/* -*- 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

 <https://www.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 pricingperiod.hpp

    \brief Pricing period

*/

#ifndef quantlib_pricing_period_hpp

#define quantlib_pricing_period_hpp

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

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

#include <utility>

#include <vector>

namespace QuantLib {

    //! Time pricingperiod described by a number of a given time unit

    /*! \ingroup datetime */

    class PricingPeriod : public DateInterval {

      public:

        PricingPeriod(const Date& startDate,

                      const Date& endDate,

                      const Date& paymentDate,

                      Quantity quantity)

        : DateInterval(startDate, endDate), paymentDate_(paymentDate),

          quantity_(std::move(quantity)) {}

        const Date& paymentDate() const { return paymentDate_; }

        const Quantity& quantity() const { return quantity_; }

      private:

        Date paymentDate_;

        Quantity quantity_;

    };

    typedef std::vector<ext::shared_ptr<PricingPeriod> > PricingPeriods;

}

#endif