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

/*

 Copyright (C) 2026 Zain Mughal

 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 multipleresetsswap.hpp

    \brief Swap with a multiple-resets floating leg

*/

#ifndef quantlib_multiple_resets_swap_hpp

#define quantlib_multiple_resets_swap_hpp

#include <ql/cashflows/rateaveraging.hpp>

#include <ql/instruments/fixedvsfloatingswap.hpp>

#include <ql/time/schedule.hpp>

namespace QuantLib {

    class IborIndex;

    //! Swap with a fixed leg and a multiple-resets floating leg

    /*! The floating leg contains coupons whose rate is determined by

        compounding or averaging \c resetsPerCoupon consecutive Ibor

        fixings during each accrual period.

    */

    class MultipleResetsSwap : public FixedVsFloatingSwap {

      public:

        MultipleResetsSwap(Type type,

                           Real nominal,

                           const Schedule& fixedSchedule,

                           Rate fixedRate,

                           DayCounter fixedDayCount,

                           Schedule fullResetSchedule,

                           const ext::shared_ptr<IborIndex>& iborIndex,

                           Size resetsPerCoupon,

                           Spread spread = 0.0,

                           RateAveraging::Type averagingMethod = RateAveraging::Compound,

                           ext::optional<BusinessDayConvention> paymentConvention = ext::nullopt,

                           Integer paymentLag = 0,

                           const Calendar& paymentCalendar = Calendar());

        const Schedule& fullResetSchedule() const { return fullResetSchedule_; }

        Size resetsPerCoupon() const { return resetsPerCoupon_; }

        RateAveraging::Type averagingMethod() const { return averagingMethod_; }

      private:

        void setupFloatingArguments(arguments* args) const override;

        Schedule fullResetSchedule_;

        Size resetsPerCoupon_;

        RateAveraging::Type averagingMethod_;

    };

}

#endif