/*
 Copyright (C) 2009 Daniel Kong

 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.instruments.bonds;

import java.util.List;

import org.jquantlib.cashflow.Callability;
import org.jquantlib.cashflow.Dividend;
import org.jquantlib.daycounters.DayCounter;
import org.jquantlib.exercise.Exercise;
import org.jquantlib.instruments.Bond;
import org.jquantlib.instruments.Option;
import org.jquantlib.math.Constants;
import org.jquantlib.quotes.Handle;
import org.jquantlib.quotes.Quote;
import org.jquantlib.time.Date;
import org.jquantlib.time.Schedule;

/**
 * Base class for convertible bonds
 *
 * @author Daniel Kong
 */
public class ConvertibleBond extends Bond {

    protected double conversionRatio;
    protected List dividends;
    protected List callability;
    protected Handle creditSpread;
    protected Option option;

    
    public ConvertibleBond(
            final Exercise exercise,
            final double conversionRatio,
            final List dividends,
            final List callability,
            final Handle creditSpread,
            final Date issueDate,
            final int settlementDays,
            final DayCounter dayCounter,
            final Schedule schedule,
            final double redemption) {

        super(settlementDays, schedule.calendar(), issueDate);
        this.conversionRatio = conversionRatio;
        this.callability = callability;
        this.dividends = dividends;
        this.creditSpread = creditSpread;
        this.maturityDate_ = schedule.endDate().clone();
        creditSpread.addObserver(this);
    }

    public double conversionRatio() /* @ReadOnly */ {
        return conversionRatio;
    }

    public List dividends() /* @ReadOnly */ {
        return dividends;
    }

    public List callability() /* @ReadOnly */ {
        return callability;
    }

    public Handle creditSpread() /* @ReadOnly */ {
        return creditSpread;
    }

    @Override
    protected void performCalculations() /* @ReadOnly */ {
        option.setPricingEngine(engine);
        NPV = settlementValue_ = option.NPV();
        errorEstimate = Constants.NULL_REAL;
    }

}