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

/*

 Copyright (C) 2007 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

 <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 interestratevolsurface.hpp

    \brief Interest rate volatility (smile) surface

*/

#ifndef quantlib_interest_rate_vol_surface_hpp

#define quantlib_interest_rate_vol_surface_hpp

#include <ql/experimental/volatility/blackvolsurface.hpp>

#include <ql/indexes/interestrateindex.hpp>

namespace QuantLib {

    //! Interest rate volatility (smile) surface

    /*! This abstract class defines the interface of concrete

        Interest rate volatility (smile) surfaces which will

        be derived from this one.

        Volatilities are assumed to be expressed on an annual basis.

    */

    class InterestRateVolSurface : public BlackVolSurface {

      public:

        /*! \name Constructors

            See the TermStructure documentation for issues regarding

            constructors.

        */

        //@{

        /*! \warning term structures initialized by means of this

                     constructor must manage their own reference date

                     by overriding the referenceDate() method.

        */

        explicit InterestRateVolSurface(ext::shared_ptr<InterestRateIndex>,

                                        BusinessDayConvention bdc = Following,

                                        const DayCounter& dc = DayCounter());

        //! initialize with a fixed reference date

        InterestRateVolSurface(ext::shared_ptr<InterestRateIndex>,

                               const Date& referenceDate,

                               const Calendar& cal = Calendar(),

                               BusinessDayConvention bdc = Following,

                               const DayCounter& dc = DayCounter());

        //! calculate the reference date based on the global evaluation date

        InterestRateVolSurface(ext::shared_ptr<InterestRateIndex>,

                               Natural settlementDays,

                               const Calendar&,

                               BusinessDayConvention bdc = Following,

                               const DayCounter& dc = DayCounter());

        //@}

        //! \name VolatilityTermStructure interface

        //@{

        //! period/date conversion

        Date optionDateFromTenor(const Period&) const;

        //@}

        const ext::shared_ptr<InterestRateIndex>& index() const;

        //! \name Visitability

        //@{

        void accept(AcyclicVisitor&) override;

        //@}

      protected:

        ext::shared_ptr<InterestRateIndex> index_;

    };

    // inline

    inline const ext::shared_ptr<InterestRateIndex>&

    InterestRateVolSurface::index() const {

        return index_;

    }

}

#endif