ExchangeRateManager Class Reference

exchange-rate repository More...

#include <ql/currencies/exchangeratemanager.hpp>

Inheritance diagram for ExchangeRateManager:

Public Member Functions
void	add (const ExchangeRate &, const Date &startDate=Date::minDate(), const Date &endDate=Date::maxDate())
	Add an exchange rate. More...
ExchangeRate	lookup (const Currency &source, const Currency &target, Date date=Date(), ExchangeRate::Type type=ExchangeRate::Derived) const
void	clear ()
	remove the added exchange rates

Friends
class	Singleton< ExchangeRateManager >

Additional Inherited Members
Static Public Member Functions inherited from Singleton< ExchangeRateManager >
static ExchangeRateManager &	instance ()
	access to the unique instance

Detailed Description

exchange-rate repository

Tests:

lookup of direct, triangulated, and derived exchange rates is tested.

Member Function Documentation

add()

void add	(	const ExchangeRate &	,
		const Date &	startDate = Date::minDate(),
		const Date &	endDate = Date::maxDate()
	)

Add an exchange rate.

The given rate is valid between the given dates.

Note

If two rates are given between the same currencies and with overlapping date ranges, the latest one added takes precedence during lookup.

lookup()

ExchangeRate lookup	(	const Currency &	source,
		const Currency &	target,
		Date	date = Date(),
		ExchangeRate::Type	type = ExchangeRate::Derived
	)		const

Lookup the exchange rate between two currencies at a given date. If the given type is Direct, only direct exchange rates will be returned if available; if Derived, direct rates are still preferred but derived rates are allowed.

Warning:

if two or more exchange-rate chains are possible which allow to specify a requested rate, it is unspecified which one is returned.