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

/*

 Copyright (C) 2007 Ferdinando Ametrano

 Copyright (C) 2007 Chiara Fornarola

 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/indexes/ibor/euribor.hpp>

#include <ql/time/calendars/target.hpp>

#include <ql/time/daycounters/actual360.hpp>

#include <ql/time/daycounters/actual365fixed.hpp>

#include <ql/currencies/europe.hpp>

namespace QuantLib {

    namespace {

        BusinessDayConvention euriborConvention(const Period& p) {

            switch (p.units()) {

              case Days:

              case Weeks:

                return Following;

              case Months:

              case Years:

                return ModifiedFollowing;

              default:

                QL_FAIL("invalid time units");

            }

        }

        bool euriborEOM(const Period& p) {

            switch (p.units()) {

              case Days:

              case Weeks:

                return false;

              case Months:

              case Years:

                return true;

              default:

                QL_FAIL("invalid time units");

            }

        }

    }

    Euribor::Euribor(const Period& tenor,

                     const Handle<YieldTermStructure>& h)

    : IborIndex("Euribor", tenor,

                2, // settlement days

                EURCurrency(), TARGET(),

                euriborConvention(tenor), euriborEOM(tenor),

                Actual360(), h) {

        QL_REQUIRE(this->tenor().units()!=Days,

                   "for daily tenors (" << this->tenor() <<

                   ") dedicated DailyTenor constructor must be used");

    }

    Euribor365::Euribor365(const Period& tenor,

                           const Handle<YieldTermStructure>& h)

    : IborIndex("Euribor365", tenor,

                2, // settlement days

                EURCurrency(), TARGET(),

                euriborConvention(tenor), euriborEOM(tenor),

                Actual365Fixed(), h) {

        QL_REQUIRE(this->tenor().units()!=Days,

                   "for daily tenors (" << this->tenor() <<

                   ") dedicated DailyTenor constructor must be used");

    }

}