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

/*

 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/capflooredinflationcoupon.hpp>

#include <ql/cashflows/cashflowvectors.hpp>

#include <ql/cashflows/inflationcoupon.hpp>

#include <ql/cashflows/inflationcouponpricer.hpp>

#include <utility>

namespace QuantLib {

    YoYInflationCoupon::

    YoYInflationCoupon(const Date& paymentDate,

                       Real nominal,

                       const Date& startDate,

                       const Date& endDate,

                       Natural fixingDays,

                       const ext::shared_ptr<YoYInflationIndex>& yoyIndex,

                       const Period& observationLag,

                       CPI::InterpolationType interpolation,

                       const DayCounter& dayCounter,

                       Real gearing,

                       Spread spread,

                       const Date& refPeriodStart,

                       const Date& refPeriodEnd)

    : InflationCoupon(paymentDate, nominal, startDate, endDate,

                      fixingDays, yoyIndex, observationLag,

                      dayCounter, refPeriodStart, refPeriodEnd),

      yoyIndex_(yoyIndex), interpolation_(interpolation), gearing_(gearing), spread_(spread) {}

Unexecuted instantiation: QuantLib::YoYInflationCoupon::YoYInflationCoupon(QuantLib::Date const&, double, QuantLib::Date const&, QuantLib::Date const&, unsigned int, boost::shared_ptr<QuantLib::YoYInflationIndex> const&, QuantLib::Period const&, QuantLib::CPI::InterpolationType, QuantLib::DayCounter const&, double, double, QuantLib::Date const&, QuantLib::Date const&)

Unexecuted instantiation: QuantLib::YoYInflationCoupon::YoYInflationCoupon(QuantLib::Date const&, double, QuantLib::Date const&, QuantLib::Date const&, unsigned int, boost::shared_ptr<QuantLib::YoYInflationIndex> const&, QuantLib::Period const&, QuantLib::CPI::InterpolationType, QuantLib::DayCounter const&, double, double, QuantLib::Date const&, QuantLib::Date const&)

    void YoYInflationCoupon::accept(AcyclicVisitor& v) {

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

        if (v1 != nullptr)

            v1->visit(*this);

        else

            InflationCoupon::accept(v);

    }

    bool YoYInflationCoupon::checkPricerImpl(

            const ext::shared_ptr<InflationCouponPricer>&pricer) const {

        return static_cast<bool>(

               ext::dynamic_pointer_cast<YoYInflationCouponPricer>(pricer));

    }

    Rate YoYInflationCoupon::indexFixing() const {

        return CPI::laggedYoYRate(yoyIndex(), accrualEndDate(), observationLag(), interpolation_);

    }

    yoyInflationLeg::yoyInflationLeg(Schedule schedule,

                                     Calendar paymentCalendar,

                                     ext::shared_ptr<YoYInflationIndex> index,

                                     const Period& observationLag,

                                     CPI::InterpolationType interpolation)

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

      interpolation_(interpolation), paymentCalendar_(std::move(paymentCalendar)) {}

    yoyInflationLeg& yoyInflationLeg::withNotionals(Real notional) {

        notionals_ = std::vector<Real>(1,notional);

        return *this;

    }

    yoyInflationLeg& yoyInflationLeg::withNotionals(const std::vector<Real>& notionals) {

        notionals_ = notionals;

        return *this;

    }

    yoyInflationLeg& yoyInflationLeg::withPaymentDayCounter(const DayCounter& dayCounter) {

        paymentDayCounter_ = dayCounter;

        return *this;

    }

    yoyInflationLeg& yoyInflationLeg::withPaymentAdjustment(BusinessDayConvention convention) {

        paymentAdjustment_ = convention;

        return *this;

    }

    yoyInflationLeg& yoyInflationLeg::withFixingDays(Natural fixingDays) {

        fixingDays_ = std::vector<Natural>(1,fixingDays);

        return *this;

    }

    yoyInflationLeg& yoyInflationLeg::withFixingDays(const std::vector<Natural>& fixingDays) {

        fixingDays_ = fixingDays;

        return *this;

    }

    yoyInflationLeg& yoyInflationLeg::withGearings(Real gearing) {

        gearings_ = std::vector<Real>(1,gearing);

        return *this;

    }

    yoyInflationLeg& yoyInflationLeg::withGearings(const std::vector<Real>& gearings) {

        gearings_ = gearings;

        return *this;

    }

    yoyInflationLeg& yoyInflationLeg::withSpreads(Spread spread) {

        spreads_ = std::vector<Spread>(1,spread);

        return *this;

