/* -*- 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 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/termstructures/yield/forwardstructure.hpp>

namespace QuantLib {

    ForwardRateStructure::ForwardRateStructure(const DayCounter& dc)

    : YieldTermStructure(dc) {}

    ForwardRateStructure::ForwardRateStructure(

                                    const Date& refDate,

                                    const Calendar& cal,

                                    const DayCounter& dc,

                                    const std::vector<Handle<Quote> >& jumps,

                                    const std::vector<Date>& jumpDates)

    : YieldTermStructure(refDate, cal, dc, jumps, jumpDates) {}

    ForwardRateStructure::ForwardRateStructure(

                                    Natural settlDays,

                                    const Calendar& cal,

                                    const DayCounter& dc,

                                    const std::vector<Handle<Quote> >& jumps,

                                    const std::vector<Date>& jumpDates)

    : YieldTermStructure(settlDays, cal, dc, jumps, jumpDates) {}

    Rate ForwardRateStructure::zeroYieldImpl(Time t) const {

        if (t == 0.0)

            return forwardImpl(0.0);

        // implement smarter integration if plan to use the following code

        Rate sum = 0.5*forwardImpl(0.0);

        Size N = 1000;

        Time dt = t/N;

        for (Time i=dt; i<t; i+=dt)

            sum += forwardImpl(i);

        sum += 0.5*forwardImpl(t);

        return Rate(sum*dt/t);

    }

}