From 03276a23b68f7e5a87449f369d23d4a223f252a9 Mon Sep 17 00:00:00 2001
From: Farah Khashman <farah.khashman@acadiasoft.inc>
Date: Tue, 19 Mar 2024 15:26:13 -0400
Subject: [PATCH] QPR-12101: support payment lag for CMSSpread leg

---
 ql/experimental/coupons/cmsspreadcoupon.cpp | 10 ++++++++--
 ql/experimental/coupons/cmsspreadcoupon.hpp |  2 ++
 2 files changed, 10 insertions(+), 2 deletions(-)

diff --git a/ql/experimental/coupons/cmsspreadcoupon.cpp b/ql/experimental/coupons/cmsspreadcoupon.cpp
index d65cdebd89e..d3d67153375 100644
--- a/ql/experimental/coupons/cmsspreadcoupon.cpp
+++ b/ql/experimental/coupons/cmsspreadcoupon.cpp
@@ -72,6 +72,12 @@ namespace QuantLib {
         return *this;
     }
 
+    CmsSpreadLeg &
+    CmsSpreadLeg::withPaymentLag(Natural lag) {
+        paymentLag_ = lag;
+        return *this;
+    }
+
     CmsSpreadLeg &CmsSpreadLeg::withFixingDays(Natural fixingDays) {
         fixingDays_ = std::vector<Natural>(1, fixingDays);
         return *this;
@@ -137,12 +143,12 @@ namespace QuantLib {
     CmsSpreadLeg& CmsSpreadLeg::withPaymentCalendar(const Calendar& cal) {
         paymentCalendar_ = cal;
         return *this;
-	}
+    }
 
     CmsSpreadLeg::operator Leg() const {
             return FloatingLeg<SwapSpreadIndex, CmsSpreadCoupon, CappedFlooredCmsSpreadCoupon>(
                 schedule_, notionals_, swapSpreadIndex_, paymentDayCounter_, paymentAdjustment_,
-                fixingDays_, gearings_, spreads_, caps_, floors_, inArrears_, zeroPayments_, 0U,
+                fixingDays_, gearings_, spreads_, caps_, floors_, inArrears_, zeroPayments_, paymentLag_,
                 paymentCalendar_); 
     }
 }
diff --git a/ql/experimental/coupons/cmsspreadcoupon.hpp b/ql/experimental/coupons/cmsspreadcoupon.hpp
index 945192999af..3ba5aeda231 100644
--- a/ql/experimental/coupons/cmsspreadcoupon.hpp
+++ b/ql/experimental/coupons/cmsspreadcoupon.hpp
@@ -108,6 +108,7 @@ namespace QuantLib {
         CmsSpreadLeg& withPaymentDayCounter(const DayCounter&);
         CmsSpreadLeg& withPaymentCalendar(const Calendar& cal);
         CmsSpreadLeg& withPaymentAdjustment(BusinessDayConvention);
+        CmsSpreadLeg& withPaymentLag(Natural lag);
         CmsSpreadLeg& withFixingDays(Natural fixingDays);
         CmsSpreadLeg& withFixingDays(const std::vector<Natural>& fixingDays);
         CmsSpreadLeg& withGearings(Real gearing);
@@ -127,6 +128,7 @@ namespace QuantLib {
         std::vector<Real> notionals_;
         DayCounter paymentDayCounter_;
         BusinessDayConvention paymentAdjustment_ = Following;
+        Natural paymentLag_ = 0;
         std::vector<Natural> fixingDays_;
         std::vector<Real> gearings_;
         std::vector<Spread> spreads_;