#include <analytic/bond.hpp>
#include <analytic/rate.hpp>
#include <analytic/coupon.hpp>
#include <common/gdata.hpp>
#include <common/math.hpp>
#include <common/stdio.hpp>

Bond::Bond(void)
: Instrument(StraightBond), mPar(0.00), mYTM(0), mYield(0.00)
{
}

Bond::Bond(const Bond &bond)
{
  *this=bond;
}

Bond::Bond(double par,const Coupon &coupon,int ytm,double price)
{
  Instrument::price(price);
  Instrument::coupon(coupon);
  Instrument::type(StraightBond);
  Bond::par(par);
  Bond::ytm(ytm);
  Bond::yield(0.00);
}

Bond::~Bond()
{
}

Bond &Bond::operator=(const Bond &bond)
{
  par(bond.par());
  ytm(bond.ytm());
  price(bond.price());
  coupon(bond.coupon());
  yield(bond.yield());
  type(StraightBond);
  return *this;
}

BOOL Bond::operator==(const Bond &bond)const
{
  return (par()==bond.par()&&
          ytm()==bond.ytm()&&
          price()==bond.price()&&
          coupon()==bond.coupon()&&
          yield()==bond.yield()&&
          type()==bond.type());
}

double Bond::par(void)const
{
  return mPar;
}

void Bond::par(double par)
{
  mPar=par;
}

const Rate &Bond::yield(void)const
{
  return mYield;
}

void Bond::yield(const Rate &yield)
{
  mYield=yield;
}

int Bond::ytm(void)const
{
  return mYTM;
}

void Bond::ytm(int ytm)
{
  mYTM=ytm;
}

// virtuals

BOOL Bond::cashflows(GlobalData<double> &cashflows)
{
  double semiAnnualPmt;
  int periods;
  Coupon coupon(coupon());

  coupon.makeSemiAnnual();
  periods=coupon.frequency()*ytm();
  semiAnnualPmt=par()*coupon.decimalRate();
  cashflows.size(periods);
  for(int period=0;period<cashflows.size();period++)cashflows[period]=semiAnnualPmt;
  cashflows[periods-1]=cashflows[periods-1]+par();
  return TRUE;
}

double Bond::discount(Rate yield)
{
  double semiAnnualPmt;
  double bondPrice;
  int periods;
  Coupon coupon(coupon());

  Bond::yield(yield);
  yield.makeSemiAnnual();
  coupon.makeSemiAnnual();
  periods=yield.frequency()*ytm();
  semiAnnualPmt=par()*coupon.decimalRate();
  bondPrice=semiAnnualPmt*((1.00-(1.00/::pow(1.00+yield.decimalRate(),periods)))/yield.decimalRate());
  bondPrice+=par()/::pow(1.00+yield.decimalRate(),periods);
  price(bondPrice);
	return price();
}

Rate Bond::discount(double market)
{
  Rate guess(coupon());
  Rate maxGuess;
  Rate minGuess;

  maxGuess=guess;
  minGuess=guess;
  maxGuess.rate(guess.rate()+12.00);
  minGuess.rate(guess.rate()-12.00);
  if(minGuess.rate()<0.00)minGuess.rate(1.00);
  while(TRUE)
  {
    discount(guess);
    if(price()==market||(price()-market<0.00?market-price():price()-market)<1.00)break;
    if(market>price())
    {
      maxGuess=guess;
      guess.rate((guess.rate()+minGuess.rate())/2.00);
    }
    else
    {
      minGuess=guess;
      guess.rate((guess.rate()+maxGuess.rate())/2.00);
    }
    printf("calculated price:%lf market price:%lf\n",price(),market);  
  }
  yield(guess);
  return yield();
}