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

/*

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 Copyright (C) 2003, 2004, 2005, 2006 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 jpylibor.hpp

    \brief %JPY %LIBOR rate

*/

#ifndef quantlib_jpy_libor_hpp

#define quantlib_jpy_libor_hpp

#include <ql/indexes/ibor/libor.hpp>

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

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

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

#include <ql/currencies/asia.hpp>

namespace QuantLib {

    //! %JPY %LIBOR rate

    /*! Japanese Yen LIBOR fixed by ICE.

        See <https://www.theice.com/marketdata/reports/170>.

        \warning This is the rate fixed in London by ICE. Use TIBOR if

                 you're interested in the Tokio fixing.

    */

    class JPYLibor : public Libor {

      public:

        JPYLibor(const Period& tenor,

                 const Handle<YieldTermStructure>& h = {})

        : Libor("JPYLibor", tenor,

                2,

                JPYCurrency(),

                Japan(),

                Actual360(), h) {}

    };

    //! base class for the one day deposit ICE %JPY %LIBOR indexes

    class DailyTenorJPYLibor : public DailyTenorLibor {

      public:

        DailyTenorJPYLibor(Natural settlementDays,

                           const Handle<YieldTermStructure>& h = {})

        : DailyTenorLibor("JPYLibor", settlementDays,

                          JPYCurrency(),

                          Japan(),

                          Actual360(), h) {}

    };

}

#endif