1
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
1
<!-- HTML header for doxygen 1.8.9.1-->
2
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
3
<html xmlns="http://www.w3.org/1999/xhtml">
4
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
5
<meta name="robots" content="none">
6
<title>YearOnYearInflationSwap Class Reference</title>
7
<link rel="stylesheet" href="quantlib.css" type="text/css">
8
<link rel="stylesheet" href="print.css" type="text/css" media="print">
9
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
10
<link rel="icon" href="favicon.ico" type="image/x-icon">
5
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
6
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
7
<meta name="generator" content="Doxygen 1.8.9.1"/>
8
<title>QuantLib: YearOnYearInflationSwap Class Reference</title>
9
<link href='http://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
10
<link href="tabs.css" rel="stylesheet" type="text/css"/>
11
<script type="text/javascript" src="jquery.js"></script>
12
<script type="text/javascript" src="dynsections.js"></script>
13
<link href="search/search.css" rel="stylesheet" type="text/css"/>
14
<script type="text/javascript" src="search/search.js"></script>
15
<script type="text/javascript">
16
$(document).ready(function() {
17
if ($('.searchresults').length > 0) { searchBox.DOMSearchField().focus(); }
20
<link rel="search" href="search_opensearch.php?v=opensearch.xml" type="application/opensearchdescription+xml" title="QuantLib"/>
21
<script type="text/x-mathjax-config">
23
extensions: ["tex2jax.js"],
24
jax: ["input/TeX","output/HTML-CSS"],
26
</script><script src="file://usr/share/javascript/mathjax/MathJax.js"></script>
27
<link href="doxygen.css" rel="stylesheet" type="text/css" />
28
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
16
<img class="titleimage"
17
src="QL-title.jpg" width="185" height="50" border="0"
20
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
24
<h3 class="navbartitle">Version 1.2</h3>
28
<h3 class="navbartitle">Getting started</h3>
29
<ul class="navbarlist">
30
<li class="navlink"><a href="index.html">Introduction</a></li>
31
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
32
<li class="navlink"><a href="install.html">Installation</a></li>
33
<li class="navlink"><a href="config.html">Configuration</a></li>
34
<li class="navlink"><a href="usage.html">Usage</a></li>
35
<li class="navlink"><a href="history.html">Version history</a></li>
36
<li class="navlink"><a href="resources.html">Additional resources</a></li>
37
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
38
<li class="navlink"><a href="license.html">Copyright and license</a></li>
43
<h3 class="navbartitle">Reference manual</h3>
44
<ul class="navbarlist">
45
<li class="navlink"><a href="modules.html">Modules</a></li>
46
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
47
<li class="navlink"><a href="annotated.html">Compound List</a></li>
48
<li class="navlink"><a href="files.html">File List</a></li>
49
<li class="navlink"><a href="functions.html">Compound Members</a></li>
50
<li class="navlink"><a href="globals.html">File Members</a></li>
51
<li class="navlink"><a href="todo.html">Todo List</a></li>
52
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
53
<li class="navlink"><a href="caveats.html">Caveats</a></li>
54
<li class="navlink"><a href="test.html">Test Suite</a></li>
55
<li class="navlink"><a href="examples.html">Examples</a></li>
60
<!--Doxygen-generated content-->
62
<!-- Generated by Doxygen 1.7.6.1 -->
63
<div id="nav-path" class="navpath">
65
<li class="navelem"><b>QuantLib</b> </li>
66
<li class="navelem"><a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap.html">YearOnYearInflationSwap</a> </li>
31
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
33
<table cellspacing="0" cellpadding="0">
35
<tr style="height: 56px;">
36
<td style="padding-left: 0.5em;">
37
<div id="projectname"><a href="http://quantlib.org">
38
<img alt="QuantLib" src="QL-title.jpg"></a>
39
<div id="projectbrief">A free/open-source library for quantitative finance</div>
40
<div id="projectnumber">Reference manual - version 1.6</div>
47
<!-- end header part -->
48
<!-- Generated by Doxygen 1.8.9.1 -->
49
<script type="text/javascript">
50
var searchBox = new SearchBox("searchBox", "search",false,'Search');
52
<div id="navrow1" class="tabs">
54
<li><a href="index.html"><span>Main Page</span></a></li>
55
<li><a href="pages.html"><span>Related Pages</span></a></li>
56
<li><a href="modules.html"><span>Modules</span></a></li>
57
<li class="current"><a href="annotated.html"><span>Classes</span></a></li>
58
<li><a href="examples.html"><span>Examples</span></a></li>
60
<div id="MSearchBox" class="MSearchBoxInactive">
62
<form id="FSearchBox" action="search.php" method="get">
63
<img id="MSearchSelect" src="search/mag.png" alt=""/>
64
<input type="text" id="MSearchField" name="query" value="Search" size="20" accesskey="S"
65
onfocus="searchBox.OnSearchFieldFocus(true)"
66
onblur="searchBox.OnSearchFieldFocus(false)"/>
68
</div><div class="right"></div>
73
<div id="navrow2" class="tabs2">
75
<li><a href="annotated.html"><span>Class List</span></a></li>
76
<li><a href="classes.html"><span>Class Index</span></a></li>
77
<li><a href="inherits.html"><span>Class Hierarchy</span></a></li>
78
<li><a href="functions.html"><span>Class Members</span></a></li>
81
<div id="nav-path" class="navpath">
83
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap.html">YearOnYearInflationSwap</a></li> </ul>
70
86
<div class="header">
71
87
<div class="summary">
72
88
<a href="#nested-classes">Classes</a> |
73
89
<a href="#pub-types">Public Types</a> |
74
<a href="#pub-methods">Public Member Functions</a> </div>
90
<a href="#pub-methods">Public Member Functions</a> |
91
<a href="class_quant_lib_1_1_year_on_year_inflation_swap-members.html">List of all members</a> </div>
75
92
<div class="headertitle">
76
93
<div class="title">YearOnYearInflationSwap Class Reference</div> </div>
77
94
</div><!--header-->
78
95
<div class="contents">
79
<!-- doxytag: class="QuantLib::YearOnYearInflationSwap" --><!-- doxytag: inherits="QuantLib::Swap" -->
80
97
<p>Year-on-year inflation-indexed swap.
