/*
 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.EURCurrency;
import org.jquantlib.daycounters.Thirty360;
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;

/**
 * 
 * EuriborSwapIfrFix index base class
 * Euribor Swap indexes published by IFR Markets and 
 * distributed by Reuters page TGM42281 and by Telerate.
 * Annual 30/360 vs 6M Euribor, 1Y vs 3M Euribor.
 * For more info see 
 * 
 * @author Tim Blackler
 */
public class EuriborSwapIfrFix extends SwapIndex {

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