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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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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_swap.html">Swap</a></li> </ul>
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<div class="title">Swap Class Reference<div class="ingroups"><a class="el" href="group__instruments.html">Financial instruments</a></div></div> </div>
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<p>Interest rate swap.
<a href="class_quant_lib_1_1_swap.html#details">More...</a></p>
<p><code>#include <ql/instruments/swap.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 Swap:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Observable interface</div></td></tr>
<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
<tr class="separator:a3d53f9669c128dadc74a5d044a7c8e68"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Additional interface</div></td></tr>
<tr class="memitem:a5198685f035540b00da90cac03455300"><td class="memItemLeft" align="right" valign="top"><a id="a5198685f035540b00da90cac03455300"></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>
<tr class="separator:a5198685f035540b00da90cac03455300"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aac5552a21a8f6cef232e50d4834dd6e7"><td class="memItemLeft" align="right" valign="top"><a id="aac5552a21a8f6cef232e50d4834dd6e7"></a>
<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 class="separator:aac5552a21a8f6cef232e50d4834dd6e7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4257b5dc145e4c331d404d6c31ee714c"><td class="memItemLeft" align="right" valign="top"><a id="a4257b5dc145e4c331d404d6c31ee714c"></a>
<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>
<tr class="separator:a4257b5dc145e4c331d404d6c31ee714c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abc601174e6ff804f8de558f28b54c1b8"><td class="memItemLeft" align="right" valign="top"><a id="abc601174e6ff804f8de558f28b54c1b8"></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>
<tr class="separator:abc601174e6ff804f8de558f28b54c1b8"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acaf3abb954a4e4e1ed3ef3cd239ca2a4"><td class="memItemLeft" align="right" valign="top"><a id="acaf3abb954a4e4e1ed3ef3cd239ca2a4"></a>
<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>
<tr class="separator:acaf3abb954a4e4e1ed3ef3cd239ca2a4"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0f0a0bc9fdf4057997c92f7b211967ac"><td class="memItemLeft" align="right" valign="top"><a id="a0f0a0bc9fdf4057997c92f7b211967ac"></a>
<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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<tr class="memitem:a8df4c4e7258ed82888600d771b3fae9d"><td class="memItemLeft" align="right" valign="top"><a id="a8df4c4e7258ed82888600d771b3fae9d"></a>
<a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><b>npvDateDiscount</b> () const</td></tr>
<tr class="separator:a8df4c4e7258ed82888600d771b3fae9d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a79250dfb53ac3b059550f9a6b0bfd2a0"><td class="memItemLeft" align="right" valign="top"><a id="a79250dfb53ac3b059550f9a6b0bfd2a0"></a>
const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">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:aee5e86b5c4dbf1a0c97fe5af21026820"><td class="memItemLeft" align="right" valign="top"><a id="aee5e86b5c4dbf1a0c97fe5af21026820"></a>
bool </td><td class="memItemRight" valign="bottom"><b>payer</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> j) const</td></tr>
<tr class="separator:aee5e86b5c4dbf1a0c97fe5af21026820"><td class="memSeparator" colspan="2"> </td></tr>
<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: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> </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"> </td><td class="mdescRight">returns the net present value of the instrument. <br /></td></tr>
<tr class="separator:a4f791921f063f3ea19bd6efa9ceb4892 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
<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> </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"> </td><td class="mdescRight">returns the error estimate on the NPV when available. <br /></td></tr>
<tr class="separator:a7f7b2ee66cf1eca0aecb6f1e65549798 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adc5022826bcf557dcfd50578fc6f2cfb inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a id="adc5022826bcf557dcfd50578fc6f2cfb"></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#adc5022826bcf557dcfd50578fc6f2cfb">valuationDate</a> () const</td></tr>
<tr class="memdesc:adc5022826bcf557dcfd50578fc6f2cfb 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>
<tr class="separator:adc5022826bcf557dcfd50578fc6f2cfb inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2fe6eb89d1300cf2da682cfb38736d12 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memTemplParams" colspan="2"><a id="a2fe6eb89d1300cf2da682cfb38736d12"></a>
template<typename T > </td></tr>
<tr class="memitem:a2fe6eb89d1300cf2da682cfb38736d12 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#a2fe6eb89d1300cf2da682cfb38736d12">result</a> (const std::string &tag) const</td></tr>
<tr class="memdesc:a2fe6eb89d1300cf2da682cfb38736d12 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>
<tr class="separator:a2fe6eb89d1300cf2da682cfb38736d12 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac736d55ac6d6815ec57e44f406546ac0 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a id="ac736d55ac6d6815ec57e44f406546ac0"></a>
const std::map< std::string, boost::any > & </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"> </td><td class="mdescRight">returns all additional result returned by the pricing engine. <br /></td></tr>
<tr class="separator:ac736d55ac6d6815ec57e44f406546ac0 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae58e4c75062c7f3f4dedbd744f9a379f 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#ae58e4c75062c7f3f4dedbd744f9a379f">setPricingEngine</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > &)</td></tr>
