/*
 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 org.jquantlib.cashflow.Leg;
import org.jquantlib.daycounters.DayCounter;
import org.jquantlib.exercise.Exercise;
import org.jquantlib.instruments.CallabilitySchedule;
import org.jquantlib.instruments.DividendSchedule;
import org.jquantlib.quotes.Handle;
import org.jquantlib.quotes.Quote;
import org.jquantlib.time.Date;
import org.jquantlib.time.Schedule;

/**
 * convertible zero-coupon bond
 *
 * Warning Most methods inherited from Bond (such as yield or
 * the yield-based dirtyPrice and cleanPrice) refer to
 * the underlying plain-vanilla bond and do not take
 * convertibility and callability into account.
 *
 * @author Daniel Kong
 * @author Zahid Hussain
 */
//TODO: Work in progress
public class ConvertibleZeroCouponBond extends ConvertibleBond {

	public ConvertibleZeroCouponBond(
	          final Exercise exercise,
	          final double conversionRatio,
	          final DividendSchedule dividends,
	          final CallabilitySchedule callability,
	          final Handle creditSpread,
	          final Date issueDate,
	          final int settlementDays,
	          final DayCounter dayCounter,
	          final Schedule schedule){
		this(exercise, conversionRatio, dividends, callability, creditSpread,
		        issueDate, settlementDays, dayCounter, schedule, 100);
	}

	public ConvertibleZeroCouponBond(
			final Exercise exercise,
			final double conversionRatio,
	        final DividendSchedule dividends,
	        final CallabilitySchedule callability,
			final Handle creditSpread,
			final Date issueDate,
			final int settlementDays,
			final DayCounter dayCounter,
			final Schedule schedule,
			final double redemption){
		super(exercise, conversionRatio, dividends, callability, creditSpread,
		        issueDate, settlementDays, dayCounter, schedule, redemption);

		cashflows_ = new Leg();

        // notional forcibly set to 100
        setSingleRedemption(100.0, redemption, maturityDate_);

        this.option = new ConvertibleBondOption(this, exercise, conversionRatio,
                dividends, callability, creditSpread,
                cashflows_, dayCounter, schedule,
                issueDate, settlementDays, redemption);
	}

}