CashFlowBuilder.hpp

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#ifndef JULIAN_CASHFLOWBUILDER_HPP
#define JULIAN_CASHFLOWBUILDER_HPP

#include <interestRates/interestRate.hpp>
#include <dates/date.hpp>
#include <dates/calendars/calendar.hpp>
#include <instruments/instrumentAuxiliaryTypes.hpp>
#include <instruments/CashFlow.hpp>
#include <instruments/FixedCashFlow.hpp>
#include <instruments/FloatingCashFlow.hpp>
#include <instruments/CashFlowVector.hpp>
#include <map>

namespace julian {
  class CashFlowBuilder {
  public:
    CashFlowBuilder();

    CashFlowBuilder& usingCalendar(const Calendar&);
    CashFlowBuilder& withTenor(const Tenor&);
    CashFlowBuilder& withStartDate(const Date&);
    CashFlowBuilder& withEndDate(const Date&);
    
    CashFlowBuilder& withNotional(const double);
    CashFlowBuilder& withQuote(const double);
    CashFlowBuilder& withFxRate(const double);
    CashFlowBuilder& withAdditiveMargin(const double);
    CashFlowBuilder& withMultiplicativeMargin(const double);
    CashFlowBuilder& withFixing(const std::map<Date,double>&);

    CashFlowBuilder& withInterestRate(const InterestRate&);
    CashFlowBuilder& withPaymentFrequency(Frequency);

    CashFlowBuilder& withExchangeOfNotional(bool);
    
    CashFlowBuilder& buildFloatingCashFlows();
    CashFlowBuilder& buildFixedCashFlows();

    operator CashFlowVector();
    
  private:
    void fixedCFWithExchangeOfNotional();
    void fixedCFWithoutExchangeOfNotional();
    
    CashFlowVector cfv_; 
    double notional_;   
    Tenor tenor_;       
    Calendar calendar_; 
    Frequency frequency_; 
    Date start_date_; 
    Date end_date_; 
    double quote_; 
    double additive_margin_; 
    double multiplicative_margin_; 
    double fx_rate_; 
    std::map<Date,double> fixings_; 
    bool exchange_of_notional_; 
    InterestRate rate_; 
  };

}  // namespace julian
#endif