the index

      Period observationLag() const { return observationLag_; }

      //! fixing days

      Natural fixingDays() const { return fixingDays_; }

      //! fixing date

      virtual Date fixingDate() const;

      //! fixing of the underlying index, as observed by the coupon

      virtual Rate indexFixing() const;

      //@}

      //! \name LazyObject interface

      //@{

      void performCalculations() const override;

      //@}

      //! \name Visitability

      //@{

      void accept(AcyclicVisitor&) override;

      //@}

      void setPricer(const ext::shared_ptr<InflationCouponPricer>&);

      ext::shared_ptr<InflationCouponPricer> pricer() const;

    protected:

        ext::shared_ptr<InflationCouponPricer> pricer_;

        ext::shared_ptr<InflationIndex> index_;

        Period observationLag_;

        DayCounter dayCounter_;

        Natural fixingDays_;

        mutable Real rate_;

        //! makes sure you were given the correct type of pricer

        // this can also done in external pricer setter classes via

        // accept/visit mechanism

        virtual bool checkPricerImpl(const

            ext::shared_ptr<InflationCouponPricer>&) const = 0;

    };

    // inline definitions

    inline void InflationCoupon::accept(AcyclicVisitor& v) {

        auto* v1 = dynamic_cast<Visitor<InflationCoupon>*>(&v);

        if (v1 != nullptr)

            v1->visit(*this);

        else

            Coupon::accept(v);

    }

    inline ext::shared_ptr<InflationCouponPricer>

    InflationCoupon::pricer() const {

        return pricer_;

    }

}

#endif