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

/*

 Copyright (C) 2015 Peter Caspers

 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/cashflowvectors.hpp>

#include <ql/experimental/coupons/digitalcmsspreadcoupon.hpp>

#include <utility>

namespace QuantLib {

    DigitalCmsSpreadCoupon::DigitalCmsSpreadCoupon(

                      const ext::shared_ptr<CmsSpreadCoupon>& underlying,

                      Rate callStrike,

                      Position::Type callPosition,

                      bool isCallATMIncluded,

                      Rate callDigitalPayoff,

                      Rate putStrike,

                      Position::Type putPosition,

                      bool isPutATMIncluded,

                      Rate putDigitalPayoff,

                      const ext::shared_ptr<DigitalReplication>& replication,

                      bool nakedOption)

    : DigitalCoupon(underlying, callStrike, callPosition, isCallATMIncluded,

                    callDigitalPayoff, putStrike, putPosition,

                    isPutATMIncluded, putDigitalPayoff, replication, nakedOption) {}

Unexecuted instantiation: QuantLib::DigitalCmsSpreadCoupon::DigitalCmsSpreadCoupon(boost::shared_ptr<QuantLib::CmsSpreadCoupon> const&, double, QuantLib::Position::Type, bool, double, double, QuantLib::Position::Type, bool, double, boost::shared_ptr<QuantLib::DigitalReplication> const&, bool)

Unexecuted instantiation: QuantLib::DigitalCmsSpreadCoupon::DigitalCmsSpreadCoupon(boost::shared_ptr<QuantLib::CmsSpreadCoupon> const&, double, QuantLib::Position::Type, bool, double, double, QuantLib::Position::Type, bool, double, boost::shared_ptr<QuantLib::DigitalReplication> const&, bool)

    void DigitalCmsSpreadCoupon::accept(AcyclicVisitor& v) {

        typedef DigitalCoupon super;

        auto* v1 = dynamic_cast<Visitor<DigitalCmsSpreadCoupon>*>(&v);

        if (v1 != nullptr)

            v1->visit(*this);

        else

            super::accept(v);

    }

    DigitalCmsSpreadLeg::DigitalCmsSpreadLeg(Schedule schedule,

                                             ext::shared_ptr<SwapSpreadIndex> index)

    : schedule_(std::move(schedule)), index_(std::move(index)) {}

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withNotionals(Real notional) {

        notionals_ = std::vector<Real>(1,notional);

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withNotionals(

                                         const std::vector<Real>& notionals) {

        notionals_ = notionals;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withPaymentDayCounter(

                                               const DayCounter& dayCounter) {

        paymentDayCounter_ = dayCounter;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withPaymentAdjustment(

                                           BusinessDayConvention convention) {

        paymentAdjustment_ = convention;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withFixingDays(Natural fixingDays) {

        fixingDays_ = std::vector<Natural>(1,fixingDays);

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withFixingDays(

                                     const std::vector<Natural>& fixingDays) {

        fixingDays_ = fixingDays;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withGearings(Real gearing) {

        gearings_ = std::vector<Real>(1,gearing);

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withGearings(

                                          const std::vector<Real>& gearings) {

        gearings_ = gearings;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withSpreads(Spread spread) {

        spreads_ = std::vector<Spread>(1,spread);

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withSpreads(

                                         const std::vector<Spread>& spreads) {

        spreads_ = spreads;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::inArrears(bool flag) {

        inArrears_ = flag;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withCallStrikes(Rate strike) {

        callStrikes_ = std::vector<Rate>(1,strike);

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withCallStrikes(

                                           const std::vector<Rate>& strikes) {

        callStrikes_ = strikes;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withLongCallOption(Position::Type type) {

        longCallOption_ = type;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withCallATM(bool flag) {

        callATM_ = flag;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withCallPayoffs(Rate payoff) {

        callPayoffs_ = std::vector<Rate>(1,payoff);

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withCallPayoffs(

                                           const std::vector<Rate>& payoffs) {

        callPayoffs_ = payoffs;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withPutStrikes(Rate strike) {

        putStrikes_ = std::vector<Rate>(1,strike);

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withPutStrikes(

                                           const std::vector<Rate>& strikes) {

        putStrikes_ = strikes;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withLongPutOption(Position::Type type) {

        longPutOption_ = type;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withPutATM(bool flag) {

        putATM_ = flag;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withPutPayoffs(Rate payoff) {

        putPayoffs_ = std::vector<Rate>(1,payoff);

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withPutPayoffs(

                                           const std::vector<Rate>& payoffs) {

        putPayoffs_ = payoffs;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withReplication(

                   const ext::shared_ptr<DigitalReplication>& replication) {

        replication_ = replication;

        return *this;

    }

    DigitalCmsSpreadLeg& DigitalCmsSpreadLeg::withNakedOption(bool nakedOption) {

        nakedOption_ = nakedOption;

        return *this;

    }

    DigitalCmsSpreadLeg::operator Leg() const {

        return FloatingDigitalLeg<SwapSpreadIndex, CmsSpreadCoupon, DigitalCmsSpreadCoupon>(

                            schedule_, notionals_, index_, paymentDayCounter_,

                            paymentAdjustment_, fixingDays_,

                            gearings_, spreads_, inArrears_,

                            callStrikes_, longCallOption_,

                            callATM_, callPayoffs_,

                            putStrikes_, longPutOption_,

                            putATM_, putPayoffs_,

                            replication_, nakedOption_);

    }

}