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

/*

 Copyright (C) 2008, 2011 Ferdinando Ametrano

 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/swap/jpyliborswap.hpp>

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

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

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

#include <ql/currencies/asia.hpp>

namespace QuantLib {

    JpyLiborSwapIsdaFixAm::JpyLiborSwapIsdaFixAm(

                                const Period& tenor,

                                const Handle<YieldTermStructure>& h)

    : SwapIndex("JpyLiborSwapIsdaFixAm", // familyName

                tenor,

                2, // settlementDays

                JPYCurrency(),

                TARGET(),

                6*Months, // fixedLegTenor

                ModifiedFollowing, // fixedLegConvention

                ActualActual(ActualActual::ISDA), // fixedLegDaycounter

                ext::shared_ptr<IborIndex>(new JPYLibor(6*Months, h))) {}

    JpyLiborSwapIsdaFixAm::JpyLiborSwapIsdaFixAm(

                                const Period& tenor,

                                const Handle<YieldTermStructure>& forwarding,

                                const Handle<YieldTermStructure>& discounting)

    : SwapIndex("JpyLiborSwapIsdaFixAm", // familyName

                tenor,

                2, // settlementDays

                JPYCurrency(),

                TARGET(),

                6*Months, // fixedLegTenor

                ModifiedFollowing, // fixedLegConvention

                ActualActual(ActualActual::ISDA), // fixedLegDaycounter

                ext::shared_ptr<IborIndex>(new JPYLibor(6*Months, forwarding)),

                discounting) {}

    JpyLiborSwapIsdaFixPm::JpyLiborSwapIsdaFixPm(

                                const Period& tenor,

                                const Handle<YieldTermStructure>& h)

    : SwapIndex("JpyLiborSwapIsdaFixPm", // familyName

                tenor,

                2, // settlementDays

                JPYCurrency(),

                TARGET(),

                6*Months, // fixedLegTenor

                ModifiedFollowing, // fixedLegConvention

                ActualActual(ActualActual::ISDA), // fixedLegDaycounter

                ext::shared_ptr<IborIndex>(new JPYLibor(6*Months, h))) {}

    JpyLiborSwapIsdaFixPm::JpyLiborSwapIsdaFixPm(

                                const Period& tenor,

                                const Handle<YieldTermStructure>& forwarding,

                                const Handle<YieldTermStructure>& discounting)

    : SwapIndex("JpyLiborSwapIsdaFixPm", // familyName

                tenor,

                2, // settlementDays

                JPYCurrency(),

                TARGET(),

                6*Months, // fixedLegTenor

                ModifiedFollowing, // fixedLegConvention

                ActualActual(ActualActual::ISDA), // fixedLegDaycounter

                ext::shared_ptr<IborIndex>(new JPYLibor(6*Months, forwarding)),

                discounting) {}

}