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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_nonstandard_swap.html">NonstandardSwap</a></li>  </ul>
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<p>nonstandard swap  
 <a href="class_quant_lib_1_1_nonstandard_swap.html#details">More...</a></p>

<p><code>#include &lt;ql/instruments/nonstandardswap.hpp&gt;</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 NonstandardSwap:</div>
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<area shape="rect" href="class_quant_lib_1_1_swap.html" title="Interest rate swap." alt="" coords="43,80,97,107"/>
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<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Arguments for nonstandard swap calculation  <a href="class_quant_lib_1_1_nonstandard_swap_1_1arguments.html#details">More...</a><br /></td></tr>
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<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Results from nonstandard swap calculation  <a href="class_quant_lib_1_1_nonstandard_swap_1_1results.html#details">More...</a><br /></td></tr>
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&#160;</td><td class="memItemRight" valign="bottom"><b>NonstandardSwap</b> (const <a class="el" href="class_quant_lib_1_1_vanilla_swap.html">VanillaSwap</a> &amp;fromVanilla)</td></tr>
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&#160;</td><td class="memItemRight" valign="bottom"><b>NonstandardSwap</b> (VanillaSwap::Type type, const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;fixedNominal, const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;floatingNominal, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &amp;fixedSchedule, const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;fixedRate, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &amp;fixedDayCount, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &amp;floatingSchedule, const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> &gt; &amp;iborIndex, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> gearing, <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> &amp;floatingDayCount, bool intermediateCapitalExchange=false, bool finalCapitalExchange=false, boost::optional&lt; <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> &gt; paymentConvention=boost::none)</td></tr>
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&#160;</td><td class="memItemRight" valign="bottom"><b>NonstandardSwap</b> (VanillaSwap::Type type, const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;fixedNominal, const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;floatingNominal, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &amp;fixedSchedule, const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;fixedRate, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &amp;fixedDayCount, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &amp;floatingSchedule, const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> &gt; &amp;iborIndex, const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;gearing, const std::vector&lt; <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> &gt; &amp;spread, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &amp;floatingDayCount, bool intermediateCapitalExchange=false, bool finalCapitalExchange=false, boost::optional&lt; <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> &gt; paymentConvention=boost::none)</td></tr>
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<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
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VanillaSwap::Type&#160;</td><td class="memItemRight" valign="bottom"><b>type</b> () const</td></tr>
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const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>fixedNominal</b> () const</td></tr>
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const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>floatingNominal</b> () const</td></tr>
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const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>fixedSchedule</b> () const</td></tr>
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const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>fixedRate</b> () const</td></tr>
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const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>fixedDayCount</b> () const</td></tr>
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const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>floatingSchedule</b> () const</td></tr>
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const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>iborIndex</b> () const</td></tr>
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<a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a>&#160;</td><td class="memItemRight" valign="bottom"><b>spread</b> () const</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><b>gearing</b> () const</td></tr>
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const std::vector&lt; <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>spreads</b> () const</td></tr>
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const std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>gearings</b> () const</td></tr>
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const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>floatingDayCount</b> () const</td></tr>
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<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a>&#160;</td><td class="memItemRight" valign="bottom"><b>paymentConvention</b> () const</td></tr>
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const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>fixedLeg</b> () const</td></tr>
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const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>floatingLeg</b> () 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="-"/>&#160;Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_swap.html">Swap</a></td></tr>
<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a>&#160;</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>&#160;</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>&#160;</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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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</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>&#160;</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>&#160;</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>&#160;</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#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &amp;&#160;</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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bool&#160;</td><td class="memItemRight" valign="bottom"><b>payer</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> j) const</td></tr>
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bool&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap.html#a72b04552f657bbfa9384c3c6139a7725">isExpired</a> () const</td></tr>
<tr class="memdesc:a72b04552f657bbfa9384c3c6139a7725 inherit pub_methods_class_quant_lib_1_1_swap"><td class="mdescLeft">&#160;</td><td class="mdescRight">returns whether the instrument might have value greater than zero. <br /></td></tr>
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<tr class="memitem:aedcb8928d5516b30b46f0234d20c9539 inherit pub_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap.html#aedcb8928d5516b30b46f0234d20c9539">setupArguments</a> (PricingEngine::arguments *) const</td></tr>
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<tr class="memitem:a7992b88ae5ce8f95759515943d0311da inherit pub_methods_class_quant_lib_1_1_swap"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap.html#a7992b88ae5ce8f95759515943d0311da">fetchResults</a> (const PricingEngine::results *) 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">&#160;</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#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &amp;firstLeg, const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &amp;secondLeg)</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="-"/>&#160;Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td></tr>
<tr class="memitem:a4f791921f063f3ea19bd6efa9ceb4892 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a id="a4f791921f063f3ea19bd6efa9ceb4892"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#a4f791921f063f3ea19bd6efa9ceb4892">NPV</a> () const</td></tr>
