/*
 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.
 */
/*
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 Copyright (C) 2003, 2004, 2005, 2006 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
 . 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.
*/

package org.jquantlib.indexes.ibor;

import org.jquantlib.currencies.Europe.CHFCurrency;
import org.jquantlib.daycounters.Actual360;
import org.jquantlib.quotes.Handle;
import org.jquantlib.termstructures.AbstractYieldTermStructure;
import org.jquantlib.termstructures.YieldTermStructure;
import org.jquantlib.time.Date;
import org.jquantlib.time.Period;
import org.jquantlib.time.calendars.Switzerland;

/**
 * base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones
 * 

 * LIBOR fixed by BBA.
 *
 * @see http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414
 */
public class CHFLibor extends Libor {

	public CHFLibor(final Period tenor) {
		this(tenor, new Handle(
						new AbstractYieldTermStructure() {
							@Override
							protected double discountImpl(final double t) {
								throw new UnsupportedOperationException();
							}
							@Override
							public Date maxDate() {
								throw new UnsupportedOperationException();
							}
						}
				));
	}

	public CHFLibor(final Period tenor,
			final Handle h) {
		super("CHFLibor", tenor, 2,
				new CHFCurrency(),
				new Switzerland(),
				new Actual360(), h);
	}

}