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

/*

 Copyright (C) 2007, 2009 Chris Kenyon

 Copyright (C) 2007 StatPro Italia srl

 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 inflationhelpers.hpp

 \brief Bootstrap helpers for inflation term structures

 */

#ifndef quantlib_inflation_helpers_hpp

#define quantlib_inflation_helpers_hpp

#include <ql/instruments/yearonyearinflationswap.hpp>

#include <ql/instruments/zerocouponinflationswap.hpp>

#include <ql/termstructures/bootstraphelper.hpp>

#include <ql/termstructures/inflationtermstructure.hpp>

namespace QuantLib {

    //! Zero-coupon inflation-swap bootstrap helper

    class ZeroCouponInflationSwapHelper

        : public RelativeDateBootstrapHelper<ZeroInflationTermStructure> {

      public:

        ZeroCouponInflationSwapHelper(

            const Handle<Quote>& quote,

            const Period& swapObsLag, // lag on swap observation of index

            const Date& maturity,

            Calendar calendar, // index may have null calendar as valid on every day

            BusinessDayConvention paymentConvention,

            DayCounter dayCounter,

            const ext::shared_ptr<ZeroInflationIndex>& zii,

            CPI::InterpolationType observationInterpolation);

        ZeroCouponInflationSwapHelper(

            const Handle<Quote>& quote,

            const Period& swapObsLag, // lag on swap observation of index

            const Date& startDate,

            const Date& endDate,

            Calendar calendar, // index may have null calendar as valid on every day

            BusinessDayConvention paymentConvention,

            DayCounter dayCounter,

            const ext::shared_ptr<ZeroInflationIndex>& zii,

            CPI::InterpolationType observationInterpolation);

        /*! \deprecated Use the overload that does not take a nominal curve.

                        Deprecated in version 1.39.

        */

        [[deprecated("Use the overload that does not take a nominal curve.")]]

        ZeroCouponInflationSwapHelper(

            const Handle<Quote>& quote,

            const Period& swapObsLag,

            const Date& maturity,

            Calendar calendar,

            BusinessDayConvention paymentConvention,

            DayCounter dayCounter,

            const ext::shared_ptr<ZeroInflationIndex>& zii,

            CPI::InterpolationType observationInterpolation,

            Handle<YieldTermStructure> nominalTermStructure);

        void setTermStructure(ZeroInflationTermStructure*) override;

        Real impliedQuote() const override;

        //! \name inspectors

        //@{

        // NOLINTNEXTLINE(cppcoreguidelines-noexcept-swap,performance-noexcept-swap)

        ext::shared_ptr<ZeroCouponInflationSwap> swap() const { return zciis_; }

        //@}

      protected:

        void initializeDates() override;

        Period swapObsLag_;

        Date startDate_, maturity_;

        Calendar calendar_;

        BusinessDayConvention paymentConvention_;

        DayCounter dayCounter_;

        ext::shared_ptr<ZeroInflationIndex> zii_;

        CPI::InterpolationType observationInterpolation_;

        ext::shared_ptr<ZeroCouponInflationSwap> zciis_;

        Handle<YieldTermStructure> nominalTermStructure_;

        RelinkableHandle<ZeroInflationTermStructure> termStructureHandle_;

      private:

        ZeroCouponInflationSwapHelper(

            const Handle<Quote>& quote,

            const Period& swapObsLag,

            const Date& startDate,

            const Date& endDate,

            Calendar calendar,

            BusinessDayConvention paymentConvention,

            DayCounter dayCounter,

            const ext::shared_ptr<ZeroInflationIndex>& zii,

            CPI::InterpolationType observationInterpolation,

            Handle<YieldTermStructure> nominalTermStructure);

    };

    //! Year-on-year inflation-swap bootstrap helper

    class YearOnYearInflationSwapHelper

        : public RelativeDateBootstrapHelper<YoYInflationTermStructure> {

      public:

        YearOnYearInflationSwapHelper(const Handle<Quote>& quote,

                                      const Period& swapObsLag,

                                      const Date& maturity,

                                      Calendar calendar,

                                      BusinessDayConvention paymentConvention,

                                      DayCounter dayCounter,

                                      const ext::shared_ptr<YoYInflationIndex>& yii,

                                      CPI::InterpolationType interpolation,

                                      Handle<YieldTermStructure> nominalTermStructure);

        YearOnYearInflationSwapHelper(const Handle<Quote>& quote,

                                      const Period& swapObsLag,

                                      const Date& startDate,

                                      const Date& endDate,

                                      Calendar calendar,

                                      BusinessDayConvention paymentConvention,

                                      DayCounter dayCounter,

                                      const ext::shared_ptr<YoYInflationIndex>& yii,

                                      CPI::InterpolationType interpolation,

                                      Handle<YieldTermStructure> nominalTermStructure);

        void setTermStructure(YoYInflationTermStructure*) override;

        Real impliedQuote() const override;

        //! \name inspectors

        //@{

        // NOLINTNEXTLINE(cppcoreguidelines-noexcept-swap,performance-noexcept-swap)

        ext::shared_ptr<YearOnYearInflationSwap> swap() const { return yyiis_; }

        //@}

      protected:

        void initializeDates() override;

        Period swapObsLag_;

        Date startDate_, maturity_;

        Calendar calendar_;

        BusinessDayConvention paymentConvention_;

        DayCounter dayCounter_;

        ext::shared_ptr<YoYInflationIndex> yii_;

        CPI::InterpolationType interpolation_;

        ext::shared_ptr<YearOnYearInflationSwap> yyiis_;

        Handle<YieldTermStructure> nominalTermStructure_;

        RelinkableHandle<YoYInflationTermStructure> termStructureHandle_;

    };

}

#endif