/*

 Copyright (C) 2006 Giorgio Facchinetti

 Copyright (C) 2006 Mario Pucci

 Copyright (C) 2006, 2007 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. */

/*! \file cmscoupon.hpp

    \brief CMS coupon

*/

#ifndef quantlib_cms_coupon_hpp

#define quantlib_cms_coupon_hpp

#include <ql/cashflows/floatingratecoupon.hpp>

#include <ql/time/schedule.hpp>

namespace QuantLib {

    class SwapIndex;

    //! CMS coupon class

    /*! \warning This class does not perform any date adjustment,

                 i.e., the start and end date passed upon construction

                 should be already rolled to a business day.

    */

    class CmsCoupon : public FloatingRateCoupon {

      public:

        CmsCoupon(const Date& paymentDate,

                  Real nominal,

                  const Date& startDate,

                  const Date& endDate,

                  Natural fixingDays,

                  const ext::shared_ptr<SwapIndex>& index,

                  Real gearing = 1.0,

                  Spread spread = 0.0,

                  const Date& refPeriodStart = Date(),

                  const Date& refPeriodEnd = Date(),

                  const DayCounter& dayCounter = DayCounter(),

                  bool isInArrears = false,

                  const Date& exCouponDate = Date());

        //! \name Inspectors

        //@{

        const ext::shared_ptr<SwapIndex>& swapIndex() const {

            return swapIndex_;

        }

        //@}

        //! \name Visitability

        //@{

        void accept(AcyclicVisitor&) override;

        //@}

      private:

        ext::shared_ptr<SwapIndex> swapIndex_;

    };

    //! helper class building a sequence of capped/floored cms-rate coupons

    class CmsLeg {

      public:

        CmsLeg(Schedule schedule, ext::shared_ptr<SwapIndex> swapIndex);

        CmsLeg& withNotionals(Real notional);

        CmsLeg& withNotionals(const std::vector<Real>& notionals);

        CmsLeg& withPaymentDayCounter(const DayCounter&);

        CmsLeg& withPaymentAdjustment(BusinessDayConvention);

        CmsLeg& withFixingDays(Natural fixingDays);

        CmsLeg& withFixingDays(const std::vector<Natural>& fixingDays);

        CmsLeg& withGearings(Real gearing);

        CmsLeg& withGearings(const std::vector<Real>& gearings);

        CmsLeg& withSpreads(Spread spread);

        CmsLeg& withSpreads(const std::vector<Spread>& spreads);

        CmsLeg& withCaps(Rate cap);

        CmsLeg& withCaps(const std::vector<Rate>& caps);

        CmsLeg& withFloors(Rate floor);

        CmsLeg& withFloors(const std::vector<Rate>& floors);

        CmsLeg& inArrears(bool flag = true);

        CmsLeg& withZeroPayments(bool flag = true);

        CmsLeg& withExCouponPeriod(const Period&,

                                   const Calendar&,

                                   BusinessDayConvention,

                                   bool endOfMonth);

        operator Leg() const;

      private:

        Schedule schedule_;

        ext::shared_ptr<SwapIndex> swapIndex_;

        std::vector<Real> notionals_;

        DayCounter paymentDayCounter_;

        BusinessDayConvention paymentAdjustment_ = Following;

        std::vector<Natural> fixingDays_;

        std::vector<Real> gearings_;

        std::vector<Spread> spreads_;

        std::vector<Rate> caps_, floors_;

        bool inArrears_ = false, zeroPayments_ = false;

        Period exCouponPeriod_;

        Calendar exCouponCalendar_;

        BusinessDayConvention exCouponAdjustment_ = Following;

        bool exCouponEndOfMonth_ = false;

    };

}

#endif