/* -*- 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, 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 flatforward.hpp

    \brief flat forward rate term structure

*/

#ifndef quantlib_flat_forward_curve_hpp

#define quantlib_flat_forward_curve_hpp

#include <ql/patterns/lazyobject.hpp>

#include <ql/termstructures/yieldtermstructure.hpp>

#include <ql/quote.hpp>

namespace QuantLib {

    //! Flat interest-rate curve

    /*! \ingroup yieldtermstructures */

    class FlatForward : public YieldTermStructure,

                        public LazyObject {

      public:

        //! \name Constructors

        //@{

        FlatForward(const Date& referenceDate,

                    Handle<Quote> forward,

                    const DayCounter& dayCounter,

                    Compounding compounding = Continuous,

                    Frequency frequency = Annual);

        FlatForward(const Date& referenceDate,

                    Rate forward,

                    const DayCounter& dayCounter,

                    Compounding compounding = Continuous,

                    Frequency frequency = Annual);

        FlatForward(Natural settlementDays,

                    const Calendar& calendar,

                    Handle<Quote> forward,

                    const DayCounter& dayCounter,

                    Compounding compounding = Continuous,

                    Frequency frequency = Annual);

        FlatForward(Natural settlementDays,

                    const Calendar& calendar,

                    Rate forward,

                    const DayCounter& dayCounter,

                    Compounding compounding = Continuous,

                    Frequency frequency = Annual);

        //@}

        // inspectors

        Compounding compounding() const { return compounding_; }

        Frequency compoundingFrequency() const { return frequency_; }

        //! \name TermStructure interface

        //@{

        Date maxDate() const override { return Date::maxDate(); }

        //@}

        //! \name Observer interface

        //@{

        void update() override;

        //@}

      private:

        //! \name LazyObject interface

        //@{

        void performCalculations() const override;

        //@}

        //! \name YieldTermStructure implementation

        //@{

        DiscountFactor discountImpl(Time) const override;

        //@}

        Handle<Quote> forward_;

        Compounding compounding_;

        Frequency frequency_;

        mutable InterestRate rate_;

    };

    // inline definitions

    inline void FlatForward::update() {

        LazyObject::update();

        YieldTermStructure::update();

    }

    inline DiscountFactor FlatForward::discountImpl(Time t) const {

        calculate();

        return rate_.discountFactor(t);

    }

    inline void FlatForward::performCalculations() const {

        rate_ = InterestRate(forward_->value(), dayCounter(),

                             compounding_, frequency_);

    }

}

#endif