/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2008 Roland Lichters
 Copyright (C) 2009, 2014 Jose Aparicio

 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.
*/


#ifndef quantlib_integral_cdo_engine_hpp
#define quantlib_integral_cdo_engine_hpp

#include <ql/qldefines.hpp>

#ifndef QL_PATCH_SOLARIS

#include <ql/experimental/credit/syntheticcdo.hpp>

namespace QuantLib {

    class YieldTermStructure;

    class IntegralCDOEngine : public SyntheticCDO::engine {
    public:
        IntegralCDOEngine(const Handle<YieldTermStructure>& discountCurve, 
                          Period stepSize = 3*Months) 
        : stepSize_(stepSize), discountCurve_(discountCurve) {}
        void calculate() const;
    protected:
        Period stepSize_;
        Handle<YieldTermStructure> discountCurve_;
    };

}

#endif

#endif
