/*

 Copyright (C) 2014 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.

*/

#include <ql/cashflows/capflooredcoupon.hpp>

#include <ql/cashflows/cashflowvectors.hpp>

#include <ql/experimental/coupons/cmsspreadcoupon.hpp>

#include <utility>

namespace QuantLib {

    CmsSpreadCoupon::CmsSpreadCoupon(

        const Date &paymentDate, Real nominal, const Date &startDate,

        const Date &endDate, Natural fixingDays,

        const ext::shared_ptr<SwapSpreadIndex> &index, Real gearing,

        Spread spread, const Date &refPeriodStart,

        const Date &refPeriodEnd,

        const DayCounter &dayCounter, bool isInArrears, const Date &exCouponDate)

        : FloatingRateCoupon(paymentDate, nominal, startDate, endDate,

                             fixingDays, index, gearing, spread,

                             refPeriodStart, refPeriodEnd, dayCounter,

                             isInArrears, exCouponDate),

          index_(index) {}

Unexecuted instantiation: QuantLib::CmsSpreadCoupon::CmsSpreadCoupon(QuantLib::Date const&, double, QuantLib::Date const&, QuantLib::Date const&, unsigned int, boost::shared_ptr<QuantLib::SwapSpreadIndex> const&, double, double, QuantLib::Date const&, QuantLib::Date const&, QuantLib::DayCounter const&, bool, QuantLib::Date const&)

Unexecuted instantiation: QuantLib::CmsSpreadCoupon::CmsSpreadCoupon(QuantLib::Date const&, double, QuantLib::Date const&, QuantLib::Date const&, unsigned int, boost::shared_ptr<QuantLib::SwapSpreadIndex> const&, double, double, QuantLib::Date const&, QuantLib::Date const&, QuantLib::DayCounter const&, bool, QuantLib::Date const&)

    void CmsSpreadCoupon::accept(AcyclicVisitor &v) {

        auto* v1 = dynamic_cast<Visitor<CmsSpreadCoupon>*>(&v);

        if (v1 != nullptr)

            v1->visit(*this);

        else

            FloatingRateCoupon::accept(v);

    }

    CmsSpreadLeg::CmsSpreadLeg(Schedule schedule, ext::shared_ptr<SwapSpreadIndex> index)

    : schedule_(std::move(schedule)), swapSpreadIndex_(std::move(index)) {

        QL_REQUIRE(swapSpreadIndex_, "no index provided");

    }

    CmsSpreadLeg &CmsSpreadLeg::withNotionals(Real notional) {

        notionals_ = std::vector<Real>(1, notional);

        return *this;

    }

    CmsSpreadLeg &

    CmsSpreadLeg::withNotionals(const std::vector<Real> &notionals) {

        notionals_ = notionals;

        return *this;

    }

    CmsSpreadLeg &

    CmsSpreadLeg::withPaymentDayCounter(const DayCounter &dayCounter) {

        paymentDayCounter_ = dayCounter;

        return *this;

    }

    CmsSpreadLeg &

    CmsSpreadLeg::withPaymentAdjustment(BusinessDayConvention convention) {

        paymentAdjustment_ = convention;

        return *this;

    }

    CmsSpreadLeg &CmsSpreadLeg::withFixingDays(Natural fixingDays) {

        fixingDays_ = std::vector<Natural>(1, fixingDays);

        return *this;

    }

    CmsSpreadLeg &

    CmsSpreadLeg::withFixingDays(const std::vector<Natural> &fixingDays) {

        fixingDays_ = fixingDays;

        return *this;

    }

    CmsSpreadLeg &CmsSpreadLeg::withGearings(Real gearing) {

        gearings_ = std::vector<Real>(1, gearing);

        return *this;

    }

    CmsSpreadLeg &

    CmsSpreadLeg::withGearings(const std::vector<Real> &gearings) {

        gearings_ = gearings;

        return *this;

    }

    CmsSpreadLeg &CmsSpreadLeg::withSpreads(Spread spread) {

        spreads_ = std::vector<Spread>(1, spread);

        return *this;

    }

    CmsSpreadLeg &

    CmsSpreadLeg::withSpreads(const std::vector<Spread> &spreads) {

        spreads_ = spreads;

        return *this;

    }

    CmsSpreadLeg &CmsSpreadLeg::withCaps(Rate cap) {

        caps_ = std::vector<Rate>(1, cap);

        return *this;

    }

    CmsSpreadLeg &CmsSpreadLeg::withCaps(const std::vector<Rate> &caps) {

        caps_ = caps;

        return *this;

    }

    CmsSpreadLeg &CmsSpreadLeg::withFloors(Rate floor) {

        floors_ = std::vector<Rate>(1, floor);

        return *this;

    }

    CmsSpreadLeg &CmsSpreadLeg::withFloors(const std::vector<Rate> &floors) {

        floors_ = floors;

        return *this;

    }

    CmsSpreadLeg &CmsSpreadLeg::inArrears(bool flag) {

        inArrears_ = flag;

        return *this;

    }

    CmsSpreadLeg &CmsSpreadLeg::withZeroPayments(bool flag) {

        zeroPayments_ = flag;

        return *this;

    }

    CmsSpreadLeg::operator Leg() const {

        return FloatingLeg<SwapSpreadIndex, CmsSpreadCoupon,

                           CappedFlooredCmsSpreadCoupon>(

            schedule_, notionals_, swapSpreadIndex_, paymentDayCounter_,

            paymentAdjustment_, fixingDays_, gearings_, spreads_, caps_,

            floors_, inArrears_, zeroPayments_);

    }

}