/*
 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) 2004, 2005, 2006, 2007 Ferdinando Ametrano

 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.termstructures;

import org.jquantlib.daycounters.DayCounter;
import org.jquantlib.lang.annotation.Natural;
import org.jquantlib.lang.annotation.Rate;
import org.jquantlib.lang.annotation.Time;
import org.jquantlib.quotes.Handle;
import org.jquantlib.time.Calendar;
import org.jquantlib.time.Date;
import org.jquantlib.time.Frequency;
import org.jquantlib.time.Period;

/**
 * 
 * zero-coupon inflation rate
 * Essentially the fair rate for a zero-coupon inflation swap
 * (by definition), i.e. the zero term structure uses yearly
 * compounding, which is assumed for ZCIIS instrument quotes.
 * 
 * @author Tim Blackler
 *
 */

public abstract class ZeroInflationTermStructure extends InflationTermStructure {

	
    public ZeroInflationTermStructure(final DayCounter dayCounter,
						    		  final Period lag,
						    		  final Frequency frequency,
						    		  final @Rate double baseZeroRate,
						    		  final Handle yTS) {
    	super(lag, frequency, baseZeroRate, yTS, dayCounter);
    	
    }


    public ZeroInflationTermStructure(final Date referenceDate,
									  final Calendar calendar,
									  final DayCounter dayCounter,
						  		  	  final Period lag,
									  final Frequency frequency,
									  final @Rate double baseZeroRate,
									  final Handle yTS) {

    	super(referenceDate, lag, frequency, baseZeroRate, yTS, calendar, dayCounter);
    }
    
    
    public ZeroInflationTermStructure(final @Natural int settlementDays,
	    							  final Calendar calendar,
	    							  final DayCounter dayCounter,
	    							  final Period lag,
	    							  final Frequency frequency,
	    							  final @Rate double baseZeroRate,
	    							  final Handle yTS) {
    	
    	super(settlementDays, calendar, lag, frequency,baseZeroRate, yTS, dayCounter);
    }  
    
    
    public /*@Rate*/ double zeroRate(final Date date) {
    	return this.zeroRate(date, false);
    }
    
    public /*@Rate*/ double zeroRate(final Date date,
            						 final boolean extrapolate) {
    	this.checkRange(date, extrapolate);
    	return this.zeroRateImpl(timeFromReference(date));
    }

    public /*@Rate*/ double zeroRate(final @Time double time) {
    	return this.zeroRate(time, false);
    }
    
    public /*@Rate*/ double zeroRate(final @Time double time,
            						 final boolean extrapolate) {
    	this.checkRange(time, extrapolate);
    	return this.zeroRateImpl(time);
    }

    protected abstract /*@Rate*/ double zeroRateImpl(@Time double time);
}