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

/*

 Copyright (C) 2008 Simon Ibbotson

 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/instruments/bonds/amortizingfloatingratebond.hpp>

#include <ql/cashflows/iborcoupon.hpp>

#include <ql/cashflows/simplecashflow.hpp>

#include <ql/time/schedule.hpp>

#include <ql/indexes/iborindex.hpp>

namespace QuantLib {

    AmortizingFloatingRateBond::AmortizingFloatingRateBond(

                                    Natural settlementDays,

                                    const std::vector<Real>& notionals,

                                    Schedule schedule,

                                    const ext::shared_ptr<IborIndex>& index,

                                    const DayCounter& paymentDayCounter,

                                    BusinessDayConvention paymentConvention,

                                    Natural fixingDays,

                                    const std::vector<Real>& gearings,

                                    const std::vector<Spread>& spreads,

                                    const std::vector<Rate>& caps,

                                    const std::vector<Rate>& floors,

                                    bool inArrears,

                                    const Date& issueDate,

                                    const Period& exCouponPeriod,

                                    const Calendar& exCouponCalendar,

                                    const BusinessDayConvention exCouponConvention,

                                    bool exCouponEndOfMonth,

                                    const std::vector<Real>& redemptions,

                                    Integer paymentLag)

    : Bond(settlementDays, schedule.calendar(), issueDate) {

        maturityDate_ = schedule.endDate();

        cashflows_ = IborLeg(std::move(schedule), index)

            .withNotionals(notionals)

            .withPaymentDayCounter(paymentDayCounter)

            .withPaymentAdjustment(paymentConvention)

            .withFixingDays(fixingDays)

            .withPaymentLag(paymentLag)

            .withGearings(gearings)

            .withSpreads(spreads)

            .withCaps(caps)

            .withFloors(floors)

            .withExCouponPeriod(exCouponPeriod,

                                exCouponCalendar,

                                exCouponConvention,

                                exCouponEndOfMonth)

            .inArrears(inArrears);

        addRedemptionsToCashflows(redemptions);

        QL_ENSURE(!cashflows().empty(), "bond with no cashflows!");

        registerWith(index);

    }

Unexecuted instantiation: QuantLib::AmortizingFloatingRateBond::AmortizingFloatingRateBond(unsigned int, std::__1::vector<double, std::__1::allocator<double> > const&, QuantLib::Schedule, boost::shared_ptr<QuantLib::IborIndex> const&, QuantLib::DayCounter const&, QuantLib::BusinessDayConvention, unsigned int, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, bool, QuantLib::Date const&, QuantLib::Period const&, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, bool, std::__1::vector<double, std::__1::allocator<double> > const&, int)

Unexecuted instantiation: QuantLib::AmortizingFloatingRateBond::AmortizingFloatingRateBond(unsigned int, std::__1::vector<double, std::__1::allocator<double> > const&, QuantLib::Schedule, boost::shared_ptr<QuantLib::IborIndex> const&, QuantLib::DayCounter const&, QuantLib::BusinessDayConvention, unsigned int, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, bool, QuantLib::Date const&, QuantLib::Period const&, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, bool, std::__1::vector<double, std::__1::allocator<double> > const&, int)

}