81
98
<a href="class_quant_lib_1_1_year_on_year_inflation_swap.html#details">More...</a></p>
83
100
<p><code>#include <ql/instruments/yearonyearinflationswap.hpp></code></p>
84
<div class="dynheader">
85
Inheritance diagram for YearOnYearInflationSwap:</div>
86
<div class="dyncontent">
101
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
102
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for YearOnYearInflationSwap:</div>
103
<div id="dynsection-0-summary" class="dynsummary" style="display:block;">
105
<div id="dynsection-0-content" class="dyncontent" style="display:none;">
87
106
<div class="center"><img src="class_quant_lib_1_1_year_on_year_inflation_swap__inherit__graph.png" border="0" usemap="#_year_on_year_inflation_swap_inherit__map" alt="Inheritance graph"/></div>
88
107
<map name="_year_on_year_inflation_swap_inherit__map" id="_year_on_year_inflation_swap_inherit__map">
89
<area shape="rect" id="node2" href="class_quant_lib_1_1_swap.html" title="Interest rate swap." alt="" coords="63,6,116,37"/></map>
108
<area shape="rect" id="node2" href="class_quant_lib_1_1_swap.html" title="Interest rate swap. " alt="" coords="64,80,119,107"/><area shape="rect" id="node3" href="class_quant_lib_1_1_instrument.html" title="Abstract instrument class. " alt="" coords="49,5,133,32"/></map>
90
109
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
92
<p><a href="class_quant_lib_1_1_year_on_year_inflation_swap-members.html">List of all members.</a></p>
93
110
<table class="memberdecls">
94
<tr><td colspan="2"><h2><a name="nested-classes"></a>
111
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="nested-classes"></a>
95
112
Classes</h2></td></tr>
96
<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap_1_1arguments.html">arguments</a></td></tr>
97
<tr><td class="mdescLeft"> </td><td class="mdescRight">Arguments for YoY swap calculation <a href="class_quant_lib_1_1_year_on_year_inflation_swap_1_1arguments.html#details">More...</a><br/></td></tr>
98
<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap_1_1results.html">results</a></td></tr>
99
<tr><td class="mdescLeft"> </td><td class="mdescRight">Results from YoY swap calculation <a href="class_quant_lib_1_1_year_on_year_inflation_swap_1_1results.html#details">More...</a><br/></td></tr>
100
<tr><td colspan="2"><h2><a name="pub-types"></a>
113
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap_1_1arguments.html">arguments</a></td></tr>
114
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Arguments for YoY swap calculation <a href="class_quant_lib_1_1_year_on_year_inflation_swap_1_1arguments.html#details">More...</a><br /></td></tr>
115
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
116
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap_1_1results.html">results</a></td></tr>
117
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Results from YoY swap calculation <a href="class_quant_lib_1_1_year_on_year_inflation_swap_1_1results.html#details">More...</a><br /></td></tr>
118
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
119
</table><table class="memberdecls">
120
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-types"></a>
101
121
Public Types</h2></td></tr>
102
<tr><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><b>Type</b> { <b>Receiver</b> = -1,
122
<tr class="memitem:a1d1cfd8ffb84e947f82999c682b666a7"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1d1cfd8ffb84e947f82999c682b666a7"></a>enum  </td><td class="memItemRight" valign="bottom"><b>Type</b> { <b>Receiver</b> = -1,
105
<tr><td colspan="2"><h2><a name="pub-methods"></a>
125
<tr class="separator:a1d1cfd8ffb84e947f82999c682b666a7"><td class="memSeparator" colspan="2"> </td></tr>
126
</table><table class="memberdecls">
127
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
106
128
Public Member Functions</h2></td></tr>
107
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9b25dcf956df2e98485945f1667d21a8"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::YearOnYearInflationSwap" ref="a9b25dcf956df2e98485945f1667d21a8" args="(Type type, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &yoySchedule, const boost::shared_ptr< YoYInflationIndex > &yoyIndex, const Period &observationLag, Spread spread, const DayCounter &yoyDayCount, const Calendar &paymentCalendar, BusinessDayConvention paymentConvention=ModifiedFollowing)" -->
108
 </td><td class="memItemRight" valign="bottom"><b>YearOnYearInflationSwap</b> (Type type, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nominal, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &fixedSchedule, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> fixedRate, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &fixedDayCount, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &yoySchedule, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_yo_y_inflation_index.html">YoYInflationIndex</a> > &yoyIndex, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &observationLag, <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> spread, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &yoyDayCount, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &paymentCalendar, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> paymentConvention=ModifiedFollowing)</td></tr>
109
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acae4e2138e8dbe8c12a605ea79086d5a"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::fixedLegNPV" ref="acae4e2138e8dbe8c12a605ea79086d5a" args="() const " -->
129
<tr class="memitem:a9b25dcf956df2e98485945f1667d21a8"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9b25dcf956df2e98485945f1667d21a8"></a>
130
 </td><td class="memItemRight" valign="bottom"><b>YearOnYearInflationSwap</b> (Type type, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nominal, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &fixedSchedule, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> fixedRate, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &fixedDayCount, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &yoySchedule, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_yo_y_inflation_index.html">YoYInflationIndex</a> > &yoyIndex, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &observationLag, <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> spread, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &yoyDayCount, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &paymentCalendar, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> paymentConvention=<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368a013e092c359f6031cc0563fd413ce707">ModifiedFollowing</a>)</td></tr>
