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

/*

 Copyright (C) 2007 Giorgio Facchinetti

 Copyright (C) 2009 StatPro Italia srl

 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/cashflows/cashflows.hpp>

#include <ql/pricingengines/bond/discountingbondengine.hpp>

#include <ql/optional.hpp>

#include <utility>

namespace QuantLib {

    DiscountingBondEngine::DiscountingBondEngine(

        Handle<YieldTermStructure> discountCurve,

        const ext::optional<bool>& includeSettlementDateFlows)

    : discountCurve_(std::move(discountCurve)),

      includeSettlementDateFlows_(includeSettlementDateFlows) {

        registerWith(discountCurve_);

    }

    void DiscountingBondEngine::calculate() const {

        QL_REQUIRE(!discountCurve_.empty(),

                   "discounting term structure handle is empty");

        results_.valuationDate = (*discountCurve_)->referenceDate();

        bool includeRefDateFlows = includeSettlementDateFlows_ ? // NOLINT(readability-implicit-bool-conversion)

                                       *includeSettlementDateFlows_ :

                                       Settings::instance().includeReferenceDateEvents();

        results_.value = CashFlows::npv(arguments_.cashflows,

                                        **discountCurve_,

                                        includeRefDateFlows,

                                        results_.valuationDate,

                                        results_.valuationDate);

        // a bond's cashflow on settlement date is never taken into

        // account, so we might have to play it safe and recalculate

        if (!includeRefDateFlows

                     && results_.valuationDate == arguments_.settlementDate) {

            // same parameters as above, we can avoid another call

            results_.settlementValue = results_.value;

        } else {

            // no such luck

            results_.settlementValue =

                CashFlows::npv(arguments_.cashflows,

                               **discountCurve_,

                               false,

                               arguments_.settlementDate,

                               arguments_.settlementDate);

        }

    }

}