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

/*

 Copyright (C) 2010, 2011 Chris Kenyon

 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 cpibond.hpp

 \brief zero-inflation-indexed-ratio-with-base bond

 */

#ifndef quantlib_cpibond_hpp

#define quantlib_cpibond_hpp

#include <ql/instruments/bond.hpp>

#include <ql/time/dategenerationrule.hpp>

#include <ql/time/daycounter.hpp>

#include <ql/interestrate.hpp>

#include <ql/cashflows/cpicoupon.hpp>

namespace QuantLib {

    class Schedule;

    //! cpi bond; if there is only one date in the schedule it

    //! is a zero bond returning an inflated notional.

    /*! \ingroup instruments

     */

    class CPIBond : public Bond {

      public:

        CPIBond(Natural settlementDays,

                Real faceAmount,

                Real baseCPI,

                const Period& observationLag,

                ext::shared_ptr<ZeroInflationIndex> cpiIndex,

                CPI::InterpolationType observationInterpolation,

                Schedule schedule,

                const std::vector<Rate>& coupons,

                const DayCounter& accrualDayCounter,

                BusinessDayConvention paymentConvention = ModifiedFollowing,

                const Date& issueDate = Date(),

                const Calendar& paymentCalendar = Calendar(),

                const Period& exCouponPeriod = Period(),

                const Calendar& exCouponCalendar = Calendar(),

                BusinessDayConvention exCouponConvention = Unadjusted,

                bool exCouponEndOfMonth = false);

        /*! \deprecated Use the overload without the growthOnly parameter.

                        Deprecated in version 1.40.

        */

        [[deprecated("Use the overload without the growthOnly parameter")]]

        CPIBond(Natural settlementDays,

                Real faceAmount,

                bool growthOnly,

                Real baseCPI,

                const Period& observationLag,

                ext::shared_ptr<ZeroInflationIndex> cpiIndex,

                CPI::InterpolationType observationInterpolation,

                Schedule schedule,

                const std::vector<Rate>& coupons,

                const DayCounter& accrualDayCounter,

                BusinessDayConvention paymentConvention = ModifiedFollowing,

                const Date& issueDate = Date(),

                const Calendar& paymentCalendar = Calendar(),

                const Period& exCouponPeriod = Period(),

                const Calendar& exCouponCalendar = Calendar(),

                BusinessDayConvention exCouponConvention = Unadjusted,

                bool exCouponEndOfMonth = false);

        Frequency frequency() const { return frequency_; }

        const DayCounter& dayCounter() const { return dayCounter_; }

        bool growthOnly() const { return growthOnly_; }

        Real baseCPI() const { return baseCPI_; }

        Period observationLag() const { return observationLag_; }

        const ext::shared_ptr<ZeroInflationIndex>& cpiIndex() const { return cpiIndex_; }

        CPI::InterpolationType observationInterpolation() const { return observationInterpolation_; }

      protected:

        Frequency frequency_;

        DayCounter dayCounter_;

        bool growthOnly_;

        Real baseCPI_;

        Period observationLag_;

        ext::shared_ptr<ZeroInflationIndex> cpiIndex_;

        CPI::InterpolationType observationInterpolation_;

    };

}

#endif