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<li class="navelem"><a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html">ZeroCouponInflationSwap</a> </li>
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<!-- doxytag: class="QuantLib::ZeroCouponInflationSwap" --><!-- doxytag: inherits="QuantLib::Swap" -->
<p>Zero-coupon inflation-indexed swap.
<a href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#details">More...</a></p>
<p><code>#include <ql/instruments/zerocouponinflationswap.hpp></code></p>
<div class="dynheader">
Inheritance diagram for ZeroCouponInflationSwap:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_zero_coupon_inflation_swap__inherit__graph.png" border="0" usemap="#_zero_coupon_inflation_swap_inherit__map" alt="Inheritance graph"/></div>
<map name="_zero_coupon_inflation_swap_inherit__map" id="_zero_coupon_inflation_swap_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_swap.html" title="Interest rate swap." alt="" coords="63,6,116,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_zero_coupon_inflation_swap-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><b>Type</b> { <b>Receiver</b> = -1,
<b>Payer</b> = 1
}</td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab120c5688843494e4628751cdfcd3224"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::ZeroCouponInflationSwap" ref="ab120c5688843494e4628751cdfcd3224" args="(Type type, Real nominal, const Date &startDate, const Date &maturity, const Calendar &fixCalendar, BusinessDayConvention fixConvention, const DayCounter &dayCounter, Rate fixedRate, const boost::shared_ptr< ZeroInflationIndex > &infIndex, const Period &observationLag, bool adjustInfObsDates=false, Calendar infCalendar=Calendar(), BusinessDayConvention infConvention=BusinessDayConvention())" -->
 </td><td class="memItemRight" valign="bottom"><b>ZeroCouponInflationSwap</b> (Type <a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#afbd0fa31db28593e9669c3c56711c0a7">type</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nominal, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &startDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &maturity, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &fixCalendar, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> fixConvention, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#a21ca699ff10159146df2e2673c1cc118">fixedRate</a>, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html">ZeroInflationIndex</a> > &infIndex, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &observationLag, bool adjustInfObsDates=false, <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> infCalendar=<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>(), <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> infConvention=<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a>())</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afbd0fa31db28593e9669c3c56711c0a7"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::type" ref="afbd0fa31db28593e9669c3c56711c0a7" args="() const " -->
Type </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#afbd0fa31db28593e9669c3c56711c0a7">type</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">"payer" or "receiver" refer to the inflation-indexed leg <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0c27f57255d093f0a9c42fb53e991e7d"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::nominal" ref="a0c27f57255d093f0a9c42fb53e991e7d" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>nominal</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3ab172f9ecc49c3e4606945f0704dcdb"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::startDate" ref="a3ab172f9ecc49c3e4606945f0704dcdb" args="() const " -->
<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>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a716a3c2e199a948105b3be48b6c338aa"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::maturityDate" ref="a716a3c2e199a948105b3be48b6c338aa" args="() const " -->
<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>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab9e413e66044d8ab7b8f80ebd8f471bb"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::fixedCalendar" ref="ab9e413e66044d8ab7b8f80ebd8f471bb" args="() const " -->
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>fixedCalendar</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac7cdb251791e6e4d12853badaa58da45"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::fixedConvention" ref="ac7cdb251791e6e4d12853badaa58da45" args="() const " -->
<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>fixedConvention</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac147d63df367bbe5282b76b1f98cb9be"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::dayCounter" ref="ac147d63df367bbe5282b76b1f98cb9be" args="() const " -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><b>dayCounter</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a21ca699ff10159146df2e2673c1cc118"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::fixedRate" ref="a21ca699ff10159146df2e2673c1cc118" args="() const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#a21ca699ff10159146df2e2673c1cc118">fixedRate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><img class="formulaInl" alt="$ K $" src="form_144.png"/> in the above formula. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0d277706e1bfc70cd7b7064b27ef52bf"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::inflationIndex" ref="a0d277706e1bfc70cd7b7064b27ef52bf" args="() const " -->
boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html">ZeroInflationIndex</a> > </td><td class="memItemRight" valign="bottom"><b>inflationIndex</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a44d0249f5e6de07f14d8b0255d499a38"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::observationLag" ref="a44d0249f5e6de07f14d8b0255d499a38" args="() const " -->
<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>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acf834e1786b9a5f63a47733083710085"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::adjustObservationDates" ref="acf834e1786b9a5f63a47733083710085" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>adjustObservationDates</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac7dc73ea9157eab0abcf59d3e1eedef0"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::inflationCalendar" ref="ac7dc73ea9157eab0abcf59d3e1eedef0" args="() const " -->
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>inflationCalendar</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1ec9f557d6611208720dd1e39b7c750f"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::inflationConvention" ref="a1ec9f557d6611208720dd1e39b7c750f" args="() const " -->
<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>inflationConvention</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a720acf11b744a6529b383940d01117a6"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::fixedLeg" ref="a720acf11b744a6529b383940d01117a6" args="() const " -->
const Leg & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#a720acf11b744a6529b383940d01117a6">fixedLeg</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">just one cashflow (that is not a coupon) in each leg <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab0f29d5c3f917ed7a34615719dcd24c8"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::inflationLeg" ref="ab0f29d5c3f917ed7a34615719dcd24c8" args="() const " -->