<tr class="memdesc:ae58e4c75062c7f3f4dedbd744f9a379f 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="class_quant_lib_1_1_instrument.html#ae58e4c75062c7f3f4dedbd744f9a379f">More...</a><br /></td></tr>
<tr class="separator:ae58e4c75062c7f3f4dedbd744f9a379f inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a467a786be42a2165aa15a26709674547 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:abd8698b462ce90fe56b15ce7a0192d3e inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a26c02da24a82bc72024a8e8d48af0fca inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2ee394ca135f85485023ce3dc037149c 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#a2ee394ca135f85485023ce3dc037149c">alwaysForwardNotifications</a> ()</td></tr>
<tr class="separator:a2ee394ca135f85485023ce3dc037149c inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<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 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>
<tr class="separator:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<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 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>
<tr class="separator:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<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>
<tr class="separator:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 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#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
<tr class="separator:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a4ce7359ad0f73a54dba555be24855804"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
<tr class="separator:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Constructors</h2></td></tr>
<tr class="memitem:aa7e28d70b1366663707f7554205b887b"><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#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &firstLeg, const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &secondLeg)</td></tr>
<tr class="separator:aa7e28d70b1366663707f7554205b887b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a84d17705f422bce5e74d0a4ca0f6df34"><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#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> > &legs, const std::vector< bool > &payer)</td></tr>
<tr class="separator:a84d17705f422bce5e74d0a4ca0f6df34"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a428a8c0a5cb2912604b351462b52e228"><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"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Instrument interface</h2></td></tr>
<tr class="memitem:a55d313924706a6ea67a5f2ab70c1702a"><td class="memItemLeft" align="right" valign="top"><a id="a55d313924706a6ea67a5f2ab70c1702a"></a>
std::vector< <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> > </td><td class="memItemRight" valign="bottom"><b>legs_</b></td></tr>
<tr class="separator:a55d313924706a6ea67a5f2ab70c1702a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aec42fcaa87a0eca7ec78d2cf27ae1f5d"><td class="memItemLeft" align="right" valign="top"><a 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>
<tr class="separator:aec42fcaa87a0eca7ec78d2cf27ae1f5d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a63928801d947c68e40d22ccf9e9ab60b"><td class="memItemLeft" align="right" valign="top"><a 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>
<tr class="separator:a63928801d947c68e40d22ccf9e9ab60b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa0c286a9b52ee9b980f6db3422482167"><td class="memItemLeft" align="right" valign="top"><a 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>
<tr class="separator:aa0c286a9b52ee9b980f6db3422482167"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abb9efb6060f286d21fdaa742a2798599"><td class="memItemLeft" align="right" valign="top"><a 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>
<tr class="separator:abb9efb6060f286d21fdaa742a2798599"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae0232c41db9e3051d6d073e3477329b5"><td class="memItemLeft" align="right" valign="top"><a id="ae0232c41db9e3051d6d073e3477329b5"></a>
std::vector< <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > </td><td class="memItemRight" valign="bottom"><b>endDiscounts_</b></td></tr>
<tr class="separator:ae0232c41db9e3051d6d073e3477329b5"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a10f78ef64061fa4fcdc90fed285d8ed4"><td class="memItemLeft" align="right" valign="top"><a id="a10f78ef64061fa4fcdc90fed285d8ed4"></a>
<a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><b>npvDateDiscount_</b></td></tr>
<tr class="separator:a10f78ef64061fa4fcdc90fed285d8ed4"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a72b04552f657bbfa9384c3c6139a7725"><td class="memItemLeft" align="right" valign="top"><a id="a72b04552f657bbfa9384c3c6139a7725"></a>
bool </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"><td class="mdescLeft"> </td><td class="mdescRight">returns whether the instrument might have value greater than zero. <br /></td></tr>
<tr class="separator:a72b04552f657bbfa9384c3c6139a7725"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aedcb8928d5516b30b46f0234d20c9539"><td class="memItemLeft" align="right" valign="top">void </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>
<tr class="separator:aedcb8928d5516b30b46f0234d20c9539"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7992b88ae5ce8f95759515943d0311da"><td class="memItemLeft" align="right" valign="top">void </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>
<tr class="separator:a7992b88ae5ce8f95759515943d0311da"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aef24082dd24f1330f587e552a7dc4f69"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap.html#aef24082dd24f1330f587e552a7dc4f69">setupExpired</a> () const</td></tr>
<tr class="separator:aef24082dd24f1330f587e552a7dc4f69"><td class="memSeparator" colspan="2"> </td></tr>
