QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Types | List of all members
ExchangeRate Class Reference

exchange rate between two currencies More...

#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 Currencysource () const
 the source currency.
 
const Currencytarget () 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

◆ Type

enum Type
Enumerator
Direct 

given directly by the user

Derived 

derived from exchange rates between other currencies

Constructor & Destructor Documentation

◆ ExchangeRate()

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.