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

/*

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 Copyright (C) 2003, 2004, 2005, 2006, 2007 StatPro Italia srl

 Copyright (C) 2007 Ferdinando Ametrano

 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/iborcoupon.hpp>

#include <ql/indexes/iborindex.hpp>

#include <ql/instruments/vanillaswap.hpp>

#include <ql/termstructures/yieldtermstructure.hpp>

#include <utility>

namespace QuantLib {

    VanillaSwap::VanillaSwap(Type type,

                             Real nominal,

                             Schedule fixedSchedule,

                             Rate fixedRate,

                             DayCounter fixedDayCount,

                             Schedule floatSchedule,

                             ext::shared_ptr<IborIndex> index,

                             Spread spread,

                             DayCounter floatingDayCount,

                             ext::optional<BusinessDayConvention> paymentConvention,

                             ext::optional<bool> useIndexedCoupons)

    : FixedVsFloatingSwap(type, {nominal}, std::move(fixedSchedule), fixedRate, std::move(fixedDayCount),

                          {nominal}, std::move(floatSchedule), std::move(index), spread, std::move(floatingDayCount),

                          paymentConvention) {

        legs_[1] = IborLeg(floatingSchedule(), iborIndex())

            .withNotionals(this->floatingNominals())

            .withPaymentDayCounter(this->floatingDayCount())

            .withPaymentAdjustment(this->paymentConvention())

            .withSpreads(this->spread())

            .withIndexedCoupons(useIndexedCoupons);

        for (const auto& c : legs_[1])

            registerWith(c);

    }

Unexecuted instantiation: QuantLib::VanillaSwap::VanillaSwap(QuantLib::Swap::Type, double, QuantLib::Schedule, double, QuantLib::DayCounter, QuantLib::Schedule, boost::shared_ptr<QuantLib::IborIndex>, double, QuantLib::DayCounter, std::__1::optional<QuantLib::BusinessDayConvention>, std::__1::optional<bool>)

Unexecuted instantiation: QuantLib::VanillaSwap::VanillaSwap(QuantLib::Swap::Type, double, QuantLib::Schedule, double, QuantLib::DayCounter, QuantLib::Schedule, boost::shared_ptr<QuantLib::IborIndex>, double, QuantLib::DayCounter, std::__1::optional<QuantLib::BusinessDayConvention>, std::__1::optional<bool>)

    void VanillaSwap::setupFloatingArguments(arguments* args) const {

        const Leg& floatingCoupons = floatingLeg();

        Size n = floatingCoupons.size();

        args->floatingResetDates = args->floatingPayDates = args->floatingFixingDates = std::vector<Date>(n);

        args->floatingAccrualTimes = std::vector<Time>(n);

        args->floatingSpreads = std::vector<Spread>(n);

        args->floatingCoupons = args->floatingNominals = std::vector<Real>(n);

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

            auto coupon = ext::dynamic_pointer_cast<IborCoupon>(floatingCoupons[i]);

            args->floatingResetDates[i] = coupon->accrualStartDate();

            args->floatingPayDates[i] = coupon->date();

            args->floatingNominals[i] = coupon->nominal();

            args->floatingFixingDates[i] = coupon->fixingDate();

            args->floatingAccrualTimes[i] = coupon->accrualPeriod();

            args->floatingSpreads[i] = coupon->spread();

            try {

                args->floatingCoupons[i] = coupon->amount();

            } catch (Error&) {

                args->floatingCoupons[i] = Null<Real>();

            }

        }

    }

}