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

/*

 Copyright (C) 2008 J. Erik Radmall

 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 energyvanillaswap.hpp

    \brief Vanilla energy swap

*/

#ifndef quantlib_energy_vanilla_swap_hpp

#define quantlib_energy_vanilla_swap_hpp

#include <ql/experimental/commodities/energyswap.hpp>

#include <ql/experimental/commodities/commodityindex.hpp>

#include <ql/termstructures/yieldtermstructure.hpp>

namespace QuantLib {

    //! Vanilla energy swap

    class EnergyVanillaSwap : public EnergySwap {

      public:

        EnergyVanillaSwap(bool payer,

                          const Calendar& calendar,

                          Money fixedPrice,

                          UnitOfMeasure fixedPriceUnitOfMeasure,

                          ext::shared_ptr<CommodityIndex> index,

                          const Currency& payCurrency,

                          const Currency& receiveCurrency,

                          const PricingPeriods& pricingPeriods,

                          const CommodityType& commodityType,

                          const ext::shared_ptr<SecondaryCosts>& secondaryCosts,

                          Handle<YieldTermStructure> payLegTermStructure,

                          Handle<YieldTermStructure> receiveLegTermStructure,

                          Handle<YieldTermStructure> discountTermStructure);

        bool isExpired() const override;

        Integer payReceive() const { return payReceive_; }

        const Money& fixedPrice() const { return fixedPrice_; }

        const UnitOfMeasure& fixedPriceUnitOfMeasure() const {

            return fixedPriceUnitOfMeasure_;

        }

        const ext::shared_ptr<CommodityIndex>& index() const {

            return index_;

        }

      protected:

        void performCalculations() const override;

        Integer payReceive_;

        Money fixedPrice_;

        UnitOfMeasure fixedPriceUnitOfMeasure_;

        ext::shared_ptr<CommodityIndex> index_;

        Handle<YieldTermStructure> payLegTermStructure_;

        Handle<YieldTermStructure> receiveLegTermStructure_;

        Handle<YieldTermStructure> discountTermStructure_;

    };

}

#endif