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

/*

 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.

*/

/*! \file strippedcapflooredcoupon.hpp

    \brief strips the embedded option from cap floored coupons

*/

#ifndef quantlib_stripped_capfloored_coupon_hpp

#define quantlib_stripped_capfloored_coupon_hpp

#include <ql/cashflows/capflooredcoupon.hpp>

namespace QuantLib {

    class StrippedCappedFlooredCoupon : public FloatingRateCoupon {

    public:

        explicit StrippedCappedFlooredCoupon(const ext::shared_ptr<CappedFlooredCoupon> &underlying);

        //! \name Obverver interface

        //@{

        void deepUpdate() override;

        //@}

        //! \name LazyObject interface

        //@{

        void performCalculations() const override;

        //@}

        //! Coupon interface

        Rate rate() const override;

        Rate convexityAdjustment() const override;

        //! cap

        Rate cap() const;

        //! floor

        Rate floor() const;

        //! effective cap

        Rate effectiveCap() const;

        //! effective floor

        Rate effectiveFloor() const;

        //! Visitability

        void accept(AcyclicVisitor&) override;

        bool isCap() const;

        bool isFloor() const;

        bool isCollar() const;

        void setPricer(const ext::shared_ptr<FloatingRateCouponPricer>& pricer) override;

        ext::shared_ptr<CappedFlooredCoupon> underlying() { return underlying_; }

      protected:

        ext::shared_ptr<CappedFlooredCoupon> underlying_;

    };

    class StrippedCappedFlooredCouponLeg {

      public:

        explicit StrippedCappedFlooredCouponLeg(Leg underlyingLeg);

        operator Leg() const;

      private:

        Leg underlyingLeg_;

    };

}

#endif