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

/*
 Copyright (C) 2007 Ferdinando Ametrano
 Copyright (C) 2007 Giorgio Facchinetti
 Copyright (C) 2007 Cristina Duminuco

 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
 <http://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.
*/

/*! \file iborcoupon.hpp
    \brief Coupon paying a Libor-type index
*/

#ifndef quantlib_ibor_coupon_hpp
#define quantlib_ibor_coupon_hpp

#include <ql/cashflows/floatingratecoupon.hpp>

namespace QuantLib {

    //! %Coupon paying a Libor-type index
    class IborCoupon : public FloatingRateCoupon {
      public:
        IborCoupon(const Date& paymentDate,
                   const Real nominal,
                   const Date& startDate,
                   const Date& endDate,
                   const Natural fixingDays,
                   const boost::shared_ptr<InterestRateIndex>& index,
                   const Real gearing = 1.0,
                   const Spread spread = 0.0,
                   const Date& refPeriodStart = Date(),
                   const Date& refPeriodEnd = Date(),
                   const DayCounter& dayCounter = DayCounter(),
                   bool isInArrears = false);
        virtual ~IborCoupon() {}
        // Implemeted in order to manage the case of par coupon
        Rate indexFixing() const;
        //! \name Visitability
        //@{
        virtual void accept(AcyclicVisitor&);

    };

}

#endif