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

/*

 Copyright (C) 2007 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/experimental/volatility/interestratevolsurface.hpp>

#include <utility>

namespace QuantLib {

    InterestRateVolSurface::InterestRateVolSurface(ext::shared_ptr<InterestRateIndex> index,

                                                   BusinessDayConvention bdc,

                                                   const DayCounter& dc)

    : BlackVolSurface(bdc, dc), index_(std::move(index)) {}

    InterestRateVolSurface::InterestRateVolSurface(ext::shared_ptr<InterestRateIndex> index,

                                                   const Date& refDate,

                                                   const Calendar& cal,

                                                   BusinessDayConvention bdc,

                                                   const DayCounter& dc)

    : BlackVolSurface(refDate, cal, bdc, dc), index_(std::move(index)) {}

    InterestRateVolSurface::InterestRateVolSurface(ext::shared_ptr<InterestRateIndex> index,

                                                   Natural settlDays,

                                                   const Calendar& cal,

                                                   BusinessDayConvention bdc,

                                                   const DayCounter& dc)

    : BlackVolSurface(settlDays, cal, bdc, dc), index_(std::move(index)) {}

    Date InterestRateVolSurface::optionDateFromTenor(const Period& p) const {

        ext::shared_ptr<InterestRateIndex> i = index();

        // optionlet style

        Date refDate = i->fixingCalendar().adjust(referenceDate(), Following);

        Date settlement = i->valueDate(refDate);

        Date start = settlement+p;

        return i->fixingDate(start);

    }

    void InterestRateVolSurface::accept(AcyclicVisitor& v) {

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

        if (v1 != nullptr)

            v1->visit(*this);

        else

            BlackVolSurface::accept(v);

    }

}