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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.41
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exchange rate between two currencies More...
#include <ql/exchangerate.hpp>
Public Types | |
| enum | Type { Direct , Derived } |
Public Member Functions | |
Constructors | |
| ExchangeRate (Currency source, 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 | |
exchange rate between two currencies
| enum Type |