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

/*

 Copyright (C) 2008 Allen Kuo

 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 callablebondconstantvol.hpp

    \brief Constant callable-bond volatility

*/

#ifndef quantlib_callable_bond_constant_volatility_hpp

#define quantlib_callable_bond_constant_volatility_hpp

#include <ql/experimental/callablebonds/callablebondvolstructure.hpp>

#include <ql/time/period.hpp>

namespace QuantLib {

    class Quote;

    //! Constant callable-bond volatility, no time-strike dependence

    class CallableBondConstantVolatility

        : public CallableBondVolatilityStructure {

      public:

        CallableBondConstantVolatility(const Date& referenceDate,

                                       Volatility volatility,

                                       DayCounter dayCounter);

        CallableBondConstantVolatility(const Date& referenceDate,

                                       Handle<Quote> volatility,

                                       DayCounter dayCounter);

        CallableBondConstantVolatility(Natural settlementDays,

                                       const Calendar&,

                                       Volatility volatility,

                                       DayCounter dayCounter);

        CallableBondConstantVolatility(Natural settlementDays,

                                       const Calendar&,

                                       Handle<Quote> volatility,

                                       DayCounter dayCounter);

        //! \name TermStructure interface

        //@{

        DayCounter dayCounter() const override { return dayCounter_; }

        Date maxDate() const override { return Date::maxDate(); }

        //@}

        //! \name CallableBondConstantVolatility interface

        //@{

        const Period& maxBondTenor() const override;

        Time maxBondLength() const override;

        Real minStrike() const override;

        Real maxStrike() const override;

      protected:

        Volatility volatilityImpl(Time, Time, Rate) const override;

        ext::shared_ptr<SmileSection> smileSectionImpl(Time optionTime,

                                                       Time bondLength) const override;

        Volatility volatilityImpl(const Date&, const Period&, Rate) const override;

        //@}

      private:

        Handle<Quote> volatility_;

        DayCounter dayCounter_;

        Period maxBondTenor_;

    };

    // inline definitions

    inline const Period& CallableBondConstantVolatility::maxBondTenor() const {

        return maxBondTenor_;

    }

    inline Time CallableBondConstantVolatility::maxBondLength() const {

        return QL_MAX_REAL;

    }

    inline Real CallableBondConstantVolatility::minStrike() const {

        return QL_MIN_REAL;

    }

    inline Real CallableBondConstantVolatility::maxStrike() const {

        return QL_MAX_REAL;

    }

}

#endif