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

/*

 Copyright (C) 2006 Piter Dias

 Copyright (C) 2011 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.

*/

#include <ql/time/daycounters/business252.hpp>

#include <map>

namespace QuantLib {

    namespace {

        typedef std::map<Year, std::map<Month, Date::serial_type> > Cache;

        typedef std::map<Year, Date::serial_type> OuterCache;

        std::map<std::string, Cache> monthlyFigures_;

        std::map<std::string, OuterCache> yearlyFigures_;

        bool sameYear(const Date& d1, const Date& d2) {

            return d1.year() == d2.year();

        }

        bool sameMonth(const Date& d1, const Date& d2) {

            return d1.year() == d2.year() && d1.month() == d2.month();

        }

        Date::serial_type businessDays(Cache& cache,

                                       const Calendar& calendar,

                                       Month month, Year year) {

            if (cache[year][month] == 0) {

                // calculate and store.

                Date d1 = Date(1,month,year);

                Date d2 = d1 + 1*Months;

                cache[year][month] = calendar.businessDaysBetween(d1, d2);

            }

            return cache[year][month];

        }

        Date::serial_type businessDays(OuterCache& outerCache,

                                       Cache& cache,

                                       const Calendar& calendar,

                                       Year year) {

            if (outerCache[year] == 0) {

                // calculate and store.

                Date::serial_type total = 0;

                for (Integer i=1; i<=12; ++i) {

                    total += businessDays(cache,calendar,

                                          Month(i), year);

                }

                outerCache[year] = total;

            }

            return outerCache[year];

        }

    }

    std::string Business252::Impl::name() const {

        std::ostringstream out;

        out << "Business/252(" << calendar_.name() << ")";

        return out.str();

    }

    Date::serial_type Business252::Impl::dayCount(const Date& d1,

                                                  const Date& d2) const {

        if (sameMonth(d1,d2) || d1 >= d2) {

            // we treat the case of d1 > d2 here, since we'd need a

            // second cache to get it right (our cached figures are

            // for first included, last excluded and might have to be

            // changed going the other way.)

            return calendar_.businessDaysBetween(d1, d2);

        } else if (sameYear(d1,d2)) {

            Cache& cache = monthlyFigures_[calendar_.name()];

            Date::serial_type total = 0;

            Date d;

            // first, we get to the beginning of next month.

            d = Date(1,d1.month(),d1.year()) + 1*Months;

            total += calendar_.businessDaysBetween(d1, d);

            // then, we add any whole months (whose figures might be

            // cached already) in the middle of our period.

            while (!sameMonth(d,d2)) {

                total += businessDays(cache, calendar_,

                                      d.month(), d.year());

                d += 1*Months;

            }

            // finally, we get to the end of the period.

            total += calendar_.businessDaysBetween(d, d2);

            return total;

        } else {

            Cache& cache = monthlyFigures_[calendar_.name()];

            OuterCache& outerCache = yearlyFigures_[calendar_.name()];

            Date::serial_type total = 0;

            Date d;

            // first, we get to the beginning of next year.

            // The first bit gets us to the end of this month...

            d = Date(1,d1.month(),d1.year()) + 1*Months;

            total += calendar_.businessDaysBetween(d1, d);

            // ...then we add any remaining months, possibly cached

            for (Integer m = Integer(d1.month())+1; m <= 12; ++m) {

                total += businessDays(cache, calendar_,

                                      Month(m), d.year());

            }

            // then, we add any whole year in the middle of our period.

            d = Date(1,January,d1.year()+1);

            while (!sameYear(d,d2)) {

                total += businessDays(outerCache, cache,

                                      calendar_, d.year());

                d += 1*Years;

            }

            // finally, we get to the end of the period.

            // First, we add whole months...

            for (Integer m = 1; m<Integer(d2.month()); ++m) {

                total += businessDays(cache, calendar_,

                                      Month(m), d2.year());

            }

            // ...then the last bit.

            d = Date(1,d2.month(),d2.year());

            total += calendar_.businessDaysBetween(d, d2);

            return total;

        }

    }

    Time Business252::Impl::yearFraction(const Date& d1,

                                         const Date& d2,

                                         const Date&,

                                         const Date&) const {

        return dayCount(d1, d2)/252.0;

    }

}