/*
 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.Asia.JPYCurrency;
import org.jquantlib.daycounters.ActualActual;
import org.jquantlib.indexes.ibor.JPYLibor;
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;

/**
 * 
 * JpyLiborSwapIsdaFixAm index base class
 * JPY Libor Swap indexes fixed by ISDA in cooperation with
 * Reuters and Intercapital Brokers at 10am Tokyo.
 * Semiannual Act/365 vs 6M Libor. 
 * Reuters page ISDAFIX1 or JPYSFIXA=
 * Further info can be found at  or
 * Reuters page ISDAFIX.
 * 
 * @author Tim Blackler
 */
public class JpyLiborSwapIsdaFixAm extends SwapIndex {

    public JpyLiborSwapIsdaFixAm(final Period tenor) {
    	this(tenor, new Handle());
    }
	
    public JpyLiborSwapIsdaFixAm(final Period tenor, final Handle h) {
        super( "JpyLiborSwapIsdaFixAm",
                tenor,
                2, // settlement days
                new JPYCurrency(),
                new Target(),
                new Period(6,TimeUnit.Months),
                BusinessDayConvention.ModifiedFollowing,
                new ActualActual(ActualActual.Convention.ISDA),
                new JPYLibor(new Period(6,TimeUnit.Months), h)
                		
                );
        }
}