from .date cimport TDateInterval, TStubMethod
from .curve cimport TCurve

ctypedef int TBoolean
ctypedef long TDate

cdef extern from "isda/cx.h":
    ctypedef struct TContingentLeg:
         TDate         startDate
         TDate         endDate
         double        notional
         TBoolean      protectStart

    ctypedef enum TAccrualPayConv:
        pass

    ctypedef struct TFeeLeg:
        int nbDates
        TDate* accStartDates
        TDate* accEndDates
        TDate* payDates
        double notional
        double couponRate
        long dcc
        TAccrualPayConv accrualPayConv
        TBoolean obsStartOfDay

cdef extern from "isda/bastypes.h":
    ctypedef struct TCashFlow:
        TDate  fDate
        double fAmount

    ctypedef struct TCashFlowList:
        int fNumItems
        TCashFlow *fArray

cdef extern from "isda/cds.h" nogil:

    cdef TContingentLeg* JpmcdsCdsContingentLegMake(
        # Date when protection begins. Either at start or end of day (depends
        # on protectStart)
        TDate     startDate,
        # Date when protection ends (end of day)
        TDate     endDate,
        # Notional value protected
        double    notional,
        # Should protection include the start date
        TBoolean  protectStart)

    cdef TFeeLeg* JpmcdsCdsFeeLegMake(
        # Date when protection begins. Either at start or end of day (depends
        # on protectStart)
        TDate           startDate,
        # Date when protection ends (end of day)
        TDate           endDate,
        # Should accrued interest be paid on default. Usually set to TRUE
        TBoolean        payAccOnDefault,
        # Interval between coupon payments. Can be NULL when 3M is assumed
        TDateInterval  *couponInterval,
        # If the startDate and endDate are not on cycle, then this parameter
        # determines location of coupon dates.
        TStubMethod    *stubType,
        # Notional value protected
        double          notional,
        # Fixed coupon rate (a.k.a. spread) for the fee leg
        double          couponRate,
        # Day count convention for coupon payment. Normal is ACT_360
        long            paymentDcc,
        # Bad day convention for adjusting coupon payment dates.
        long            badDayConv,
        # Calendar used when adjusting coupon dates. Can be NULL which equals
        # a calendar with no holidays and including weekends.
        const char           *calendar,
        # Should protection include the start date */
        TBoolean        protectStart)



cdef extern from "isda/contingentleg.h" nogil:
    cdef int JpmcdsContingentLegPV(TContingentLeg *cl,    # Contingent leg
                                   TDate today,           # No observations before today
                                   TDate valueDate,       # Value date for discounting
                                   TDate stepinDate,      # Step-in date
                                   TCurve *discountCurve, # Risk-free curve
                                   TCurve *spreadCurve,   # Spread curve
                                   double recoveryRate,   # Recovery rate
                                   double *pv)

cdef extern from "isda/feeleg.h" nogil:
   cdef int JpmcdsFeeLegPV(TFeeLeg *fl,
                           TDate today,
                           TDate stepinDate,
                           TDate valueDate,
                           TCurve *discCurve,
                           TCurve *spreadCurve,
                           TBoolean payAccruedAtStart,
                           double *pv)

   cdef TCashFlowList* JpmcdsFeeLegFlows(TFeeLeg *fl)

   cdef void JpmcdsFeeLegFree(TFeeLeg *p)

   cdef void FeeLegAI(TFeeLeg* fl,
                      TDate today,
                      double* ai)

cdef class ContingentLeg:
    cdef TContingentLeg* _thisptr


cdef class FeeLeg:
    cdef TFeeLeg* _thisptr


cdef void fee_leg_copy(TFeeLeg* orig, TFeeLeg* copy) noexcept nogil