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

/*

 Copyright (C) 2004 Jeff Yu

 Copyright (C) 2004 M-Dimension Consulting Inc.

 Copyright (C) 2005 StatPro Italia srl

 Copyright (C) 2007, 2008, 2010 Ferdinando Ametrano

 Copyright (C) 2009 Piter Dias

 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 fixedratebond.hpp

    \brief fixed-rate bond

*/

#ifndef quantlib_fixed_rate_bond_hpp

#define quantlib_fixed_rate_bond_hpp

#include <ql/instruments/bond.hpp>

#include <ql/time/dategenerationrule.hpp>

#include <ql/time/daycounter.hpp>

#include <ql/interestrate.hpp>

namespace QuantLib {

    class Schedule;

    //! fixed-rate bond

    /*! \ingroup instruments

        \test calculations are tested by checking results against

              cached values.

    */

    class FixedRateBond : public Bond {

      public:

        //! simple annual compounding coupon rates

        FixedRateBond(Natural settlementDays,

                      Real faceAmount,

                      Schedule schedule,

                      const std::vector<Rate>& coupons,

                      const DayCounter& accrualDayCounter,

                      BusinessDayConvention paymentConvention = Following,

                      Real redemption = 100.0,

                      const Date& issueDate = Date(),

                      const Calendar& paymentCalendar = Calendar(),

                      const Period& exCouponPeriod = Period(),

                      const Calendar& exCouponCalendar = Calendar(),

                      BusinessDayConvention exCouponConvention = Unadjusted,

                      bool exCouponEndOfMonth = false,

                      const DayCounter& firstPeriodDayCounter = DayCounter());

        Frequency frequency() const { return frequency_; }

        const DayCounter& dayCounter() const { return dayCounter_; }

        const DayCounter& firstPeriodDayCounter() const { return firstPeriodDayCounter_; }

      protected:

        Frequency frequency_;

        DayCounter dayCounter_;

        DayCounter firstPeriodDayCounter_;

    };

}

#endif