/*
 Copyright (C) 2011 Tim Blackler

 This source code is release under the BSD License.

 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the JQuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 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.

 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */
package org.jquantlib.indexes;

import org.jquantlib.currencies.Europe.CHFCurrency;
import org.jquantlib.daycounters.Thirty360;
import org.jquantlib.indexes.ibor.CHFLibor;
import org.jquantlib.quotes.Handle;
import org.jquantlib.termstructures.YieldTermStructure;
import org.jquantlib.time.BusinessDayConvention;
import org.jquantlib.time.Period;
import org.jquantlib.time.TimeUnit;
import org.jquantlib.time.calendars.Target;

/**
 * 
 * ChfLiborSwapIsdaFix index base class
 * CHF Libor Swap indexes fixed by ISDA in cooperation with
 * Reuters and Intercapital Brokers at 11am London.
 * Annual 30/360 vs 6M Libor, 1Y vs 3M Libor. Reuters page ISDAFIX4 or CHFSFIX=.
 * 
 * Further info can be found at  or
 * Reuters page ISDAFIX.
 *
 * @author Tim Blackler
 */
public class ChfLiborSwapIsdaFix extends SwapIndex {

    public ChfLiborSwapIsdaFix(final Period tenor) {
    	this(tenor, new Handle());
    }
	
    public ChfLiborSwapIsdaFix(final Period tenor, final Handle h) {
        super( "ChfLiborSwapIsdaFix",
                tenor,
                2, // settlement days
                new CHFCurrency(),
                new Target(),
                new Period(1,TimeUnit.Years),
                BusinessDayConvention.ModifiedFollowing,
                new Thirty360(Thirty360.Convention.BondBasis),
                tenor.gt(new Period(1,TimeUnit.Years)) ? new CHFLibor(new Period(6,TimeUnit.Months), h):
                	 									 new CHFLibor(new Period(3,TimeUnit.Months), h)
                		
                );
        }
}