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

/*

 Copyright (C) 2008 J. Erik Radmall

 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.

*/

#include <ql/experimental/commodities/paymentterm.hpp>

namespace QuantLib {

    std::map<std::string, ext::shared_ptr<PaymentTerm::Data> >

    PaymentTerm::paymentTerms_;

    PaymentTerm::PaymentTerm(const std::string& name,

                             PaymentTerm::EventType eventType,

                             Integer offsetDays,

                             const Calendar& calendar) {

        auto i = paymentTerms_.find(name);

        if (i != paymentTerms_.end())

            data_ = i->second;

        else {

            data_ = ext::make_shared<PaymentTerm::Data>(

                                 name, eventType,

                                                       offsetDays, calendar);

            paymentTerms_[name] = data_;

        }

    }

    std::ostream& operator<<(std::ostream& out, const PaymentTerm& c) {

        if (!c.empty())

            return out << c.name();

        else

            return out << "null payment term type";

    }

}