<tr class="memdesc:a4f791921f063f3ea19bd6efa9ceb4892 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft">&#160;</td><td class="mdescRight">returns the net present value of the instrument. <br /></td></tr>
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<tr class="memitem:a7f7b2ee66cf1eca0aecb6f1e65549798 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a id="a7f7b2ee66cf1eca0aecb6f1e65549798"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#a7f7b2ee66cf1eca0aecb6f1e65549798">errorEstimate</a> () const</td></tr>
<tr class="memdesc:a7f7b2ee66cf1eca0aecb6f1e65549798 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft">&#160;</td><td class="mdescRight">returns the error estimate on the NPV when available. <br /></td></tr>
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const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#adc5022826bcf557dcfd50578fc6f2cfb">valuationDate</a> () const</td></tr>
<tr class="memdesc:adc5022826bcf557dcfd50578fc6f2cfb inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft">&#160;</td><td class="mdescRight">returns the date the net present value refers to. <br /></td></tr>
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template&lt;typename T &gt; </td></tr>
<tr class="memitem:a2fe6eb89d1300cf2da682cfb38736d12 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memTemplItemLeft" align="right" valign="top">T&#160;</td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#a2fe6eb89d1300cf2da682cfb38736d12">result</a> (const std::string &amp;tag) const</td></tr>
<tr class="memdesc:a2fe6eb89d1300cf2da682cfb38736d12 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft">&#160;</td><td class="mdescRight">returns any additional result returned by the pricing engine. <br /></td></tr>
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const std::map&lt; std::string, boost::any &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#ac736d55ac6d6815ec57e44f406546ac0">additionalResults</a> () const</td></tr>
<tr class="memdesc:ac736d55ac6d6815ec57e44f406546ac0 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft">&#160;</td><td class="mdescRight">returns all additional result returned by the pricing engine. <br /></td></tr>
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<tr class="memitem:ae58e4c75062c7f3f4dedbd744f9a379f inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#ae58e4c75062c7f3f4dedbd744f9a379f">setPricingEngine</a> (const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> &gt; &amp;)</td></tr>
<tr class="memdesc:ae58e4c75062c7f3f4dedbd744f9a379f inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft">&#160;</td><td class="mdescRight">set the pricing engine to be used.  <a href="class_quant_lib_1_1_instrument.html#ae58e4c75062c7f3f4dedbd744f9a379f">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="-"/>&#160;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&#160;</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&#160;</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&#160;</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&#160;</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="memitem:a2ee394ca135f85485023ce3dc037149c inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a2ee394ca135f85485023ce3dc037149c">alwaysForwardNotifications</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="-"/>&#160;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 id="a840dd96e33a304cbf681d357de7f48d0"></a>
&#160;</td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &amp;)</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> &amp;&#160;</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> &amp;)</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&#160;</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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&#160;</td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &amp;)</td></tr>
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<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &amp;)</td></tr>
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std::pair&lt; iterator, bool &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &gt; &amp;)</td></tr>
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<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &gt; &amp;)</td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>&#160;</td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &gt; &amp;)</td></tr>
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void&#160;</td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Results</h2></td></tr>
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Additional Inherited Members</h2></td></tr>
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<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="-"/>&#160;Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_swap.html">Swap</a></td></tr>
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<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="-"/>&#160;Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></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="-"/>&#160;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="-"/>&#160;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 id="a55d313924706a6ea67a5f2ab70c1702a"></a>
std::vector&lt; <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>legs_</b></td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>payer_</b></td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>legBPS_</b></td></tr>
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std::vector&lt; <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>startDiscounts_</b></td></tr>
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<a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a>&#160;</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="-"/>&#160;Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td></tr>
<tr class="memitem:abb995b099094913d099029f2fd3936b8 inherit pro_attribs_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a id="abb995b099094913d099029f2fd3936b8"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</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 id="a1e9067e3af34538ab0ff6d744ff712ca"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</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 id="a70132e458102c58b30afbb59122fa68b"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a>&#160;</td><td class="memItemRight" valign="bottom"><b>valuationDate_</b></td></tr>
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std::map&lt; std::string, boost::any &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>additionalResults_</b></td></tr>
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ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>engine_</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="-"/>&#160;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 id="abcf8c3b096b3eea8688019abe7180471"></a>
bool&#160;</td><td class="memItemRight" valign="bottom"><b>calculated_</b></td></tr>
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bool&#160;</td><td class="memItemRight" valign="bottom"><b>frozen_</b></td></tr>
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bool&#160;</td><td class="memItemRight" valign="bottom"><b>alwaysForward_</b></td></tr>
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</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>nonstandard swap </p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_gaussian1d_models_8cpp-example.html#_a19">Gaussian1dModels.cpp</a>.</dd>
</dl>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="a0dec08e500676a2cd103657f21acb464"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a0dec08e500676a2cd103657f21acb464">&#9670;&nbsp;</a></span>setupArguments()</h2>

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          <td class="memname">void setupArguments </td>
          <td>(</td>
          <td class="paramtype">PricingEngine::arguments *&#160;</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_instrument.html#aedcb8928d5516b30b46f0234d20c9539">Instrument</a>.</p>

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<h2 class="memtitle"><span class="permalink"><a href="#a7992b88ae5ce8f95759515943d0311da">&#9670;&nbsp;</a></span>fetchResults()</h2>

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          <td class="memname">void fetchResults </td>
          <td>(</td>
          <td class="paramtype">const PricingEngine::results *&#160;</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_instrument.html#a7992b88ae5ce8f95759515943d0311da">Instrument</a>.</p>

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