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

/*

 Copyright (C) 2008 Simon Ibbotson

 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 amortizingfixedratebond.hpp

    \brief amortizing fixed-rate bond

*/

#ifndef quantlib_amortizing_fixed_rate_bond_hpp

#define quantlib_amortizing_fixed_rate_bond_hpp

#include <ql/instruments/bond.hpp>

#include <ql/time/daycounter.hpp>

#include <ql/time/schedule.hpp>

#include <ql/interestrate.hpp>

namespace QuantLib {

    //! amortizing fixed-rate bond

    class AmortizingFixedRateBond : public Bond {

      public:

        AmortizingFixedRateBond(Natural settlementDays,

                                const std::vector<Real>& notionals,

                                Schedule schedule,

                                const std::vector<Rate>& coupons,

                                const DayCounter& accrualDayCounter,

                                BusinessDayConvention paymentConvention = Following,

                                const Date& issueDate = Date(),

                                const Period& exCouponPeriod = Period(),

                                const Calendar& exCouponCalendar = Calendar(),

                                BusinessDayConvention exCouponConvention = Unadjusted,

                                bool exCouponEndOfMonth = false,

                                const std::vector<Real>& redemptions = { 100.0 },

                                Integer paymentLag = 0);

        Frequency frequency() const { return frequency_; }

        const DayCounter& dayCounter() const { return dayCounter_; }

      protected:

        Frequency frequency_;

        DayCounter dayCounter_;

    };

    //! returns a schedule for French amortization

    Schedule sinkingSchedule(const Date& startDate,

                             const Period& bondLength,

                             const Frequency& frequency,

                             const Calendar& paymentCalendar);

    //! returns a sequence of notionals for French amortization

    std::vector<Real> sinkingNotionals(const Period& bondLength,

                                       const Frequency& frequency,

                                       Rate couponRate,

                                       Real initialNotional);

}

#endif