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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_asset_swap.html">AssetSwap</a></div>
<h1>AssetSwap Class Reference<br>
<small>
[<a class="el" href="group__instruments.html">Financial instruments</a>]</small>
</h1><!-- doxytag: class="QuantLib::AssetSwap" --><!-- doxytag: inherits="QuantLib::Swap" --><code>#include <ql/Instruments/assetswap.hpp></code>
<p>
Inheritance diagram for AssetSwap:<p><center><img src="class_quant_lib_1_1_asset_swap__inherit__graph.png" border="0" usemap="#_asset_swap__inherit__map" alt="Inheritance graph"></center>
<map name="_asset_swap__inherit__map">
<area href="class_quant_lib_1_1_swap.html" shape="rect" coords="83,231,141,255" alt="">
<area href="class_quant_lib_1_1_instrument.html" shape="rect" coords="64,156,160,180" alt="">
<area href="class_quant_lib_1_1_lazy_object.html" shape="rect" coords="64,81,160,105" alt="">
<area href="class_quant_lib_1_1_observable.html" shape="rect" coords="5,7,104,31" alt="">
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</map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_asset_swap-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Asset swap.
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8fcaf34262697bf3712ac3573a28f7a"></a><!-- doxytag: member="QuantLib::AssetSwap::AssetSwap" ref="f8fcaf34262697bf3712ac3573a28f7a" args="(bool payFixedRate, const boost::shared_ptr< Bond > &bond, Real bondCleanPrice, const Schedule &floatSchedule, const boost::shared_ptr< Xibor > &index, Spread spread, const DayCounter &floatingDayCount, const Handle< YieldTermStructure > &termStructure)" -->
</td><td class="memItemRight" valign="bottom"><b>AssetSwap</b> (bool payFixedRate, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> > &bond, Real bondCleanPrice, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &floatSchedule, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_xibor.html">Xibor</a> > &index, Spread spread, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &floatingDayCount, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &termStructure)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="540021030088610c9e0b0bf50f240f58"></a><!-- doxytag: member="QuantLib::AssetSwap::fairSpread" ref="540021030088610c9e0b0bf50f240f58" args="() const" -->
Spread </td><td class="memItemRight" valign="bottom"><b>fairSpread</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="57487a30f418c9db5374e7c48419a0ae"></a><!-- doxytag: member="QuantLib::AssetSwap::floatingLegBPS" ref="57487a30f418c9db5374e7c48419a0ae" args="() const" -->
Real </td><td class="memItemRight" valign="bottom"><b>floatingLegBPS</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5266f847818ee9da40899ba292bf180f"></a><!-- doxytag: member="QuantLib::AssetSwap::fairPrice" ref="5266f847818ee9da40899ba292bf180f" args="() const" -->
Real </td><td class="memItemRight" valign="bottom"><b>fairPrice</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f2b1ac06508be31b34a28d76091c0e3f"></a><!-- doxytag: member="QuantLib::AssetSwap::spread" ref="f2b1ac06508be31b34a28d76091c0e3f" args="() const" -->
Spread </td><td class="memItemRight" valign="bottom"><b>spread</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8eee3d3767fab185a6f78d6b406618f5"></a><!-- doxytag: member="QuantLib::AssetSwap::nominal" ref="8eee3d3767fab185a6f78d6b406618f5" args="() const" -->
Real </td><td class="memItemRight" valign="bottom"><b>nominal</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79c7fb54f18bebae46cd99ad6e4d4ef3"></a><!-- doxytag: member="QuantLib::AssetSwap::payFixedRate" ref="79c7fb54f18bebae46cd99ad6e4d4ef3" args="() const" -->
bool </td><td class="memItemRight" valign="bottom"><b>payFixedRate</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8ab3a253c4fcf94a3e27bc2657c0f2dc"></a><!-- doxytag: member="QuantLib::AssetSwap::bondLeg" ref="8ab3a253c4fcf94a3e27bc2657c0f2dc" args="() const" -->
const std::vector< boost::shared_ptr<<br>
<a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a> > > & </td><td class="memItemRight" valign="bottom"><b>bondLeg</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d69c45a28ecb82a1dcebcb89937f8075"></a><!-- doxytag: member="QuantLib::AssetSwap::floatingLeg" ref="d69c45a28ecb82a1dcebcb89937f8075" args="() const" -->
const std::vector< boost::shared_ptr<<br>
<a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a> > > & </td><td class="memItemRight" valign="bottom"><b>floatingLeg</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_asset_swap.html#732a0161d1037a99ff006d5de5c6e0db">setupArguments</a> (<a class="el" href="class_quant_lib_1_1_arguments.html">Arguments</a> *args) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_asset_swap.html#c09d03fe142ca309b1927896da95754c">fetchResults</a> (const <a class="el" href="class_quant_lib_1_1_results.html">Results</a> *) const</td></tr>
<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_asset_swap_1_1arguments.html">arguments</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Arguments for asset swap calculation <a href="class_quant_lib_1_1_asset_swap_1_1arguments.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_asset_swap_1_1results.html">results</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Results from simple swap calculation <a href="class_quant_lib_1_1_asset_swap_1_1results.html#_details">More...</a><br></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="732a0161d1037a99ff006d5de5c6e0db"></a><!-- doxytag: member="QuantLib::AssetSwap::setupArguments" ref="732a0161d1037a99ff006d5de5c6e0db" args="(Arguments *args) const" -->
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<td class="memname">void setupArguments </td>
<td>(</td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_arguments.html">Arguments</a> * </td>
<td class="paramname"> <em>args</em> </td>
<td> ) </td>
<td width="100%"> const<code> [virtual]</code></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>
Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#5343dd1b4e84eb46141f7e3fdd87eb15">Instrument</a>.
</div>
</div><p>
<a class="anchor" name="c09d03fe142ca309b1927896da95754c"></a><!-- doxytag: member="QuantLib::AssetSwap::fetchResults" ref="c09d03fe142ca309b1927896da95754c" args="(const Results *) const" -->
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<td class="memname">void fetchResults </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_results.html">Results</a> * </td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [virtual]</code></td>
</tr>
</table>
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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>
Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#c09d03fe142ca309b1927896da95754c">Instrument</a>.
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