/*

 Copyright (C) 2025 Sotirios Papathanasopoulos

 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.

*/

#ifndef quantlib_cdi_hpp

#define quantlib_cdi_hpp

#include <ql/currencies/america.hpp>

#include <ql/indexes/iborindex.hpp>

#include <ql/time/calendars/brazil.hpp>

#include <ql/time/daycounters/business252.hpp>

namespace QuantLib {

    //! BRL-CDI Index: relevant for https://en.wikipedia.org/wiki/Brazilian_Swap

    class Cdi : public OvernightIndex {

      public:

        explicit Cdi(const Handle<YieldTermStructure>& h = {})

        : OvernightIndex("CDI", 0, BRLCurrency(), Brazil(Brazil::Settlement), Business252(), h) {}

        Rate forecastFixing(const Date& fixingDate) const override;

    };

} 

#endif