/*
 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.QL;
import org.jquantlib.currencies.Currency;
import org.jquantlib.currencies.Europe.EURCurrency;
import org.jquantlib.daycounters.DayCounter;
import org.jquantlib.indexes.IborIndex;
import org.jquantlib.quotes.Handle;
import org.jquantlib.termstructures.YieldTermStructure;
import org.jquantlib.time.Calendar;
import org.jquantlib.time.Period;
import org.jquantlib.time.TimeUnit;
import org.jquantlib.time.calendars.JointCalendar;
import org.jquantlib.time.calendars.JointCalendar.JointCalendarRule;
import org.jquantlib.time.calendars.Target;
import org.jquantlib.time.calendars.UnitedKingdom;
import org.jquantlib.time.calendars.UnitedKingdom.Market;

/**
 * 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 DailyTenorLibor extends IborIndex {

	public DailyTenorLibor(
	        final String familyName,
			final int settlementDays,
			final Currency currency,
			final Calendar financialCenterCalendar,
			final DayCounter dayCounter,
			final Handle h) { 
    	super(familyName,
    		  new Period(1,TimeUnit.Days),
    		  settlementDays,
    		  currency,
              new JointCalendar(new UnitedKingdom(Market.Exchange), 
    				  new Target(),
    				  JointCalendarRule.JoinBusinessDays),
    		  liborConvention(new Period(1,TimeUnit.Days)),
    		  liborEOM(new Period(1,TimeUnit.Days)),
    		  dayCounter,
    		  h);
    	
		QL.require(!currency.eq(new EURCurrency()), "for EUR Libor dedicated EurLibor constructor must be used");
		
	}	
}