from .credit_default_swap import CreditDefaultSwap
from .index_data import get_singlename_curve
from pyisda.date import previous_twentieth, roll_date
from .utils import tenor_to_float
from typing import Union
from yieldcurve import get_curve

import datetime


class SingleNameCds(CreditDefaultSwap):
    __slots__ = ("ticker", "seniority", "doc_clause", "tenor")

    def __init__(
        self,
        ticker: str,
        seniority: str = "Senior",
        doc_clause: str = "XR14",
        tenor: str = "5yr",
        *,
        end_date: Union[datetime.date, None] = None,
        recovery: float = 0.4,
        fixed_rate: float = 100.0,
        notional: float = 10e6,
        currency: str = "USD",
        value_date: datetime.date = datetime.date.today()
    ):

        if end_date is None:
            end_date = roll_date(value_date, tenor_to_float(tenor))

        super().__init__(
            previous_twentieth(value_date), end_date, recovery, fixed_rate, notional
        )

        self.ticker = ticker
        self.seniority = seniority
        self.doc_clause = doc_clause
        self.tenor = tenor
        self.currency = currency
        self.value_date = value_date

    value_date = property(CreditDefaultSwap.value_date.__get__)

    @value_date.setter
    def value_date(self, d: datetime.date):
        self._yc = get_curve(d, self.currency)
        self._sc = get_singlename_curve(
            self.ticker, self.seniority, self.doc_clause, d, self._yc
        )
        CreditDefaultSwap.value_date.__set__(self, d)