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source: exchange rate between two currencies

NAME

QuantLib::ExchangeRate - exchange rate between two currencies

SYNOPSIS

#include <ql/exchangerate.hpp>

Public Types

enum Type { Direct, Derived }

Public Member Functions

Constructors

ExchangeRate ()

ExchangeRate (const Currency &source, const Currency &target, Decimal rate)

Inspectors

const Currency & source () const
the source currency.
const Currency & target () const
the target currency.
Type type () const
the type
Decimal rate () const
the exchange rate (when available)

Utility methods

Money exchange (const Money &amount) const
apply the exchange rate to a cash amount
static ExchangeRate chain (const ExchangeRate &r1, const ExchangeRate &r2)
chain two exchange rates

Detailed Description

exchange rate between two currencies

Tests

application of direct and derived exchange rate is tested against calculations.

Member Enumeration Documentation

enum Type

Enumerator:

Direct

given directly by the user

Derived

derived from exchange rates between other currencies

Constructor & Destructor Documentation

ExchangeRate (const Currency & source, const Currency & target, Decimal rate)

the rate $ r $ is given with the convention that a unit of the source is worth $ r $ units of the target.

Author

Generated automatically by Doxygen for QuantLib from the source code.