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

/*

 Copyright (C) 2021 Ralf Konrad Eckel

 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 zeroinflationcashflow.hpp

    \brief Cash flow dependent on an inflation index ratio (NOT a coupon, i.e. no accruals).

*/

#ifndef quantlib_inflation_cash_flow_hpp

#define quantlib_inflation_cash_flow_hpp

#include <ql/cashflows/indexedcashflow.hpp>

#include <ql/indexes/inflationindex.hpp>

namespace QuantLib {

    //! Cash flow dependent on a zero inflation index ratio.

    /*! The ratio is taken between fixings observed at the start date

        and the end date minus the observation lag; that is, if the start

        and end dates are, e.g., in June and the observation lag is three

        months, the ratio will be taken between March fixings.

    */

    class ZeroInflationCashFlow : public IndexedCashFlow {

      public:

        /*! The fixings dates for the index are `startDate - observationLag` and

            `endDate - observationLag`.

        */

        ZeroInflationCashFlow(Real notional,

                              const ext::shared_ptr<ZeroInflationIndex>& index,

                              CPI::InterpolationType observationInterpolation,

                              const Date& startDate,

                              const Date& endDate,

                              const Period& observationLag,

                              const Date& paymentDate,

                              bool growthOnly = false);

        //! \name ZeroInflationCashFlow interface

        //@{

        ext::shared_ptr<ZeroInflationIndex> zeroInflationIndex() const {

            return zeroInflationIndex_;

        }

        CPI::InterpolationType observationInterpolation() const {

            return interpolation_;

        }

        //@}

        //! \name ZeroInflationCashFlow interface

        //@{

        Real baseFixing() const override;

        Real indexFixing() const override;

        //@}

        //! \name Visitability

        //@{

        void accept(AcyclicVisitor&) override;

        //@}

      private:

        ext::shared_ptr<ZeroInflationIndex> zeroInflationIndex_;

        CPI::InterpolationType interpolation_;

        Date startDate_, endDate_;

        Period observationLag_;

    };

}

#endif