/**
 * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.financial.analytics.curve;

import org.threeten.bp.Period;
import org.threeten.bp.ZonedDateTime;

import com.opengamma.analytics.financial.forex.method.FXMatrix;
import com.opengamma.analytics.financial.instrument.InstrumentDefinition;
import com.opengamma.core.convention.ConventionSource;
import com.opengamma.core.holiday.HolidaySource;
import com.opengamma.core.link.ConventionLink;
import com.opengamma.core.marketdatasnapshot.SnapshotDataBundle;
import com.opengamma.core.region.RegionSource;
import com.opengamma.core.security.SecuritySource;
import com.opengamma.financial.analytics.ircurve.strips.SwapNode;
import com.opengamma.financial.convention.FinancialConvention;
import com.opengamma.id.ExternalId;
import com.opengamma.util.ArgumentChecker;

/**
 * Convert a swap node into an Instrument definition.
 * The dates of the swap are computed in the following way:
 * - The spot date is computed from the valuation date adding the "Settlement Days"
 *   (i.e. the number of business days) of the convention.
 * - The start date is computed from the spot date adding the "StartTenor" of the node and
 *   using the business-day-convention, calendar and EOM of the convention.
 * - The end date is computed from the start date adding the "MaturityTenor" of the node
 *   and using Annuity constructor.
 * The swap notional for each leg is 1.
 * A fixed leg always has the market quote as fixed rate.
 * If both legs are floating (VanillaIborLegConvention or OISLegConvention), the receive
 * leg has a spread equal to the market quote.
 */
public class SwapNodeConverter extends CurveNodeVisitorAdapter<InstrumentDefinition<?>> {
  /** The holiday source */
  private final HolidaySource _holidaySource;
  /** The region source */
  private final RegionSource _regionSource;
  /** The market data */
  private final SnapshotDataBundle _marketData;
  /** The market data id */
  private final ExternalId _dataId;
  /** The valuation time */
  private final ZonedDateTime _valuationTime;
  /** The exchange rates (used in particular for notional of X-ccy swaps) **/
  private final FXMatrix _fx;

  /**
   * @param holidaySource The holiday source, not null
   * @param regionSource The region source, not null
   * @param marketData The market data, not null
   * @param dataId The id of the market data, not null
   * @param valuationTime The valuation time, not null
   * @param fx The FXMatrix with the exchange rates. Not null.
   */
  public SwapNodeConverter(HolidaySource holidaySource,
                           RegionSource regionSource,
                           SnapshotDataBundle marketData,
                           ExternalId dataId,
                           ZonedDateTime valuationTime,
                           FXMatrix fx) {
    _holidaySource = ArgumentChecker.notNull(holidaySource, "holidaySource");
    _regionSource = ArgumentChecker.notNull(regionSource, "regionSource");
    _marketData = ArgumentChecker.notNull(marketData, "marketData");
    _dataId = ArgumentChecker.notNull(dataId, "dataId");
    _valuationTime = ArgumentChecker.notNull(valuationTime, "valuationTime");
    _fx = ArgumentChecker.notNull(fx, "fx");
  }

  /**
   * @param securitySource The security source, not required
   * @param conventionSource The convention source, not required
   * @param holidaySource The holiday source, not null
   * @param regionSource The region source, not null
   * @param marketData The market data, not null
   * @param dataId The id of the market data, not null
   * @param valuationTime The valuation time, not null
   * @param fx The FXMatrix with the exchange rates. Not null.
   * @deprecated use constructor without securitySource and conventionSource
   */
  @Deprecated
  public SwapNodeConverter(SecuritySource securitySource, ConventionSource conventionSource,
                           HolidaySource holidaySource, RegionSource regionSource,
                           SnapshotDataBundle marketData, ExternalId dataId, ZonedDateTime valuationTime, FXMatrix fx) {
    this(holidaySource, regionSource, marketData, dataId, valuationTime, fx);
  }

  @Override
  public InstrumentDefinition<?> visitSwapNode(SwapNode swapNode) {

    FinancialConvention payLegConvention =
        ConventionLink.resolvable(swapNode.getPayLegConvention(), FinancialConvention.class).resolve();
    FinancialConvention receiveLegConvention =
        ConventionLink.resolvable(swapNode.getReceiveLegConvention(), FinancialConvention.class).resolve();

    Period startTenor = swapNode.getStartTenor().getPeriod();
    Period maturityTenor = swapNode.getMaturityTenor().getPeriod();
    return NodeConverterUtils.getSwapDefinition(
        payLegConvention, receiveLegConvention, startTenor, maturityTenor, _regionSource, _holidaySource,
        _marketData, _dataId, _valuationTime, _fx);
  }
  
}