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

/*

 Copyright (C) 2008 Toyin Akin

 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 quantocouponpricer.hpp

    \brief quanto-adjusted coupon

*/

#ifndef quantlib_coupon_quanto_pricer_hpp

#define quantlib_coupon_quanto_pricer_hpp

#include <ql/cashflows/couponpricer.hpp>

#include <ql/quote.hpp>

#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>

#include <utility>

namespace QuantLib {

    class BlackIborQuantoCouponPricer : public BlackIborCouponPricer {

      public:

        BlackIborQuantoCouponPricer(Handle<BlackVolTermStructure> fxRateBlackVolatility,

                                    Handle<Quote> underlyingFxCorrelation,

                                    const Handle<OptionletVolatilityStructure>& capletVolatility)

        : BlackIborCouponPricer(capletVolatility),

          fxRateBlackVolatility_(std::move(fxRateBlackVolatility)),

          underlyingFxCorrelation_(std::move(underlyingFxCorrelation)) {

            registerWith(fxRateBlackVolatility_);

            registerWith(underlyingFxCorrelation_);

        }

      protected:

        Rate adjustedFixing(Rate fixing = Null<Rate>()) const override;

      private:

        Handle<BlackVolTermStructure> fxRateBlackVolatility_;

        Handle<Quote> underlyingFxCorrelation_;

    };

}

#endif