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

/*

 Copyright (C) 2007 Ferdinando Ametrano

 Copyright (C) 2006, 2007 Chiara Fornarola

 Copyright (C) 2007 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

 <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.

*/

#include <ql/instruments/bonds/cmsratebond.hpp>

#include <ql/cashflows/cmscoupon.hpp>

#include <ql/cashflows/simplecashflow.hpp>

#include <ql/indexes/swapindex.hpp>

#include <ql/time/schedule.hpp>

namespace QuantLib {

    CmsRateBond::CmsRateBond(

                           Natural settlementDays,

                           Real faceAmount,

                           Schedule schedule,

                           const ext::shared_ptr<SwapIndex>& index,

                           const DayCounter& paymentDayCounter,

                           BusinessDayConvention paymentConvention,

                           Natural fixingDays,

                           const std::vector<Real>& gearings,

                           const std::vector<Spread>& spreads,

                           const std::vector<Rate>& caps,

                           const std::vector<Rate>& floors,

                           bool inArrears,

                           Real redemption,

                           const Date& issueDate)

    : Bond(settlementDays, schedule.calendar(), issueDate) {

        maturityDate_ = schedule.endDate();

        cashflows_ = CmsLeg(std::move(schedule), index)

            .withNotionals(faceAmount)

            .withPaymentDayCounter(paymentDayCounter)

            .withPaymentAdjustment(paymentConvention)

            .withFixingDays(fixingDays)

            .withGearings(gearings)

            .withSpreads(spreads)

            .withCaps(caps)

            .withFloors(floors)

            .inArrears(inArrears);

        addRedemptionsToCashflows(std::vector<Real>(1, redemption));

        QL_ENSURE(!cashflows().empty(), "bond with no cashflows!");

        QL_ENSURE(redemptions_.size() == 1, "multiple redemptions created");

        registerWith(index);

    }

Unexecuted instantiation: QuantLib::CmsRateBond::CmsRateBond(unsigned int, double, QuantLib::Schedule, boost::shared_ptr<QuantLib::SwapIndex> const&, QuantLib::DayCounter const&, QuantLib::BusinessDayConvention, unsigned int, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, bool, double, QuantLib::Date const&)

Unexecuted instantiation: QuantLib::CmsRateBond::CmsRateBond(unsigned int, double, QuantLib::Schedule, boost::shared_ptr<QuantLib::SwapIndex> const&, QuantLib::DayCounter const&, QuantLib::BusinessDayConvention, unsigned int, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, bool, double, QuantLib::Date const&)

}