const Leg & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#ab0f29d5c3f917ed7a34615719dcd24c8">inflationLeg</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">just one cashflow (that is not a coupon) in each leg <br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Instrument interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#aad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> (PricingEngine::arguments *) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#a0f63e39daa12d877d8156360b8f920af">fetchResults</a> (const PricingEngine::results *r) const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Results</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a36e1152928660bd46ffdcdfde8a70e6d"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::fixedLegNPV" ref="a36e1152928660bd46ffdcdfde8a70e6d" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>fixedLegNPV</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac075884f1de71118f4d84b558bf35d30"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::inflationLegNPV" ref="ac075884f1de71118f4d84b558bf35d30" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>inflationLegNPV</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a66129d40442a389121feb6e330d54f79"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::fairRate" ref="a66129d40442a389121feb6e330d54f79" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>fairRate</b> () const </td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae96b07c06ceff094f476fd92cbe89e10"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::type_" ref="ae96b07c06ceff094f476fd92cbe89e10" args="" -->
Type </td><td class="memItemRight" valign="bottom"><b>type_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0313ad2f0ebbcc7085afb5650bd11b76"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::nominal_" ref="a0313ad2f0ebbcc7085afb5650bd11b76" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>nominal_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac56f0c18a8f1a3337b9f9456958e4611"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::startDate_" ref="ac56f0c18a8f1a3337b9f9456958e4611" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>startDate_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adca7c976b55e7bb2a6bf5ed335081100"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::maturityDate_" ref="adca7c976b55e7bb2a6bf5ed335081100" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maturityDate_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aced3d60693ec245a0cbb5b015305e713"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::fixCalendar_" ref="aced3d60693ec245a0cbb5b015305e713" args="" -->
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>fixCalendar_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae64fc220cc652e42f759b4e5f724e2d9"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::fixConvention_" ref="ae64fc220cc652e42f759b4e5f724e2d9" args="" -->
<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>fixConvention_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a35f1722ae3128f5c12e6df0709b7d09d"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::fixedRate_" ref="a35f1722ae3128f5c12e6df0709b7d09d" args="" -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>fixedRate_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afc096e8dd5c75a8cd2603432b3a41a71"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::infIndex_" ref="afc096e8dd5c75a8cd2603432b3a41a71" args="" -->
boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html">ZeroInflationIndex</a> > </td><td class="memItemRight" valign="bottom"><b>infIndex_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2f0b22e1c17db6dd8f558f4dfc8dfff6"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::observationLag_" ref="a2f0b22e1c17db6dd8f558f4dfc8dfff6" args="" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>observationLag_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a61c4b2589b479a0b24bebe57f0bce3ba"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::adjustInfObsDates_" ref="a61c4b2589b479a0b24bebe57f0bce3ba" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>adjustInfObsDates_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aad64d95956e2b7931f429fa09e7068bc"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::infCalendar_" ref="aad64d95956e2b7931f429fa09e7068bc" args="" -->
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>infCalendar_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a130a001cc90fd45f3c262371c67038cf"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::infConvention_" ref="a130a001cc90fd45f3c262371c67038cf" args="" -->
<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>infConvention_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a76c6c2d60ef1370e20bdf40a0e0ca642"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::dayCounter_" ref="a76c6c2d60ef1370e20bdf40a0e0ca642" args="" -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><b>dayCounter_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3da982a1d3d4255d4c6c1a00135cab37"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::baseDate_" ref="a3da982a1d3d4255d4c6c1a00135cab37" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>baseDate_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3b8741b7022c05b0b82ce72046c10222"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::obsDate_" ref="a3b8741b7022c05b0b82ce72046c10222" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>obsDate_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Zero-coupon inflation-indexed swap. </p>
<p>Quoted as a fixed rate <img class="formulaInl" alt="$ K $" src="form_144.png"/>. At start: </p>
<p class="formulaDsp">
<img class="formulaDsp" alt="\[ P_n(0,T) N [(1+K)^{T}-1] = P_n(0,T) N \left[ \frac{I(T)}{I(0)} -1 \right] \]" src="form_160.png"/>
</p>
<p> where <img class="formulaInl" alt="$ T $" src="form_45.png"/> is the maturity time, <img class="formulaInl" alt="$ 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>
<p>This inherits from swap and has two very simple legs: a fixed leg, from the quote (K); and an indexed leg. At maturity the two single cashflows are swapped. These are the notional versus the inflation-indexed notional Because the coupons are zero there are no accruals (and no coupons).</p>
<p>Inflation is generally available on every day, including holidays and weekends. Hence there is a variable to state whether the observe/fix dates for inflation are adjusted or not. The default is not to adjust.</p>
<p>A zero inflation swap is a simple enough instrument that the standard discounting pricing engine that works for a vanilla swap also works.</p>
<dl class="note"><dt><b>Note:</b></dt><dd>we do not need Schedules on the legs because they use one or two dates only per leg. </dd></dl>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="aad6958108bfaef12bc4ccd6b3d7a7231"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::setupArguments" ref="aad6958108bfaef12bc4ccd6b3d7a7231" args="(PricingEngine::arguments *) const " -->
<div class="memitem">
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#aad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> </td>
<td>(</td>
<td class="paramtype">PricingEngine::arguments * </td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<div class="memdoc">
<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>
</div>
</div>
<a class="anchor" id="a0f63e39daa12d877d8156360b8f920af"></a><!-- doxytag: member="QuantLib::ZeroCouponInflationSwap::fetchResults" ref="a0f63e39daa12d877d8156360b8f920af" args="(const PricingEngine::results *r) const " -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#a0f63e39daa12d877d8156360b8f920af">fetchResults</a> </td>
<td>(</td>
<td class="paramtype">const PricingEngine::results * </td>
<td class="paramname"><em>r</em></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<div class="memdoc">
<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>
</div>
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