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

#ifndef quantlib_custom_ibor_hpp

#define quantlib_custom_ibor_hpp

#include <ql/indexes/iborindex.hpp>

namespace QuantLib {

    /*! LIBOR-like index that allows specifying custom calendars for value

        and maturity dates calculations:

        * valueDate() advances on the valueCalendar and adjusts on the

         maturityCalendar.

        * maturityDate() advances on the maturityCalendar.

        * fixingDate() goes back on the valueCalendar.

        Typical LIBOR indexes use:

        * fixingCalendar = valueCalendar = UK, maturityCalendar =

        JoinHolidays(UK, CurrencyCalendar) for non-EUR currencies.

        * fixingCalendar = JoinHolidays(UK, TARGET), valueCalendar =

        maturityCalendar = TARGET for EUR.

    */

    class CustomIborIndex : public IborIndex {

      public:

        CustomIborIndex(const std::string& familyName,

                        const Period& tenor,

                        Natural settlementDays,

                        const Currency& currency,

                        const Calendar& fixingCalendar,

                        Calendar  valueCalendar,

                        Calendar  maturityCalendar,

                        BusinessDayConvention convention,

                        bool endOfMonth,

                        const DayCounter& dayCounter,

                        const Handle<YieldTermStructure>& h = {});

        //! \name InterestRateIndex interface

        //@{

        Date fixingDate(const Date& valueDate) const override;

        Date valueDate(const Date& fixingDate) const override;

        Date maturityDate(const Date& valueDate) const override;

        // @}

        //! \name IborIndex interface

        //@{

        ext::shared_ptr<IborIndex> clone(const Handle<YieldTermStructure>& h) const override;

        // @}

        //! \name Other inspectors

        //@{

        Calendar valueCalendar() const { return valueCalendar_; }

        Calendar maturityCalendar() const { return maturityCalendar_; }

        // @}

      private:

        Calendar valueCalendar_;

        Calendar maturityCalendar_;

    };

}

#endif