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

/*

 Copyright (C) 2008 Roland Lichters

 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 flathazardrate.hpp

    \brief flat hazard-rate term structure

*/

#ifndef quantlib_flat_hazard_rate_hpp

#define quantlib_flat_hazard_rate_hpp

#include <ql/termstructures/credit/hazardratestructure.hpp>

#include <ql/quote.hpp>

namespace QuantLib {

    //! Flat hazard-rate curve

    /*! \ingroup defaultprobabilitytermstructures */

    class FlatHazardRate : public HazardRateStructure {

      public:

        //! \name Constructors

        //@{

        FlatHazardRate(const Date& referenceDate, Handle<Quote> hazardRate, const DayCounter&);

        FlatHazardRate(const Date& referenceDate,

                       Rate hazardRate,

                       const DayCounter&);

        FlatHazardRate(Natural settlementDays,

                       const Calendar& calendar,

                       Handle<Quote> hazardRate,

                       const DayCounter&);

        FlatHazardRate(Natural settlementDays,

                       const Calendar& calendar,

                       Rate hazardRate,

                       const DayCounter&);

        //@}

        //! \name TermStructure interface

        //@{

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

        //@}

      private:

        //! \name HazardRateStructure interface

        //@{

        Rate hazardRateImpl(Time) const override { return hazardRate_->value(); }

        //@}

        //! \name DefaultProbabilityTermStructure interface

        //@{

        Probability survivalProbabilityImpl(Time) const override;

        //@}

        Handle<Quote> hazardRate_;

    };

    // inline definitions

    inline Probability FlatHazardRate::survivalProbabilityImpl(Time t) const {

        return std::exp(-hazardRate_->value()*t);

    }

}

#endif