text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2007 Cristina Duminuco
   Copyright (C) 2007 Giorgio Facchinetti
   Copyright (C) 2007 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
   <quantlib-dev@lists.sf.net>. The license is also available online at
   <http://quantlib.org/license.shtml>.
  
   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.
  */
  
  /*! \file digitaliborcoupon.hpp
      \brief Ibor-rate coupon with digital call/put option
  */
  
  #ifndef quantlib_digital_ibor_coupon_hpp
  #define quantlib_digital_ibor_coupon_hpp
  
  #include <ql/cashflows/digitalcoupon.hpp>
  #include <ql/cashflows/iborcoupon.hpp>
  #include <ql/time/schedule.hpp>
  
  namespace QuantLib {
  
      //! Ibor rate coupon with digital digital call/put option
      class DigitalIborCoupon : public DigitalCoupon {
        public:
          DigitalIborCoupon(
              const boost::shared_ptr<IborCoupon> &underlying,
              Rate callStrike = Null<Rate>(),
              Position::Type callPosition = Position::Long,
              bool isCallATMIncluded = false,
              Rate callDigitalPayoff = Null<Rate>(),
              Rate putStrike = Null<Rate>(),
              Position::Type putPosition = Position::Long,
              bool isPutATMIncluded = false,
              Rate putDigitalPayoff = Null<Rate>(),
              const boost::shared_ptr<DigitalReplication> &replication =
                  boost::shared_ptr<DigitalReplication>(new DigitalReplication));
  
          //! \name Visitability
          //@{
          virtual void accept(AcyclicVisitor&);
          //@}
      };
  
  
      //! helper class building a sequence of digital ibor-rate coupons
      class DigitalIborLeg {
        public:
          DigitalIborLeg(const Schedule& schedule,
                         const boost::shared_ptr<IborIndex>& index);
          DigitalIborLeg& withNotionals(Real notional);
          DigitalIborLeg& withNotionals(const std::vector<Real>& notionals);
          DigitalIborLeg& withPaymentDayCounter(const DayCounter&);
          DigitalIborLeg& withPaymentAdjustment(BusinessDayConvention);
          DigitalIborLeg& withFixingDays(Natural fixingDays);
          DigitalIborLeg& withFixingDays(const std::vector<Natural>& fixingDays);
          DigitalIborLeg& withGearings(Real gearing);
          DigitalIborLeg& withGearings(const std::vector<Real>& gearings);
          DigitalIborLeg& withSpreads(Spread spread);
          DigitalIborLeg& withSpreads(const std::vector<Spread>& spreads);
          DigitalIborLeg& inArrears(bool flag = true);
          DigitalIborLeg& withCallStrikes(Rate strike);
          DigitalIborLeg& withCallStrikes(const std::vector<Rate>& strikes);
          DigitalIborLeg& withLongCallOption(Position::Type);
          DigitalIborLeg& withCallATM(bool flag = true);
          DigitalIborLeg& withCallPayoffs(Rate payoff);
          DigitalIborLeg& withCallPayoffs(const std::vector<Rate>& payoffs);
          DigitalIborLeg& withPutStrikes(Rate strike);
          DigitalIborLeg& withPutStrikes(const std::vector<Rate>& strikes);
          DigitalIborLeg& withLongPutOption(Position::Type);
          DigitalIborLeg& withPutATM(bool flag = true);
          DigitalIborLeg& withPutPayoffs(Rate payoff);
          DigitalIborLeg& withPutPayoffs(const std::vector<Rate>& payoffs);
          DigitalIborLeg &withReplication(
              const boost::shared_ptr<DigitalReplication> &replication =
                  boost::shared_ptr<DigitalReplication>(new DigitalReplication));
          operator Leg() const;
        private:
          Schedule schedule_;
          boost::shared_ptr<IborIndex> index_;
          std::vector<Real> notionals_;
          DayCounter paymentDayCounter_;
          BusinessDayConvention paymentAdjustment_;
          std::vector<Natural> fixingDays_;
          std::vector<Real> gearings_;
          std::vector<Spread> spreads_;
          bool inArrears_;
          std::vector<Rate> callStrikes_, callPayoffs_;
          Position::Type longCallOption_;
          bool callATM_;
          std::vector<Rate> putStrikes_, putPayoffs_;
          Position::Type longPutOption_;
          bool putATM_;
          boost::shared_ptr<DigitalReplication> replication_;
      };
  
  }
  
  
  #endif
  