131
<tr class="separator:a9b25dcf956df2e98485945f1667d21a8"><td class="memSeparator" colspan="2"> </td></tr>
132
<tr class="memitem:acae4e2138e8dbe8c12a605ea79086d5a"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acae4e2138e8dbe8c12a605ea79086d5a"></a>
110
133
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>fixedLegNPV</b> () const </td></tr>
111
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5d5b9c2299952391c66f5b080295e747"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::fairRate" ref="a5d5b9c2299952391c66f5b080295e747" args="() const " -->
134
<tr class="separator:acae4e2138e8dbe8c12a605ea79086d5a"><td class="memSeparator" colspan="2"> </td></tr>
135
<tr class="memitem:a5d5b9c2299952391c66f5b080295e747"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5d5b9c2299952391c66f5b080295e747"></a>
112
136
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>fairRate</b> () const </td></tr>
113
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa16d7fc11560d22af5ac2e91a42874bc"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::yoyLegNPV" ref="aa16d7fc11560d22af5ac2e91a42874bc" args="() const " -->
137
<tr class="separator:a5d5b9c2299952391c66f5b080295e747"><td class="memSeparator" colspan="2"> </td></tr>
138
<tr class="memitem:aa16d7fc11560d22af5ac2e91a42874bc"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa16d7fc11560d22af5ac2e91a42874bc"></a>
114
139
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>yoyLegNPV</b> () const </td></tr>
115
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8519db12d1035aea8bc0b73b531fa1d5"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::fairSpread" ref="a8519db12d1035aea8bc0b73b531fa1d5" args="() const " -->
140
<tr class="separator:aa16d7fc11560d22af5ac2e91a42874bc"><td class="memSeparator" colspan="2"> </td></tr>
141
<tr class="memitem:a8519db12d1035aea8bc0b73b531fa1d5"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8519db12d1035aea8bc0b73b531fa1d5"></a>
116
142
virtual <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> </td><td class="memItemRight" valign="bottom"><b>fairSpread</b> () const </td></tr>
117
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3d5341192d85932ea5a0e98b5734ed89"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::type" ref="a3d5341192d85932ea5a0e98b5734ed89" args="() const " -->
143
<tr class="separator:a8519db12d1035aea8bc0b73b531fa1d5"><td class="memSeparator" colspan="2"> </td></tr>
144
<tr class="memitem:a3d5341192d85932ea5a0e98b5734ed89"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3d5341192d85932ea5a0e98b5734ed89"></a>
118
145
virtual Type </td><td class="memItemRight" valign="bottom"><b>type</b> () const </td></tr>
119
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0c27f57255d093f0a9c42fb53e991e7d"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::nominal" ref="a0c27f57255d093f0a9c42fb53e991e7d" args="() const " -->
146
<tr class="separator:a3d5341192d85932ea5a0e98b5734ed89"><td class="memSeparator" colspan="2"> </td></tr>
147
<tr class="memitem:a0c27f57255d093f0a9c42fb53e991e7d"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0c27f57255d093f0a9c42fb53e991e7d"></a>
120
148
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>nominal</b> () const </td></tr>
121
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae9b9f2b40445d5d7802a80596445d4c5"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::fixedSchedule" ref="ae9b9f2b40445d5d7802a80596445d4c5" args="() const " -->
149
<tr class="separator:a0c27f57255d093f0a9c42fb53e991e7d"><td class="memSeparator" colspan="2"> </td></tr>
150
<tr class="memitem:ae9b9f2b40445d5d7802a80596445d4c5"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae9b9f2b40445d5d7802a80596445d4c5"></a>
122
151
virtual const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> & </td><td class="memItemRight" valign="bottom"><b>fixedSchedule</b> () const </td></tr>
123
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a21ca699ff10159146df2e2673c1cc118"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::fixedRate" ref="a21ca699ff10159146df2e2673c1cc118" args="() const " -->
152
<tr class="separator:ae9b9f2b40445d5d7802a80596445d4c5"><td class="memSeparator" colspan="2"> </td></tr>
153
<tr class="memitem:a21ca699ff10159146df2e2673c1cc118"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a21ca699ff10159146df2e2673c1cc118"></a>
124
154
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>fixedRate</b> () const </td></tr>
125
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a95363e8aed06af280c2f0cf7e424fed0"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::fixedDayCount" ref="a95363e8aed06af280c2f0cf7e424fed0" args="() const " -->
155
<tr class="separator:a21ca699ff10159146df2e2673c1cc118"><td class="memSeparator" colspan="2"> </td></tr>
156
<tr class="memitem:a95363e8aed06af280c2f0cf7e424fed0"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a95363e8aed06af280c2f0cf7e424fed0"></a>
126
157
virtual const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td><td class="memItemRight" valign="bottom"><b>fixedDayCount</b> () const </td></tr>
127
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0410814ddfd66c4dad22bfb74c415cff"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::yoySchedule" ref="a0410814ddfd66c4dad22bfb74c415cff" args="() const " -->
158
<tr class="separator:a95363e8aed06af280c2f0cf7e424fed0"><td class="memSeparator" colspan="2"> </td></tr>
159
<tr class="memitem:a0410814ddfd66c4dad22bfb74c415cff"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0410814ddfd66c4dad22bfb74c415cff"></a>
128
160
virtual const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> & </td><td class="memItemRight" valign="bottom"><b>yoySchedule</b> () const </td></tr>
129
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e648f3db8b742d5fb33210b8b97e307"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::yoyInflationIndex" ref="a0e648f3db8b742d5fb33210b8b97e307" args="() const " -->
