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

/*

Copyright (C) 2004, 2005, 2006, 2007 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

<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.

*/

#include <ql/termstructure.hpp>

#include <ql/math/comparison.hpp>

namespace QuantLib {

TermStructure::TermStructure(const DayCounter& dc)

: moving_(false),

updated_(true),

settlementDays_(Null<Natural>()),

dayCounter_(dc) {}

TermStructure::TermStructure(const Date& referenceDate,

const Calendar& cal,

const DayCounter& dc)

: moving_(false), updated_(true), calendar_(cal),

referenceDate_(referenceDate),

settlementDays_(Null<Natural>()),

dayCounter_(dc) {}

TermStructure::TermStructure(Natural settlementDays,

const Calendar& cal,

const DayCounter& dc)

: moving_(true), updated_(false), calendar_(cal),

settlementDays_(settlementDays),

dayCounter_(dc) {

registerWith(Settings::instance().evaluationDate());

}

const Date& TermStructure::referenceDate() const {

if (!updated_) {

Date today = Settings::instance().evaluationDate();

referenceDate_ = calendar().advance(today, settlementDays(), Days);

updated_ = true;

}

return referenceDate_;

}

void TermStructure::update() {

if (moving_)

updated_ = false;

notifyObservers();

}

void TermStructure::checkRange(const Date& d,

bool extrapolate) const {

QL_REQUIRE(d >= referenceDate(),

"date (" << d << ") before reference date (" <<

referenceDate() << ")");

QL_REQUIRE(extrapolate || allowsExtrapolation() || d <= maxDate(),

"date (" << d << ") is past max curve date ("

<< maxDate() << ")");

}

void TermStructure::checkRange(Time t,

bool extrapolate) const {

QL_REQUIRE(t >= 0.0,

"negative time (" << t << ") given");

QL_REQUIRE(extrapolate || allowsExtrapolation()

|| t <= maxTime() || close_enough(t, maxTime()),

"time (" << t << ") is past max curve time ("

<< maxTime() << ")");

}

}