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

/*

 Copyright (C) 2008 Ferdinando Ametrano

 Copyright (C) 2007 Giorgio Facchinetti

 Copyright (C) 2015 Peter Caspers

 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 spreadedoptionletvol.hpp

    \brief Spreaded caplet/floorlet volatility

*/

#ifndef quantlib_spreaded_caplet_volstructure_h

#define quantlib_spreaded_caplet_volstructure_h

#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>

#include <ql/termstructures/volatility/optionlet/optionletstripper.hpp>

#include <ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp>

namespace QuantLib {

    class Quote;

    class SpreadedOptionletVolatility : public OptionletVolatilityStructure {

      public:

        SpreadedOptionletVolatility(const Handle<OptionletVolatilityStructure>&,

                                    Handle<Quote> spread);

        // All virtual methods of base classes must be forwarded

        //! \name VolatilityTermStructure interface

        //@{

        BusinessDayConvention businessDayConvention() const override;

        Rate minStrike() const override;

        Rate maxStrike() const override;

        //@}

        //! \name TermStructure interface

        //@{

        DayCounter dayCounter() const override;

        Date maxDate() const override;

        Time maxTime() const override;

        const Date& referenceDate() const override;

        Calendar calendar() const override;

        Natural settlementDays() const override;

        //@}

        VolatilityType volatilityType() const override;

        Real displacement() const override;

      protected:

        // All virtual methods of base classes must be forwarded

        //! \name OptionletVolatilityStructure interface

        //@{

        ext::shared_ptr<SmileSection> smileSectionImpl(const Date& d) const override;

        ext::shared_ptr<SmileSection> smileSectionImpl(Time optionT) const override;

        Volatility volatilityImpl(Time optionTime, Rate strike) const override;

        //@}

      private:

        const Handle<OptionletVolatilityStructure> baseVol_;

        const Handle<Quote> spread_;

    };

    inline DayCounter SpreadedOptionletVolatility::dayCounter() const {

        return baseVol_->dayCounter();

    }

    inline Date SpreadedOptionletVolatility::maxDate() const {

        return baseVol_->maxDate();

    }

    inline Time SpreadedOptionletVolatility::maxTime() const {

        return baseVol_->maxTime();

    }

    inline const Date& SpreadedOptionletVolatility::referenceDate() const {

        return baseVol_->referenceDate();

    }

    inline Calendar SpreadedOptionletVolatility::calendar() const {

        return baseVol_->calendar();

    }

    inline Natural SpreadedOptionletVolatility::settlementDays() const {

        return baseVol_->settlementDays();

    }

    inline BusinessDayConvention

    SpreadedOptionletVolatility::businessDayConvention() const {

        return baseVol_->businessDayConvention();

    }

    inline Rate SpreadedOptionletVolatility::minStrike() const {

        return baseVol_->minStrike();

    }

    inline Rate SpreadedOptionletVolatility::maxStrike() const {

        return baseVol_->maxStrike();

    }

    inline VolatilityType

    SpreadedOptionletVolatility::volatilityType() const {

        return baseVol_->volatilityType();

    }

    inline Real SpreadedOptionletVolatility::displacement() const {

        return baseVol_->displacement();

    }

}

#endif