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

/*

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

 Copyright (C) 2003, 2004, 2005, 2006, 2008, 2009 StatPro Italia srl

 Copyright (C) 2009 Ferdinando Ametrano

 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/indexes/iborindex.hpp>

#include <ql/termstructures/yieldtermstructure.hpp>

#include <utility>

namespace QuantLib {

    IborIndex::IborIndex(const std::string& familyName,

                         const Period& tenor,

                         Natural settlementDays,

                         const Currency& currency,

                         const Calendar& fixingCalendar,

                         BusinessDayConvention convention,

                         bool endOfMonth,

                         const DayCounter& dayCounter,

                         Handle<YieldTermStructure> h)

    : InterestRateIndex(familyName, tenor, settlementDays, currency, fixingCalendar, dayCounter),

      convention_(convention), termStructure_(std::move(h)), endOfMonth_(endOfMonth) {

        registerWith(termStructure_);

    }

    Rate IborIndex::forecastFixing(const Date& fixingDate) const {

        Date d1 = valueDate(fixingDate);

        Date d2 = maturityDate(d1);

        Time t = dayCounter_.yearFraction(d1, d2);

        QL_REQUIRE(t>0.0,

                   "\n cannot calculate forward rate between " <<

                   d1 << " and " << d2 <<

                   ":\n non positive time (" << t <<

                   ") using " << dayCounter_.name() << " daycounter");

        return forecastFixing(d1, d2, t);

    }

    Date IborIndex::maturityDate(const Date& valueDate) const {

        return fixingCalendar().advance(valueDate,

                                        tenor_,

                                        convention_,

                                        endOfMonth_);

    }

    ext::shared_ptr<IborIndex> IborIndex::clone(

                               const Handle<YieldTermStructure>& h) const {

        return ext::make_shared<IborIndex>(

                                        familyName(),

                                                      tenor(),

                                                      fixingDays(),

                                                      currency(),

                                                      fixingCalendar(),

                                                      businessDayConvention(),

                                                      endOfMonth(),

                                                      dayCounter(),

                                                      h);

    }

    OvernightIndex::OvernightIndex(const std::string& familyName,

                                   Natural settlementDays,

                                   const Currency& curr,

                                   const Calendar& fixCal,

                                   const DayCounter& dc,

                                   const Handle<YieldTermStructure>& h)

   : IborIndex(familyName, 1*Days, settlementDays, curr,

               fixCal, Following, false, dc, h) {}

    ext::shared_ptr<IborIndex> OvernightIndex::clone(

                               const Handle<YieldTermStructure>& h) const {

        return ext::shared_ptr<IborIndex>(

                                        new OvernightIndex(familyName(),

                                                           fixingDays(),

                                                           currency(),

                                                           fixingCalendar(),

                                                           dayCounter(),

                                                           h));

    }

}