130
virtual const <br class="typebreak"/>
131
boost::shared_ptr<br class="typebreak"/>
132
< <a class="el" href="class_quant_lib_1_1_yo_y_inflation_index.html">YoYInflationIndex</a> > & </td><td class="memItemRight" valign="bottom"><b>yoyInflationIndex</b> () const </td></tr>
133
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abafd7188fd2256052647de8003c83484"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::observationLag" ref="abafd7188fd2256052647de8003c83484" args="() const " -->
161
<tr class="separator:a0410814ddfd66c4dad22bfb74c415cff"><td class="memSeparator" colspan="2"> </td></tr>
162
<tr class="memitem:a0e648f3db8b742d5fb33210b8b97e307"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e648f3db8b742d5fb33210b8b97e307"></a>
163
virtual const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_yo_y_inflation_index.html">YoYInflationIndex</a> > & </td><td class="memItemRight" valign="bottom"><b>yoyInflationIndex</b> () const </td></tr>
164
<tr class="separator:a0e648f3db8b742d5fb33210b8b97e307"><td class="memSeparator" colspan="2"> </td></tr>
165
<tr class="memitem:abafd7188fd2256052647de8003c83484"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abafd7188fd2256052647de8003c83484"></a>
134
166
virtual <a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>observationLag</b> () const </td></tr>
135
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad7a3e2124c58cf10df93a8def9a2fafb"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::spread" ref="ad7a3e2124c58cf10df93a8def9a2fafb" args="() const " -->
167
<tr class="separator:abafd7188fd2256052647de8003c83484"><td class="memSeparator" colspan="2"> </td></tr>
168
<tr class="memitem:ad7a3e2124c58cf10df93a8def9a2fafb"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad7a3e2124c58cf10df93a8def9a2fafb"></a>
136
169
virtual <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> </td><td class="memItemRight" valign="bottom"><b>spread</b> () const </td></tr>
137
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8089cbbb11ee0f007855745703c28f81"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::yoyDayCount" ref="a8089cbbb11ee0f007855745703c28f81" args="() const " -->
170
<tr class="separator:ad7a3e2124c58cf10df93a8def9a2fafb"><td class="memSeparator" colspan="2"> </td></tr>
171
<tr class="memitem:a8089cbbb11ee0f007855745703c28f81"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8089cbbb11ee0f007855745703c28f81"></a>
138
172
virtual const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td><td class="memItemRight" valign="bottom"><b>yoyDayCount</b> () const </td></tr>
139
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1de93eab2dca02a8ca2fa9afb3f37628"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::paymentCalendar" ref="a1de93eab2dca02a8ca2fa9afb3f37628" args="() const " -->
173
<tr class="separator:a8089cbbb11ee0f007855745703c28f81"><td class="memSeparator" colspan="2"> </td></tr>
174
<tr class="memitem:a1de93eab2dca02a8ca2fa9afb3f37628"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1de93eab2dca02a8ca2fa9afb3f37628"></a>
140
175
virtual <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>paymentCalendar</b> () const </td></tr>
141
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a25fc6ab972c95c862ead0bbf851ea311"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::paymentConvention" ref="a25fc6ab972c95c862ead0bbf851ea311" args="() const " -->
176
<tr class="separator:a1de93eab2dca02a8ca2fa9afb3f37628"><td class="memSeparator" colspan="2"> </td></tr>
177
<tr class="memitem:a25fc6ab972c95c862ead0bbf851ea311"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a25fc6ab972c95c862ead0bbf851ea311"></a>
142
178
virtual <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>paymentConvention</b> () const </td></tr>
143
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab54f53e0705d63a28ffcec9dc1b2e15b"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::fixedLeg" ref="ab54f53e0705d63a28ffcec9dc1b2e15b" args="() const " -->
144
virtual const Leg & </td><td class="memItemRight" valign="bottom"><b>fixedLeg</b> () const </td></tr>
145
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a27193895de9cb245ec1e2176bbea4ef2"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::yoyLeg" ref="a27193895de9cb245ec1e2176bbea4ef2" args="() const " -->
146
virtual const Leg & </td><td class="memItemRight" valign="bottom"><b>yoyLeg</b> () const </td></tr>
147
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap.html#a769a037255393b166557200edad61038">setupArguments</a> (PricingEngine::arguments *args) const </td></tr>
148
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap.html#aa0a3105ddebcff9f233fb76a8a31fafe">fetchResults</a> (const PricingEngine::results *) const </td></tr>
179
<tr class="separator:a25fc6ab972c95c862ead0bbf851ea311"><td class="memSeparator" colspan="2"> </td></tr>
180
<tr class="memitem:ab54f53e0705d63a28ffcec9dc1b2e15b"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab54f53e0705d63a28ffcec9dc1b2e15b"></a>
181
virtual const <a class="el" href="namespace_quant_lib.html#a1d16a4a9842369c3a13c094b15f99a4a">Leg</a> & </td><td class="memItemRight" valign="bottom"><b>fixedLeg</b> () const </td></tr>
182
<tr class="separator:ab54f53e0705d63a28ffcec9dc1b2e15b"><td class="memSeparator" colspan="2"> </td></tr>
183
<tr class="memitem:a27193895de9cb245ec1e2176bbea4ef2"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a27193895de9cb245ec1e2176bbea4ef2"></a>
184
virtual const <a class="el" href="namespace_quant_lib.html#a1d16a4a9842369c3a13c094b15f99a4a">Leg</a> & </td><td class="memItemRight" valign="bottom"><b>yoyLeg</b> () const </td></tr>
185
<tr class="separator:a27193895de9cb245ec1e2176bbea4ef2"><td class="memSeparator" colspan="2"> </td></tr>
186
<tr class="memitem:a769a037255393b166557200edad61038"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap.html#a769a037255393b166557200edad61038">setupArguments</a> (PricingEngine::arguments *args) const </td></tr>
187
<tr class="separator:a769a037255393b166557200edad61038"><td class="memSeparator" colspan="2"> </td></tr>
188
<tr class="memitem:aa0a3105ddebcff9f233fb76a8a31fafe"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap.html#aa0a3105ddebcff9f233fb76a8a31fafe">fetchResults</a> (const PricingEngine::results *) const </td></tr>