</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 pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
<tr class="separator:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr class="separator:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><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:a082ff96da379d5e17436372ccb3c0972 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#a082ff96da379d5e17436372ccb3c0972">calculate</a> () const</td></tr>
<tr class="separator:a082ff96da379d5e17436372ccb3c0972 inherit pro_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a33f04fb3ac37abe7c9c6032cff611745 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#a33f04fb3ac37abe7c9c6032cff611745">performCalculations</a> () const</td></tr>
<tr class="separator:a33f04fb3ac37abe7c9c6032cff611745 inherit pro_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
<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_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: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> </td><td class="memItemRight" valign="bottom"><b>NPV_</b></td></tr>
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<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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<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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ext::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:abcf8c3b096b3eea8688019abe7180471 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a 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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bool </td><td class="memItemRight" valign="bottom"><b>alwaysForward_</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Interest rate swap. </p>
<p>The cash flows belonging to the first leg are paid; the ones belonging to the second leg are received. </p>
</div><h2 class="groupheader">Constructor & Destructor Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#aa7e28d70b1366663707f7554205b887b">◆ </a></span>Swap() <span class="overload">[1/3]</span></h2>
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<td class="paramtype">const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> & </td>
<td class="paramname"><em>firstLeg</em>, </td>
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<td class="paramtype">const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> & </td>
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<p>The cash flows belonging to the first leg are paid; the ones belonging to the second leg are received. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a84d17705f422bce5e74d0a4ca0f6df34">◆ </a></span>Swap() <span class="overload">[2/3]</span></h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_swap.html">Swap</a> </td>
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<td class="paramtype">const std::vector< <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> > & </td>
<td class="paramname"><em>legs</em>, </td>
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<td class="paramtype">const std::vector< bool > & </td>
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<p>Multi leg constructor. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a428a8c0a5cb2912604b351462b52e228">◆ </a></span>Swap() <span class="overload">[3/3]</span></h2>
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<td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>legs</em></td><td>)</td>
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<p>This constructor can be used by derived classes that will build their legs themselves. </p>
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<h2 class="groupheader">Member Function Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#a3d53f9669c128dadc74a5d044a7c8e68">◆ </a></span>deepUpdate()</h2>
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<td class="memname">void deepUpdate </td>
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<p>This method allows to explicitly update the instance itself and nested observers. If notifications are disabled a call to this method ensures an update of such nested observers. It should be implemented in derived classes whenever applicable </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">Observer</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#aedcb8928d5516b30b46f0234d20c9539">◆ </a></span>setupArguments()</h2>
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<td class="memname">void setupArguments </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>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap.html#a0dec08e500676a2cd103657f21acb464">YearOnYearInflationSwap</a>, <a class="el" href="class_quant_lib_1_1_vanilla_swap.html#a0dec08e500676a2cd103657f21acb464">VanillaSwap</a>, and <a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#aedcb8928d5516b30b46f0234d20c9539">ZeroCouponInflationSwap</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a7992b88ae5ce8f95759515943d0311da">◆ </a></span>fetchResults()</h2>
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<td class="memname">void fetchResults </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>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#a20c32b05f69a7ca730192903bd934829">ZeroCouponInflationSwap</a>, <a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap.html#a7992b88ae5ce8f95759515943d0311da">YearOnYearInflationSwap</a>, and <a class="el" href="class_quant_lib_1_1_vanilla_swap.html#a7992b88ae5ce8f95759515943d0311da">VanillaSwap</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#aef24082dd24f1330f587e552a7dc4f69">◆ </a></span>setupExpired()</h2>
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<td class="memname">void setupExpired </td>
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<p>This method must leave the instrument in a consistent state when the expiration condition is met. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#aef24082dd24f1330f587e552a7dc4f69">Instrument</a>.</p>
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