    }

    yoyInflationLeg& yoyInflationLeg::withSpreads(const std::vector<Spread>& spreads) {

        spreads_ = spreads;

        return *this;

    }

    yoyInflationLeg& yoyInflationLeg::withCaps(Rate cap) {

        caps_ = std::vector<Rate>(1,cap);

        return *this;

    }

    yoyInflationLeg& yoyInflationLeg::withCaps(const std::vector<Rate>& caps) {

        caps_ = caps;

        return *this;

    }

    yoyInflationLeg& yoyInflationLeg::withFloors(Rate floor) {

        floors_ = std::vector<Rate>(1,floor);

        return *this;

    }

    yoyInflationLeg& yoyInflationLeg::withFloors(const std::vector<Rate>& floors) {

        floors_ = floors;

        return *this;

    }

    yoyInflationLeg::operator Leg() const {

        Size n = schedule_.size()-1;

        QL_REQUIRE(!paymentDayCounter_.empty(), "no payment daycounter given");

        QL_REQUIRE(!notionals_.empty(), "no notional given");

        QL_REQUIRE(notionals_.size() <= n,

                   "too many nominals (" << notionals_.size() <<

                   "), only " << n << " required");

        QL_REQUIRE(gearings_.size()<=n,

                   "too many gearings (" << gearings_.size() <<

                   "), only " << n << " required");

        QL_REQUIRE(spreads_.size()<=n,

                   "too many spreads (" << spreads_.size() <<

                   "), only " << n << " required");

        QL_REQUIRE(caps_.size()<=n,

                   "too many caps (" << caps_.size() <<

                   "), only " << n << " required");

        QL_REQUIRE(floors_.size()<=n,

                   "too many floors (" << floors_.size() <<

                   "), only " << n << " required");

        Leg leg; leg.reserve(n);

        Calendar calendar = paymentCalendar_;

        Date refStart, start, refEnd, end;

        for (Size i=0; i<n; ++i) {

            refStart = start = schedule_.date(i);

            refEnd   =   end = schedule_.date(i+1);

            Date paymentDate = calendar.adjust(end, paymentAdjustment_);

            if (i==0 && schedule_.hasIsRegular() && !schedule_.isRegular(i+1)) {

                BusinessDayConvention bdc = schedule_.businessDayConvention();

                refStart = schedule_.calendar().adjust(end - schedule_.tenor(), bdc);

            }

            if (i==n-1 && schedule_.hasIsRegular() && !schedule_.isRegular(i+1)) {

                BusinessDayConvention bdc = schedule_.businessDayConvention();

                refEnd = schedule_.calendar().adjust(start + schedule_.tenor(), bdc);

            }

            if (detail::get(gearings_, i, 1.0) == 0.0) { // fixed coupon

                leg.push_back(ext::make_shared<FixedRateCoupon>(

                            paymentDate,

                            detail::get(notionals_, i, 1.0),

                            detail::effectiveFixedRate(spreads_,caps_,

                                                       floors_,i),

                            paymentDayCounter_,

                            start, end, refStart, refEnd));

            } else { // yoy inflation coupon

                if (detail::noOption(caps_, floors_, i)) { // just swaplet

                    leg.push_back(ext::make_shared<YoYInflationCoupon>(

                            paymentDate,

                            detail::get(notionals_, i, 1.0),

                            start, end,

                            detail::get(fixingDays_, i, 0),

                            index_,

                            observationLag_,

                            interpolation_,

                            paymentDayCounter_,

                            detail::get(gearings_, i, 1.0),

                            detail::get(spreads_, i, 0.0),

                            refStart, refEnd));

                } else {    // cap/floorlet

                    leg.push_back(ext::make_shared<CappedFlooredYoYInflationCoupon>(

                            paymentDate,

                            detail::get(notionals_, i, 1.0),

                            start, end,

                            detail::get(fixingDays_, i, 0),

                            index_,

                            observationLag_,

                            interpolation_,

                            paymentDayCounter_,

                            detail::get(gearings_, i, 1.0),

                            detail::get(spreads_, i, 0.0),

                            detail::get(caps_,   i, Null<Rate>()),

                            detail::get(floors_, i, Null<Rate>()),

                            refStart, refEnd));

                }

            }

        }

        // Without caps or floors, this is enough; otherwise, a more

        // specific pricer will need to be set in client code.

        if (caps_.empty() && floors_.empty())

            setCouponPricer(leg, ext::make_shared<YoYInflationCouponPricer>());

        return leg;

    }

}