189
<tr class="separator:aa0a3105ddebcff9f233fb76a8a31fafe"><td class="memSeparator" colspan="2"> </td></tr>
190
<tr class="inherit_header pub_methods_class_quant_lib_1_1_swap"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_swap')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_swap.html">Swap</a></td></tr>
191
<tr class="memitem:a3ab172f9ecc49c3e4606945f0704dcdb inherit pub_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3ab172f9ecc49c3e4606945f0704dcdb"></a>
192
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>startDate</b> () const </td></tr>
193
<tr class="separator:a3ab172f9ecc49c3e4606945f0704dcdb inherit pub_methods_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
194
<tr class="memitem:a716a3c2e199a948105b3be48b6c338aa inherit pub_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a716a3c2e199a948105b3be48b6c338aa"></a>
195
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maturityDate</b> () const </td></tr>
196
<tr class="separator:a716a3c2e199a948105b3be48b6c338aa inherit pub_methods_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
197
<tr class="memitem:ae068828364b9e2254681f983d68dcb6c inherit pub_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae068828364b9e2254681f983d68dcb6c"></a>
198
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>legBPS</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> j) const </td></tr>
199
<tr class="separator:ae068828364b9e2254681f983d68dcb6c inherit pub_methods_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
200
<tr class="memitem:a269631e31a13dd1e7d6e78bc52397cef inherit pub_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a269631e31a13dd1e7d6e78bc52397cef"></a>
201
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>legNPV</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> j) const </td></tr>
202
<tr class="separator:a269631e31a13dd1e7d6e78bc52397cef inherit pub_methods_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
203
<tr class="memitem:addfecdb10b9c77cc3b2de423cbe7a5bf inherit pub_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="addfecdb10b9c77cc3b2de423cbe7a5bf"></a>
204
<a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><b>startDiscounts</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> j) const </td></tr>
205
<tr class="separator:addfecdb10b9c77cc3b2de423cbe7a5bf inherit pub_methods_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
206
<tr class="memitem:ac50265fc5de978e94b014cfbea2f1668 inherit pub_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac50265fc5de978e94b014cfbea2f1668"></a>
207
<a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><b>endDiscounts</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> j) const </td></tr>
208
<tr class="separator:ac50265fc5de978e94b014cfbea2f1668 inherit pub_methods_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
209
<tr class="memitem:aade227fdc14701bf0bfde19b1c9ae2bb inherit pub_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aade227fdc14701bf0bfde19b1c9ae2bb"></a>
210
<a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><b>npvDateDiscount</b> () const </td></tr>
211
<tr class="separator:aade227fdc14701bf0bfde19b1c9ae2bb inherit pub_methods_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
212
<tr class="memitem:a59d4f1ae9886a4955a88789f6da538ad inherit pub_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a59d4f1ae9886a4955a88789f6da538ad"></a>
213
const <a class="el" href="namespace_quant_lib.html#a1d16a4a9842369c3a13c094b15f99a4a">Leg</a> & </td><td class="memItemRight" valign="bottom"><b>leg</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> j) const </td></tr>
214
<tr class="separator:a59d4f1ae9886a4955a88789f6da538ad inherit pub_methods_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
215
<tr class="memitem:aa7e28d70b1366663707f7554205b887b inherit pub_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap.html#aa7e28d70b1366663707f7554205b887b">Swap</a> (const <a class="el" href="namespace_quant_lib.html#a1d16a4a9842369c3a13c094b15f99a4a">Leg</a> &firstLeg, const <a class="el" href="namespace_quant_lib.html#a1d16a4a9842369c3a13c094b15f99a4a">Leg</a> &secondLeg)</td></tr>
216
<tr class="separator:aa7e28d70b1366663707f7554205b887b inherit pub_methods_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
217
<tr class="memitem:a84d17705f422bce5e74d0a4ca0f6df34 inherit pub_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap.html#a84d17705f422bce5e74d0a4ca0f6df34">Swap</a> (const std::vector< <a class="el" href="namespace_quant_lib.html#a1d16a4a9842369c3a13c094b15f99a4a">Leg</a> > &legs, const std::vector< bool > &payer)</td></tr>
218
<tr class="separator:a84d17705f422bce5e74d0a4ca0f6df34 inherit pub_methods_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
219
<tr class="memitem:a274c03751addc5c2ea63cc23d14a0bfe inherit pub_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a274c03751addc5c2ea63cc23d14a0bfe"></a>
220
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap.html#a274c03751addc5c2ea63cc23d14a0bfe">isExpired</a> () const </td></tr>
221
<tr class="memdesc:a274c03751addc5c2ea63cc23d14a0bfe inherit pub_methods_class_quant_lib_1_1_swap"><td class="mdescLeft"> </td><td class="mdescRight">returns whether the instrument might have value greater than zero. <br /></td></tr>
222
<tr class="separator:a274c03751addc5c2ea63cc23d14a0bfe inherit pub_methods_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
223
<tr class="inherit_header pub_methods_class_quant_lib_1_1_instrument"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_instrument')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td></tr>
224
<tr class="memitem:a5a137dafb316bb3644a8f92bbf4c1abb inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a137dafb316bb3644a8f92bbf4c1abb"></a>
225
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#a5a137dafb316bb3644a8f92bbf4c1abb">NPV</a> () const </td></tr>
226
<tr class="memdesc:a5a137dafb316bb3644a8f92bbf4c1abb inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft"> </td><td class="mdescRight">returns the net present value of the instrument. <br /></td></tr>
227
<tr class="separator:a5a137dafb316bb3644a8f92bbf4c1abb inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
