/*

 Copyright (C) 2025 Sotirios Papathanasopoulos

 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/indexes/ibor/cdi.hpp>

namespace QuantLib {

    // Reference: Zine-eddine, Arroub. "OpenGamma Quantitative research Brazilian Swaps", London, December 2013. paragraph 5

    Rate Cdi::forecastFixing(const Date& fixingDate) const {

        Date startDate = valueDate(fixingDate);

        Date endDate = maturityDate(startDate);

        Time yf = dayCounter_.yearFraction(startDate, endDate);

        QL_REQUIRE(yf > 0.0, "year fraction (" << yf << ") must be positive");

        QL_REQUIRE(!termStructure_.empty(), "null term structure set to this instance of " << name());

        DiscountFactor discountStart = termStructure_->discount(startDate);

        DiscountFactor discountEnd = termStructure_->discount(endDate);

        return std::pow(discountStart / discountEnd, 1.0 / yf) - 1.0;

    }

}