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

/*

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

*/

/*! \file actualactual.hpp

    \brief act/act day counters

*/

#ifndef quantlib_actualactual_day_counter_h

#define quantlib_actualactual_day_counter_h

#include <ql/time/daycounter.hpp>

#include <ql/time/schedule.hpp>

#include <utility>

namespace QuantLib {

    //! Actual/Actual day count

    /*! The day count can be calculated according to:

        - the ISDA convention, also known as "Actual/Actual (Historical)",

          "Actual/Actual", "Act/Act", and according to ISDA also "Actual/365",

          "Act/365", and "A/365";

        - the ISMA and US Treasury convention, also known as

          "Actual/Actual (Bond)";

        - the AFB convention, also known as "Actual/Actual (Euro)".

        For more details, refer to

        https://www.isda.org/a/pIJEE/The-Actual-Actual-Day-Count-Fraction-1999.pdf

        \ingroup daycounters

        \test the correctness of the results is checked against known

              good values.

    */

    class ActualActual : public DayCounter {

      public:

        enum Convention { ISMA, Bond,

                          ISDA, Historical, Actual365,

                          AFB, Euro };

      private:

        class ISMA_Impl final : public DayCounter::Impl {

          public:

            explicit ISMA_Impl(Schedule schedule) : schedule_(std::move(schedule)) {}

            std::string name() const override { return std::string("Actual/Actual (ISMA)"); }

            Time yearFraction(const Date& d1,

                              const Date& d2,

                              const Date& refPeriodStart,

                              const Date& refPeriodEnd) const override;

          private:

            Schedule schedule_;

        };

        class Old_ISMA_Impl final : public DayCounter::Impl {

          public:

            std::string name() const override { return std::string("Actual/Actual (ISMA)"); }

            Time yearFraction(const Date& d1,

                              const Date& d2,

                              const Date& refPeriodStart,

                              const Date& refPeriodEnd) const override;

        };

        class ISDA_Impl final : public DayCounter::Impl {

          public:

            std::string name() const override { return std::string("Actual/Actual (ISDA)"); }

            Time

            yearFraction(const Date& d1, const Date& d2, const Date&, const Date&) const override;

        };

        class AFB_Impl final : public DayCounter::Impl {

          public:

            std::string name() const override { return std::string("Actual/Actual (AFB)"); }

            Time

            yearFraction(const Date& d1, const Date& d2, const Date&, const Date&) const override;

        };

        static ext::shared_ptr<DayCounter::Impl> implementation(Convention c, Schedule schedule);

      public:

        explicit ActualActual(Convention c, Schedule schedule = Schedule())

        : DayCounter(implementation(c, std::move(schedule))) {}

    };

}

#endif