228
<tr class="memitem:acc5ad105e834e2360818b4f5046bd1f5 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acc5ad105e834e2360818b4f5046bd1f5"></a>
229
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#acc5ad105e834e2360818b4f5046bd1f5">errorEstimate</a> () const </td></tr>
230
<tr class="memdesc:acc5ad105e834e2360818b4f5046bd1f5 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft"> </td><td class="mdescRight">returns the error estimate on the NPV when available. <br /></td></tr>
231
<tr class="separator:acc5ad105e834e2360818b4f5046bd1f5 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
232
<tr class="memitem:a99aff03ddebfd886dc56c828b37d0ce8 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a99aff03ddebfd886dc56c828b37d0ce8"></a>
233
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#a99aff03ddebfd886dc56c828b37d0ce8">valuationDate</a> () const </td></tr>
234
<tr class="memdesc:a99aff03ddebfd886dc56c828b37d0ce8 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft"> </td><td class="mdescRight">returns the date the net present value refers to. <br /></td></tr>
235
<tr class="separator:a99aff03ddebfd886dc56c828b37d0ce8 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
236
<tr class="memitem:acc310c2b59d80ac4acea89ab6209ed6d inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memTemplParams" colspan="2"><a class="anchor" id="acc310c2b59d80ac4acea89ab6209ed6d"></a>
237
template<typename T > </td></tr>
238
<tr class="memitem:acc310c2b59d80ac4acea89ab6209ed6d inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memTemplItemLeft" align="right" valign="top">T </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#acc310c2b59d80ac4acea89ab6209ed6d">result</a> (const std::string &tag) const </td></tr>
239
<tr class="memdesc:acc310c2b59d80ac4acea89ab6209ed6d inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft"> </td><td class="mdescRight">returns any additional result returned by the pricing engine. <br /></td></tr>
240
<tr class="separator:acc310c2b59d80ac4acea89ab6209ed6d inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
241
<tr class="memitem:acf71758cad703eb3e151e4c9df184866 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acf71758cad703eb3e151e4c9df184866"></a>
242
const std::map< std::string, boost::any > & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#acf71758cad703eb3e151e4c9df184866">additionalResults</a> () const </td></tr>
243
<tr class="memdesc:acf71758cad703eb3e151e4c9df184866 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft"> </td><td class="mdescRight">returns all additional result returned by the pricing engine. <br /></td></tr>
244
<tr class="separator:acf71758cad703eb3e151e4c9df184866 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
245
<tr class="memitem:af259149d11ddda95328d6a41be778078 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#af259149d11ddda95328d6a41be778078">setPricingEngine</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > &)</td></tr>
246
<tr class="memdesc:af259149d11ddda95328d6a41be778078 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft"> </td><td class="mdescRight">set the pricing engine to be used. <a href="#af259149d11ddda95328d6a41be778078">More...</a><br /></td></tr>
247
<tr class="separator:af259149d11ddda95328d6a41be778078 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
248
<tr class="inherit_header pub_methods_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
249
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
250
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
251
<tr class="memitem:a467a786be42a2165aa15a26709674547 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a467a786be42a2165aa15a26709674547">recalculate</a> ()</td></tr>
252
<tr class="separator:a467a786be42a2165aa15a26709674547 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
253
<tr class="memitem:abd8698b462ce90fe56b15ce7a0192d3e inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#abd8698b462ce90fe56b15ce7a0192d3e">freeze</a> ()</td></tr>
254
<tr class="separator:abd8698b462ce90fe56b15ce7a0192d3e inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
255
<tr class="memitem:a26c02da24a82bc72024a8e8d48af0fca inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a26c02da24a82bc72024a8e8d48af0fca">unfreeze</a> ()</td></tr>
256
<tr class="separator:a26c02da24a82bc72024a8e8d48af0fca inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
257
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
258
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a840dd96e33a304cbf681d357de7f48d0"></a>
259
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
260
<tr class="separator:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
261
<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
262
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
263
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
264
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
265
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
266
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
267
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
268
<tr class="separator:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
269
<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6810b3645967da11d5f5d4804d37bacc"></a>
270
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
271
<tr class="separator:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
272
<tr class="memitem:aa4b0a1b72f12bebd9f9de9daf8dd02f9 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4b0a1b72f12bebd9f9de9daf8dd02f9"></a>
273
std::pair< std::set< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > >::iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
274
<tr class="separator:aa4b0a1b72f12bebd9f9de9daf8dd02f9 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
275
<tr class="memitem:ab3e455d3b5f44da503e1aa42d3dac33e inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#ab3e455d3b5f44da503e1aa42d3dac33e">registerWithObservables</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
276
<tr class="separator:ab3e455d3b5f44da503e1aa42d3dac33e inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
277
