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

/*

 Copyright (C) 2008 Allen Kuo

 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/experimental/callablebonds/callablebondvolstructure.hpp>

#include <ql/time/period.hpp>

namespace QuantLib {

    CallableBondVolatilityStructure::CallableBondVolatilityStructure(

                                                    const DayCounter& dc,

                                                    BusinessDayConvention bdc)

    : TermStructure(dc), bdc_(bdc) {}

    CallableBondVolatilityStructure::CallableBondVolatilityStructure(

                                                    const Date& referenceDate,

                                                    const Calendar& calendar,

                                                    const DayCounter& dc,

                                                    BusinessDayConvention bdc)

    : TermStructure(referenceDate, calendar, dc), bdc_(bdc) {}

    CallableBondVolatilityStructure::CallableBondVolatilityStructure(

                                                    Natural settlementDays,

                                                    const Calendar& calendar,

                                                    const DayCounter& dc,

                                                    BusinessDayConvention bdc)

    : TermStructure(settlementDays, calendar, dc), bdc_(bdc) {}

    Time CallableBondVolatilityStructure::maxBondLength() const {

        return timeFromReference(referenceDate()+maxBondTenor());

    }

    std::pair<Time,Time>

    CallableBondVolatilityStructure::convertDates(

                                              const Date& optionDate,

                                              const Period& bondTenor) const {

        Date end = optionDate + bondTenor;

        QL_REQUIRE(end>optionDate,

                   "negative bond tenor (" << bondTenor << ") given");

        Time optionTime = timeFromReference(optionDate);

        Time timeLength = dayCounter().yearFraction(optionDate, end);

        return std::make_pair(optionTime, timeLength);

    }

    void CallableBondVolatilityStructure::checkRange(const Date& optionDate,

                                                     const Period& bondTenor,

                                                     Rate k,

                                                     bool extrapolate) const {

        TermStructure::checkRange(timeFromReference(optionDate),

                                  extrapolate);

        QL_REQUIRE(bondTenor.length() > 0,

                   "negative bond tenor (" << bondTenor << ") given");

        QL_REQUIRE(extrapolate || allowsExtrapolation() ||

                   bondTenor <= maxBondTenor(),

                   "bond tenor (" << bondTenor << ") is past max tenor ("

                   << maxBondTenor() << ")");

        QL_REQUIRE(extrapolate || allowsExtrapolation() ||

                   (k >= minStrike() && k <= maxStrike()),

                   "strike (" << k << ") is outside the curve domain ["

                   << minStrike() << "," << maxStrike()<< "]");

    }

}