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

/*

 Copyright (C) 2008 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.

*/

/*! \file claim.hpp

    \brief Classes for default-event claims.

*/

#ifndef quantlib_claim_hpp

#define quantlib_claim_hpp

#include <ql/instruments/bond.hpp>

namespace QuantLib {

    //! Claim associated to a default event

    class Claim : public Observable, public Observer {

      public:

        ~Claim() override = default;

        virtual Real amount(const Date& defaultDate,

                            Real notional,

                            Real recoveryRate) const = 0;

        void update() override { notifyObservers(); }

    };

    //! Claim on a notional

    class FaceValueClaim : public Claim {

      public:

        Real amount(const Date& d, Real notional, Real recoveryRate) const override;

    };

    //! Claim on the notional of a reference security, including accrual

    class FaceValueAccrualClaim : public Claim {

      public:

        FaceValueAccrualClaim(

                          const ext::shared_ptr<Bond>& referenceSecurity);

        Real amount(const Date& d, Real notional, Real recoveryRate) const override;

      private:

        ext::shared_ptr<Bond> referenceSecurity_;

    };

}

#endif