<tr class="memitem:a61253fab60176cbcfce16537442d0b4b inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a61253fab60176cbcfce16537442d0b4b"></a>
278
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
279
<tr class="separator:a61253fab60176cbcfce16537442d0b4b inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
280
<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
281
void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
282
<tr class="separator:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
283
</table><table class="memberdecls">
284
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
285
Additional Inherited Members</h2></td></tr>
286
<tr class="inherit_header pro_methods_class_quant_lib_1_1_swap"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_swap')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_swap.html">Swap</a></td></tr>
287
<tr class="memitem:a428a8c0a5cb2912604b351462b52e228 inherit pro_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap.html#a428a8c0a5cb2912604b351462b52e228">Swap</a> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> legs)</td></tr>
288
<tr class="separator:a428a8c0a5cb2912604b351462b52e228 inherit pro_methods_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
289
<tr class="inherit_header pro_methods_class_quant_lib_1_1_instrument"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_instrument')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td></tr>
290
<tr class="memitem:a10873979f635888606e03f9cb2d8a096 inherit pro_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#a10873979f635888606e03f9cb2d8a096">calculate</a> () const </td></tr>
291
<tr class="separator:a10873979f635888606e03f9cb2d8a096 inherit pro_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
292
<tr class="memitem:a02b90bbfee3ee29627939544fb59ec93 inherit pro_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> () const </td></tr>
293
<tr class="separator:a02b90bbfee3ee29627939544fb59ec93 inherit pro_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
294
<tr class="inherit_header pro_methods_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
295
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_swap"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_swap')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_swap.html">Swap</a></td></tr>
296
<tr class="memitem:a55d313924706a6ea67a5f2ab70c1702a inherit pro_attribs_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a55d313924706a6ea67a5f2ab70c1702a"></a>
297
std::vector< <a class="el" href="namespace_quant_lib.html#a1d16a4a9842369c3a13c094b15f99a4a">Leg</a> > </td><td class="memItemRight" valign="bottom"><b>legs_</b></td></tr>
298
<tr class="separator:a55d313924706a6ea67a5f2ab70c1702a inherit pro_attribs_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
299
<tr class="memitem:aec42fcaa87a0eca7ec78d2cf27ae1f5d inherit pro_attribs_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aec42fcaa87a0eca7ec78d2cf27ae1f5d"></a>
300
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>payer_</b></td></tr>
301
<tr class="separator:aec42fcaa87a0eca7ec78d2cf27ae1f5d inherit pro_attribs_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
302
<tr class="memitem:a63928801d947c68e40d22ccf9e9ab60b inherit pro_attribs_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a63928801d947c68e40d22ccf9e9ab60b"></a>
303
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>legNPV_</b></td></tr>
304
<tr class="separator:a63928801d947c68e40d22ccf9e9ab60b inherit pro_attribs_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
305
<tr class="memitem:aa0c286a9b52ee9b980f6db3422482167 inherit pro_attribs_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa0c286a9b52ee9b980f6db3422482167"></a>
306
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>legBPS_</b></td></tr>
307
<tr class="separator:aa0c286a9b52ee9b980f6db3422482167 inherit pro_attribs_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
308
<tr class="memitem:abb9efb6060f286d21fdaa742a2798599 inherit pro_attribs_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abb9efb6060f286d21fdaa742a2798599"></a>
309
std::vector< <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > </td><td class="memItemRight" valign="bottom"><b>startDiscounts_</b></td></tr>
310
<tr class="separator:abb9efb6060f286d21fdaa742a2798599 inherit pro_attribs_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
311
<tr class="memitem:ae0232c41db9e3051d6d073e3477329b5 inherit pro_attribs_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae0232c41db9e3051d6d073e3477329b5"></a>
312
std::vector< <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > </td><td class="memItemRight" valign="bottom"><b>endDiscounts_</b></td></tr>
313
<tr class="separator:ae0232c41db9e3051d6d073e3477329b5 inherit pro_attribs_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
314
<tr class="memitem:a10f78ef64061fa4fcdc90fed285d8ed4 inherit pro_attribs_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a10f78ef64061fa4fcdc90fed285d8ed4"></a>
315
<a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><b>npvDateDiscount_</b></td></tr>
316
<tr class="separator:a10f78ef64061fa4fcdc90fed285d8ed4 inherit pro_attribs_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
317
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_instrument"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_instrument')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td></tr>
318
<tr class="memitem:aec8a3d48bdab47e807560f973bfa1569 inherit pro_attribs_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aec8a3d48bdab47e807560f973bfa1569"></a>
319
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > </td><td class="memItemRight" valign="bottom"><b>engine_</b></td></tr>
320
<tr class="separator:aec8a3d48bdab47e807560f973bfa1569 inherit pro_attribs_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
321
<tr class="memitem:abb995b099094913d099029f2fd3936b8 inherit pro_attribs_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abb995b099094913d099029f2fd3936b8"></a>
322
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>NPV_</b></td></tr>
323
<tr class="separator:abb995b099094913d099029f2fd3936b8 inherit pro_attribs_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
324
