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

/*

 Copyright (C) 2004 Jeff Yu

 Copyright (C) 2004 M-Dimension Consulting Inc.

 Copyright (C) 2005, 2006, 2007 StatPro Italia srl

 Copyright (C) 2007, 2008, 2010 Ferdinando Ametrano

 Copyright (C) 2009 Piter Dias

 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/instruments/bonds/fixedratebond.hpp>

#include <ql/cashflows/cashflowvectors.hpp>

#include <ql/cashflows/simplecashflow.hpp>

#include <ql/time/schedule.hpp>

namespace QuantLib {

    FixedRateBond::FixedRateBond(Natural settlementDays,

                                 Real faceAmount,

                                 Schedule schedule,

                                 const std::vector<Rate>& coupons,

                                 const DayCounter& accrualDayCounter,

                                 BusinessDayConvention paymentConvention,

                                 Real redemption,

                                 const Date& issueDate,

                                 const Calendar& paymentCalendar,

                                 const Period& exCouponPeriod,

                                 const Calendar& exCouponCalendar,

                                 const BusinessDayConvention exCouponConvention,

                                 bool exCouponEndOfMonth,

                                 const DayCounter& firstPeriodDayCounter)

     : Bond(settlementDays,

            paymentCalendar==Calendar() ? schedule.calendar() : paymentCalendar,

            issueDate),

       frequency_(schedule.hasTenor() ? schedule.tenor().frequency() : NoFrequency),

       dayCounter_(accrualDayCounter),

       firstPeriodDayCounter_(firstPeriodDayCounter) {

        maturityDate_ = schedule.endDate();

        cashflows_ = FixedRateLeg(std::move(schedule))

            .withNotionals(faceAmount)

            .withCouponRates(coupons, accrualDayCounter)

            .withFirstPeriodDayCounter(firstPeriodDayCounter)

            .withPaymentCalendar(calendar_)

            .withPaymentAdjustment(paymentConvention)

            .withExCouponPeriod(exCouponPeriod,

                                exCouponCalendar,

                                exCouponConvention,

                                exCouponEndOfMonth);

        addRedemptionsToCashflows(std::vector<Real>(1, redemption));

        QL_ENSURE(!cashflows().empty(), "bond with no cashflows!");

        QL_ENSURE(redemptions_.size() == 1, "multiple redemptions created");

    }

Unexecuted instantiation: QuantLib::FixedRateBond::FixedRateBond(unsigned int, double, QuantLib::Schedule, std::__1::vector<double, std::__1::allocator<double> > const&, QuantLib::DayCounter const&, QuantLib::BusinessDayConvention, double, QuantLib::Date const&, QuantLib::Calendar const&, QuantLib::Period const&, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, bool, QuantLib::DayCounter const&)

Unexecuted instantiation: QuantLib::FixedRateBond::FixedRateBond(unsigned int, double, QuantLib::Schedule, std::__1::vector<double, std::__1::allocator<double> > const&, QuantLib::DayCounter const&, QuantLib::BusinessDayConvention, double, QuantLib::Date const&, QuantLib::Calendar const&, QuantLib::Period const&, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, bool, QuantLib::DayCounter const&)

}