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

/*

 Copyright (C) 2010, 2011 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/cashflows/cashflowvectors.hpp>

#include <ql/cashflows/couponpricer.hpp>

#include <ql/cashflows/cpicoupon.hpp>

#include <ql/cashflows/fixedratecoupon.hpp>

#include <ql/cashflows/iborcoupon.hpp>

#include <ql/cashflows/simplecashflow.hpp>

#include <ql/indexes/inflationindex.hpp>

#include <ql/instruments/bonds/cpibond.hpp>

#include <ql/termstructures/yieldtermstructure.hpp>

#include <ql/time/schedule.hpp>

#include <utility>

namespace QuantLib {

    QL_DEPRECATED_DISABLE_WARNING

    CPIBond::CPIBond(Natural settlementDays,

                     Real faceAmount,

                     Real baseCPI,

                     const Period& observationLag,

                     ext::shared_ptr<ZeroInflationIndex> cpiIndex,

                     CPI::InterpolationType observationInterpolation,

                     Schedule schedule,

                     const std::vector<Rate>& fixedRate,

                     const DayCounter& accrualDayCounter,

                     BusinessDayConvention paymentConvention,

                     const Date& issueDate,

                     const Calendar& paymentCalendar,

                     const Period& exCouponPeriod,

                     const Calendar& exCouponCalendar,

                     const BusinessDayConvention exCouponConvention,

                     bool exCouponEndOfMonth)

    : CPIBond(settlementDays, faceAmount, false, baseCPI, observationLag, std::move(cpiIndex),

              observationInterpolation, std::move(schedule), fixedRate, accrualDayCounter,

              paymentConvention, issueDate, paymentCalendar, exCouponPeriod,

              exCouponCalendar, exCouponConvention, exCouponEndOfMonth) {}

Unexecuted instantiation: QuantLib::CPIBond::CPIBond(unsigned int, double, double, QuantLib::Period const&, boost::shared_ptr<QuantLib::ZeroInflationIndex>, QuantLib::CPI::InterpolationType, QuantLib::Schedule, std::__1::vector<double, std::__1::allocator<double> > const&, QuantLib::DayCounter const&, QuantLib::BusinessDayConvention, QuantLib::Date const&, QuantLib::Calendar const&, QuantLib::Period const&, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, bool)

Unexecuted instantiation: QuantLib::CPIBond::CPIBond(unsigned int, double, double, QuantLib::Period const&, boost::shared_ptr<QuantLib::ZeroInflationIndex>, QuantLib::CPI::InterpolationType, QuantLib::Schedule, std::__1::vector<double, std::__1::allocator<double> > const&, QuantLib::DayCounter const&, QuantLib::BusinessDayConvention, QuantLib::Date const&, QuantLib::Calendar const&, QuantLib::Period const&, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, bool)

    CPIBond::CPIBond(Natural settlementDays,

                     Real faceAmount,

                     bool growthOnly,

                     Real baseCPI,

                     const Period& observationLag,

                     ext::shared_ptr<ZeroInflationIndex> cpiIndex,

                     CPI::InterpolationType observationInterpolation,

                     Schedule schedule,

                     const std::vector<Rate>& fixedRate,

                     const DayCounter& accrualDayCounter,

                     BusinessDayConvention paymentConvention,

                     const Date& issueDate,

                     const Calendar& paymentCalendar,

                     const Period& exCouponPeriod,

                     const Calendar& exCouponCalendar,

                     const BusinessDayConvention exCouponConvention,

                     bool exCouponEndOfMonth)

    : Bond(settlementDays,

           paymentCalendar == Calendar() ? schedule.calendar() : paymentCalendar,

           issueDate),

      frequency_(schedule.tenor().frequency()), dayCounter_(accrualDayCounter),

      growthOnly_(growthOnly), baseCPI_(baseCPI), observationLag_(observationLag),

      cpiIndex_(std::move(cpiIndex)), observationInterpolation_(observationInterpolation) {

        maturityDate_ = schedule.endDate();

        cashflows_ = CPILeg(std::move(schedule), cpiIndex_,

                            baseCPI_, observationLag_)

            .withNotionals(faceAmount)

            .withFixedRates(fixedRate)

            .withPaymentDayCounter(accrualDayCounter)

            .withPaymentAdjustment(paymentConvention)

            .withPaymentCalendar(calendar_)

            .withObservationInterpolation(observationInterpolation_)

            .withSubtractInflationNominal(growthOnly_)

            .withExCouponPeriod(exCouponPeriod,

                                exCouponCalendar,

                                exCouponConvention,

                                exCouponEndOfMonth);

        calculateNotionalsFromCashflows();

        redemptions_.push_back(cashflows_.back());

        registerWith(cpiIndex_);

        Leg::const_iterator i;

        for (i = cashflows_.begin(); i < cashflows_.end(); ++i) {

            registerWith(*i);

        }

    }

Unexecuted instantiation: QuantLib::CPIBond::CPIBond(unsigned int, double, bool, double, QuantLib::Period const&, boost::shared_ptr<QuantLib::ZeroInflationIndex>, QuantLib::CPI::InterpolationType, QuantLib::Schedule, std::__1::vector<double, std::__1::allocator<double> > const&, QuantLib::DayCounter const&, QuantLib::BusinessDayConvention, QuantLib::Date const&, QuantLib::Calendar const&, QuantLib::Period const&, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, bool)

Unexecuted instantiation: QuantLib::CPIBond::CPIBond(unsigned int, double, bool, double, QuantLib::Period const&, boost::shared_ptr<QuantLib::ZeroInflationIndex>, QuantLib::CPI::InterpolationType, QuantLib::Schedule, std::__1::vector<double, std::__1::allocator<double> > const&, QuantLib::DayCounter const&, QuantLib::BusinessDayConvention, QuantLib::Date const&, QuantLib::Calendar const&, QuantLib::Period const&, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, bool)

    QL_DEPRECATED_ENABLE_WARNING

}