<tr class="memitem:a1e9067e3af34538ab0ff6d744ff712ca inherit pro_attribs_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1e9067e3af34538ab0ff6d744ff712ca"></a>
325
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>errorEstimate_</b></td></tr>
326
<tr class="separator:a1e9067e3af34538ab0ff6d744ff712ca inherit pro_attribs_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
327
<tr class="memitem:a70132e458102c58b30afbb59122fa68b inherit pro_attribs_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a70132e458102c58b30afbb59122fa68b"></a>
328
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>valuationDate_</b></td></tr>
329
<tr class="separator:a70132e458102c58b30afbb59122fa68b inherit pro_attribs_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
330
<tr class="memitem:a943dca9fb2114bd8a5fa4d5802ac6bba inherit pro_attribs_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a943dca9fb2114bd8a5fa4d5802ac6bba"></a>
331
std::map< std::string, boost::any > </td><td class="memItemRight" valign="bottom"><b>additionalResults_</b></td></tr>
332
<tr class="separator:a943dca9fb2114bd8a5fa4d5802ac6bba inherit pro_attribs_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
333
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
334
<tr class="memitem:abcf8c3b096b3eea8688019abe7180471 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abcf8c3b096b3eea8688019abe7180471"></a>
335
bool </td><td class="memItemRight" valign="bottom"><b>calculated_</b></td></tr>
336
<tr class="separator:abcf8c3b096b3eea8688019abe7180471 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
337
<tr class="memitem:a72e3e9b2ee0ed5ab8aa688b9422d8138 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a72e3e9b2ee0ed5ab8aa688b9422d8138"></a>
338
bool </td><td class="memItemRight" valign="bottom"><b>frozen_</b></td></tr>
339
<tr class="separator:a72e3e9b2ee0ed5ab8aa688b9422d8138 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
150
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
341
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
151
342
<div class="textblock"><p>Year-on-year inflation-indexed swap. </p>
152
<p>Quoted as a fixed rate <img class="formulaInl" alt="$ K $" src="form_144.png"/>. At start: </p>
153
<p class="formulaDsp">
154
<img class="formulaDsp" alt="\[ \sum_{i=1}^{M} P_n(0,t_i) N K = \sum_{i=1}^{M} P_n(0,t_i) N \left[ \frac{I(t_i)}{I(t_i-1)} - 1 \right] \]" src="form_158.png"/>
343
<p>Quoted as a fixed rate \( K \). At start: </p><p class="formulaDsp">
344
\[ \sum_{i=1}^{M} P_n(0,t_i) N K = \sum_{i=1}^{M} P_n(0,t_i) N \left[ \frac{I(t_i)}{I(t_i-1)} - 1 \right] \]
156
<p> where <img class="formulaInl" alt="$ t_M $" src="form_159.png"/> is the maturity time, <img class="formulaInl" alt="$ P_n(0,t) $" src="form_146.png"/> is the nominal discount factor at time <img class="formulaInl" alt="$ t $" src="form_147.png"/>, <img class="formulaInl" alt="$ N $" src="form_32.png"/> is the notional, and <img class="formulaInl" alt="$ I(t) $" src="form_148.png"/> is the inflation index value at time <img class="formulaInl" alt="$ t $" src="form_147.png"/>.</p>
157
<dl class="note"><dt><b>Note:</b></dt><dd>These instruments have now been changed to follow typical <a class="el" href="class_quant_lib_1_1_vanilla_swap.html" title="Plain-vanilla swap: fix vs floating leg.">VanillaSwap</a> type design conventions w.r.t. Schedules etc. </dd></dl>
158
</div><hr/><h2>Member Function Documentation</h2>
159
<a class="anchor" id="a769a037255393b166557200edad61038"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::setupArguments" ref="a769a037255393b166557200edad61038" args="(PricingEngine::arguments *args) const " -->
346
<p> where \( t_M \) is the maturity time, \( P_n(0,t) \) is the nominal discount factor at time \( t \), \( N \) is the notional, and \( I(t) \) is the inflation index value at time \( t \).</p>
347
<dl class="section note"><dt>Note</dt><dd>These instruments have now been changed to follow typical <a class="el" href="class_quant_lib_1_1_vanilla_swap.html" title="Plain-vanilla swap: fix vs floating leg. ">VanillaSwap</a> type design conventions w.r.t. Schedules etc. </dd></dl>
348
</div><h2 class="groupheader">Member Function Documentation</h2>
349
<a class="anchor" id="a769a037255393b166557200edad61038"></a>
160
350
<div class="memitem">
161
351
<div class="memproto">
352
<table class="mlabels">
354
<td class="mlabels-left">
162
355
<table class="memname">
164
<td class="memname">void <a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap.html#a769a037255393b166557200edad61038">setupArguments</a> </td>
357
<td class="memname">void setupArguments </td>
166
359
<td class="paramtype">PricingEngine::arguments * </td>
167
360
<td class="paramname"></td><td>)</td>
168
<td> const<code> [virtual]</code></td>
365
<td class="mlabels-right">
366
<span class="mlabels"><span class="mlabel">virtual</span></span> </td>
369
</div><div class="memdoc">
173
370
<p>When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used. </p>
175
372
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_swap.html#aad6958108bfaef12bc4ccd6b3d7a7231">Swap</a>.</p>
179
<a class="anchor" id="aa0a3105ddebcff9f233fb76a8a31fafe"></a><!-- doxytag: member="QuantLib::YearOnYearInflationSwap::fetchResults" ref="aa0a3105ddebcff9f233fb76a8a31fafe" args="(const PricingEngine::results *) const " -->
376
<a class="anchor" id="aa0a3105ddebcff9f233fb76a8a31fafe"></a>
180
377
<div class="memitem">
181
378
<div class="memproto">
379
<table class="mlabels">
381
<td class="mlabels-left">
182
382
<table class="memname">
184
<td class="memname">void <a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap.html#aa0a3105ddebcff9f233fb76a8a31fafe">fetchResults</a> </td>
384
<td class="memname">void fetchResults </td>
186
386
<td class="paramtype">const PricingEngine::results * </td>
187
387
<td class="paramname"><em>r</em></td><td>)</td>
188
<td> const<code> [virtual]</code></td>
392
<td class="mlabels-right">
393
<span class="mlabels"><span class="mlabel">virtual</span></span> </td>
396
</div><div class="memdoc">
193
397
<p>When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used. </p>
195
399
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_swap.html#aa0a3105ddebcff9f233fb76a8a31fafe">Swap</a>.</p>
added
removed
html/class_quant_lib_1_1_year_on_year_inflation_swap.html
