/*

 Copyright (C) 2014 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/experimental/coupons/swapspreadindex.hpp>

#include <iomanip>

#include <sstream>

#include <utility>

namespace QuantLib {

    SwapSpreadIndex::SwapSpreadIndex(const std::string& familyName,

                                     const ext::shared_ptr<SwapIndex>& swapIndex1,

                                     ext::shared_ptr<SwapIndex> swapIndex2,

                                     const Real gearing1,

                                     const Real gearing2)

    : InterestRateIndex(familyName,

                        swapIndex1->tenor(), // does not make sense, but we have to provide one

                        swapIndex1->fixingDays(),

                        swapIndex1->currency(),

                        swapIndex1->fixingCalendar(),

                        swapIndex1->dayCounter()),

      swapIndex1_(swapIndex1), swapIndex2_(std::move(swapIndex2)), gearing1_(gearing1),

      gearing2_(gearing2) {

        registerWith(swapIndex1_);

        registerWith(swapIndex2_);

        std::ostringstream name;

        name << std::setprecision(4) << std::fixed << swapIndex1_->name() << "("

             << gearing1 << ") + " << swapIndex2_->name() << "(" << gearing2

             << ")";

        name_ = name.str();

        QL_REQUIRE(swapIndex1_->fixingDays() == swapIndex2_->fixingDays(),

                   "index1 fixing days ("

                       << swapIndex1_->fixingDays() << ")"

                       << "must be equal to index2 fixing days ("

                       << swapIndex2_->fixingDays() << ")");

        QL_REQUIRE(swapIndex1_->fixingCalendar() ==

                       swapIndex2_->fixingCalendar(),

                   "index1 fixingCalendar ("

                       << swapIndex1_->fixingCalendar() << ")"

                       << "must be equal to index2 fixingCalendar ("

                       << swapIndex2_->fixingCalendar() << ")");

        QL_REQUIRE(swapIndex1_->currency() == swapIndex2_->currency(),

                   "index1 currency (" << swapIndex1_->currency() << ")"

                                       << "must be equal to index2 currency ("

                                       << swapIndex2_->currency() << ")");

        QL_REQUIRE(swapIndex1_->dayCounter() == swapIndex2_->dayCounter(),

                   "index1 dayCounter ("

                       << swapIndex1_->dayCounter() << ")"

                       << "must be equal to index2 dayCounter ("

                       << swapIndex2_->dayCounter() << ")");

        QL_REQUIRE(swapIndex1_->fixedLegTenor() == swapIndex2_->fixedLegTenor(),

                   "index1 fixedLegTenor ("

                       << swapIndex1_->fixedLegTenor() << ")"

                       << "must be equal to index2 fixedLegTenor ("

                       << swapIndex2_->fixedLegTenor());

        QL_REQUIRE(swapIndex1_->fixedLegConvention() ==

                       swapIndex2_->fixedLegConvention(),

                   "index1 fixedLegConvention ("

                       << swapIndex1_->fixedLegConvention() << ")"

                       << "must be equal to index2 fixedLegConvention ("

                       << swapIndex2_->fixedLegConvention());

    }

}