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QuantLib_ExchangeRate
Langue: en
Version: 378898 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
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.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre