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<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>
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<div class="title">YearOnYearInflationSwap Class Reference</div> </div>
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<p>Year-on-year inflation-indexed swap.
<a href="class_quant_lib_1_1_year_on_year_inflation_swap.html#details">More...</a></p>
<p><code>#include <ql/instruments/yearonyearinflationswap.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for YearOnYearInflationSwap:</div>
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<map name="_year_on_year_inflation_swap_inherit__map" id="_year_on_year_inflation_swap_inherit__map">
<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>
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Classes</h2></td></tr>
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<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>
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<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>
<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>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-types"></a>
Public Types</h2></td></tr>
<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,
<b>Payer</b> = 1
}</td></tr>
<tr class="separator:a1d1cfd8ffb84e947f82999c682b666a7"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a9b25dcf956df2e98485945f1667d21a8"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9b25dcf956df2e98485945f1667d21a8"></a>
 </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>
<tr class="separator:a9b25dcf956df2e98485945f1667d21a8"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acae4e2138e8dbe8c12a605ea79086d5a"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acae4e2138e8dbe8c12a605ea79086d5a"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>fixedLegNPV</b> () const </td></tr>
<tr class="separator:acae4e2138e8dbe8c12a605ea79086d5a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5d5b9c2299952391c66f5b080295e747"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5d5b9c2299952391c66f5b080295e747"></a>
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>fairRate</b> () const </td></tr>
<tr class="separator:a5d5b9c2299952391c66f5b080295e747"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa16d7fc11560d22af5ac2e91a42874bc"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa16d7fc11560d22af5ac2e91a42874bc"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>yoyLegNPV</b> () const </td></tr>
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virtual <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> </td><td class="memItemRight" valign="bottom"><b>fairSpread</b> () const </td></tr>
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virtual Type </td><td class="memItemRight" valign="bottom"><b>type</b> () const </td></tr>
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<tr class="memitem:a0c27f57255d093f0a9c42fb53e991e7d"><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0c27f57255d093f0a9c42fb53e991e7d"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>nominal</b> () const </td></tr>
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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>
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virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>fixedRate</b> () const </td></tr>
<tr class="separator:a21ca699ff10159146df2e2673c1cc118"><td class="memSeparator" colspan="2"> </td></tr>
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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>
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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>
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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>
<tr class="separator:a0e648f3db8b742d5fb33210b8b97e307"><td class="memSeparator" colspan="2"> </td></tr>
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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>
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virtual <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> </td><td class="memItemRight" valign="bottom"><b>spread</b> () const </td></tr>
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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>
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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>
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virtual <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>paymentConvention</b> () const </td></tr>
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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>
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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>
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<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>
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<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>
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<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>
<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>
<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>
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<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>
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<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>
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<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>
<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>
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<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>
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<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>
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<a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><b>npvDateDiscount</b> () const </td></tr>
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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>
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<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>
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<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>
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<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>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap.html#a274c03751addc5c2ea63cc23d14a0bfe">isExpired</a> () const </td></tr>
<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>
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<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>
<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>
<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>
<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>
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<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>
<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>
<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>
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<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>
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>
<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>
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<tr class="memitem:acc310c2b59d80ac4acea89ab6209ed6d inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memTemplParams" colspan="2"><a class="anchor" id="acc310c2b59d80ac4acea89ab6209ed6d"></a>
template<typename T > </td></tr>
<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>
<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>
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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>
<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>
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<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>
<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>
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<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>
<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>
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<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>
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<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>
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<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>
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<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>
<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>
 </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>
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<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>
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<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>
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<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>
<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>
 </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>
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<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>
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<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>
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>
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<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>
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<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>
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void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<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>
<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>
<tr class="separator:a428a8c0a5cb2912604b351462b52e228 inherit pro_methods_class_quant_lib_1_1_swap"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<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>
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<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>
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<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>
<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>
<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>
std::vector< <a class="el" href="namespace_quant_lib.html#a1d16a4a9842369c3a13c094b15f99a4a">Leg</a> > </td><td class="memItemRight" valign="bottom"><b>legs_</b></td></tr>
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<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>
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>payer_</b></td></tr>
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<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>
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>legNPV_</b></td></tr>
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<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>
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>legBPS_</b></td></tr>
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<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>
std::vector< <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > </td><td class="memItemRight" valign="bottom"><b>startDiscounts_</b></td></tr>
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std::vector< <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > </td><td class="memItemRight" valign="bottom"><b>endDiscounts_</b></td></tr>
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<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>
<a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><b>npvDateDiscount_</b></td></tr>
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<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>
<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>
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>
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<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>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>NPV_</b></td></tr>
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<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>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>errorEstimate_</b></td></tr>
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<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>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>valuationDate_</b></td></tr>
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std::map< std::string, boost::any > </td><td class="memItemRight" valign="bottom"><b>additionalResults_</b></td></tr>
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<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>
<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>
bool </td><td class="memItemRight" valign="bottom"><b>calculated_</b></td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>frozen_</b></td></tr>
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</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Year-on-year inflation-indexed swap. </p>
<p>Quoted as a fixed rate \( K \). At start: </p><p class="formulaDsp">
\[ \sum_{i=1}^{M} P_n(0,t_i) N K = \sum_{i=1}^{M} P_n(0,t_i) N \left[ \frac{I(t_i)}{I(t_i-1)} - 1 \right] \]
</p>
<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>
<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>
</div><h2 class="groupheader">Member Function Documentation</h2>
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<td class="memname">void setupArguments </td>
<td>(</td>
<td class="paramtype">PricingEngine::arguments * </td>
<td class="paramname"></td><td>)</td>
<td> const</td>
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<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>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_swap.html#aad6958108bfaef12bc4ccd6b3d7a7231">Swap</a>.</p>
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<td class="memname">void fetchResults </td>
<td>(</td>
<td class="paramtype">const PricingEngine::results * </td>
<td class="paramname"><em>r</em></td><td>)</td>
<td> const</td>
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<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>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_swap.html#aa0a3105ddebcff9f233fb76a8a31fafe">Swap</a>.</p>
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