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

/*

 Copyright (C) 2006, 2007 Ferdinando Ametrano

 Copyright (C) 2007 StatPro Italia srl

 Copyright (C) 2009 Chris Kenyon

 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/cashflows.hpp>

#include <ql/instruments/makeyoyinflationcapfloor.hpp>

#include <ql/time/daycounters/thirty360.hpp>

#include <utility>

namespace QuantLib {

    MakeYoYInflationCapFloor::MakeYoYInflationCapFloor(YoYInflationCapFloor::Type capFloorType,

                                                       ext::shared_ptr<YoYInflationIndex> index,

                                                       const Size& length,

                                                       Calendar cal,

                                                       const Period& observationLag,

                                                       CPI::InterpolationType interpolation)

    : capFloorType_(capFloorType), length_(length), calendar_(std::move(cal)),

      index_(std::move(index)), observationLag_(observationLag),

      interpolation_(interpolation), strike_(Null<Rate>()),

      dayCounter_(Thirty360(Thirty360::BondBasis)) {}

    MakeYoYInflationCapFloor::operator YoYInflationCapFloor() const {

        ext::shared_ptr<YoYInflationCapFloor> capfloor = *this;

        return *capfloor;

    }

    MakeYoYInflationCapFloor::operator ext::shared_ptr<YoYInflationCapFloor>() const {

        Date startDate;

        if (effectiveDate_ != Date()) {

            startDate = effectiveDate_;

        } else {

            Date referenceDate = Settings::instance().evaluationDate();

            Date spotDate = calendar_.advance(referenceDate,

                                              fixingDays_*Days);

            startDate = spotDate+forwardStart_;

        }

        Date endDate = calendar_.advance(startDate,length_*Years,Unadjusted);

        Schedule schedule(startDate, endDate, Period(Annual), calendar_,

                          Unadjusted, Unadjusted, // ref periods & acc periods

                          DateGeneration::Forward, false);

        Leg leg = yoyInflationLeg(schedule, calendar_, index_,

                                  observationLag_, interpolation_)

        .withPaymentAdjustment(roll_)

        .withPaymentDayCounter(dayCounter_)

        .withNotionals(nominal_)

        ;

        if (firstCapletExcluded_)

            leg.erase(leg.begin());

        // only leaves the last coupon

        if (asOptionlet_ && leg.size() > 1) {

            auto end = leg.end(); // Sun Studio needs an lvalue

            leg.erase(leg.begin(), --end);

        }

        std::vector<Rate> strikeVector(1, strike_);

        if (strike_ == Null<Rate>()) {

            // ATM on the forecasting curve

            strikeVector[0] = CashFlows::atmRate(leg, **nominalTermStructure_,

                                                 false, nominalTermStructure_->referenceDate());

        }

        ext::shared_ptr<YoYInflationCapFloor> capFloor(new

                    YoYInflationCapFloor(capFloorType_, leg, strikeVector));

        capFloor->setPricingEngine(engine_);

        return capFloor;

    }

    MakeYoYInflationCapFloor& MakeYoYInflationCapFloor::withNominal(Real n) {

        nominal_ = n;

        return *this;

    }

    MakeYoYInflationCapFloor& MakeYoYInflationCapFloor::withEffectiveDate(

                                            const Date& effectiveDate) {

        effectiveDate_ = effectiveDate;

        return *this;

    }

    MakeYoYInflationCapFloor&

    MakeYoYInflationCapFloor::withPaymentAdjustment(BusinessDayConvention bdc) {

        roll_ = bdc;

        return *this;

    }

    MakeYoYInflationCapFloor&

    MakeYoYInflationCapFloor::withPaymentDayCounter(const DayCounter& dc) {

        dayCounter_ = dc;

        return *this;

    }

    MakeYoYInflationCapFloor&

    MakeYoYInflationCapFloor::withFixingDays(Natural n) {

        fixingDays_ = n;

        return *this;

    }

    MakeYoYInflationCapFloor& MakeYoYInflationCapFloor::asOptionlet(bool b) {

        asOptionlet_ = b;

        return *this;

    }

    MakeYoYInflationCapFloor& MakeYoYInflationCapFloor::withPricingEngine(

        const ext::shared_ptr<PricingEngine>& engine) {

        engine_ = engine;

        return *this;

    }

    MakeYoYInflationCapFloor&

    MakeYoYInflationCapFloor::withStrike(Rate strike) {

        QL_REQUIRE(nominalTermStructure_.empty(), "ATM strike already given");

        strike_ = strike;

        return *this;

    }

    MakeYoYInflationCapFloor&

    MakeYoYInflationCapFloor::withAtmStrike(

                      const Handle<YieldTermStructure>& nominalTermStructure) {

        QL_REQUIRE(strike_ == Null<Rate>(), "explicit strike already given");

        nominalTermStructure_ = nominalTermStructure;

        return *this;

    }

    MakeYoYInflationCapFloor&

    MakeYoYInflationCapFloor::withForwardStart(Period forwardStart) {

        forwardStart_ = forwardStart;

        return *this;

    }

}