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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_quanto_term_structure.html">QuantoTermStructure</a></div>
<h1>QuantoTermStructure Class Reference</h1><!-- doxytag: class="QuantLib::QuantoTermStructure" --><!-- doxytag: inherits="QuantLib::ZeroYieldStructure" --><code>#include <ql/TermStructures/quantotermstructure.hpp></code>
<p>
Inheritance diagram for QuantoTermStructure:<p><center><img src="class_quant_lib_1_1_quanto_term_structure__inherit__graph.png" border="0" usemap="#_quanto_term_structure__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_quanto_term_structure-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Quanto term structure.
<p>
Quanto term structure for modelling quanto effect in option pricing.<p>
<dl class="note" compact><dt><b>Note:</b></dt><dd>This term structure will remain linked to the original structures, i.e., any changes in the latters will be reflected in this structure as well. </dd></dl>
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8a492ca4a04a52b27abb13989ea942ca"></a><!-- doxytag: member="QuantLib::QuantoTermStructure::QuantoTermStructure" ref="8a492ca4a04a52b27abb13989ea942ca" args="(const Handle< YieldTermStructure > &underlyingDividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< YieldTermStructure > &foreignRiskFreeTS, const Handle< BlackVolTermStructure > &underlyingBlackVolTS, Real strike, const Handle< BlackVolTermStructure > &exchRateBlackVolTS, Real exchRateATMlevel, Real underlyingExchRateCorrelation)" -->
</td><td class="memItemRight" valign="bottom"><b>QuantoTermStructure</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &underlyingDividendTS, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &riskFreeTS, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &foreignRiskFreeTS, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a> > &underlyingBlackVolTS, Real strike, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a> > &exchRateBlackVolTS, Real exchRateATMlevel, Real underlyingExchRateCorrelation)</td></tr>
<tr><td colspan="2"><div class="groupHeader">YieldTermStructure interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d49654ea33055b03f8666910acc13880"></a><!-- doxytag: member="QuantLib::QuantoTermStructure::dayCounter" ref="d49654ea33055b03f8666910acc13880" args="() const" -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_term_structure.html#d49654ea33055b03f8666910acc13880">dayCounter</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the day counter used for date/time conversion <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38e235178eb0a7749c37a16d71f4762f"></a><!-- doxytag: member="QuantLib::QuantoTermStructure::calendar" ref="38e235178eb0a7749c37a16d71f4762f" args="() const" -->
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_term_structure.html#38e235178eb0a7749c37a16d71f4762f">calendar</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the calendar used for reference date calculation <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34aadf8e384e50e6ee34067cc448262a"></a><!-- doxytag: member="QuantLib::QuantoTermStructure::referenceDate" ref="34aadf8e384e50e6ee34067cc448262a" args="() const" -->
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_term_structure.html#34aadf8e384e50e6ee34067cc448262a">referenceDate</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the date at which discount = 1.0 and/or variance = 0.0 <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6fa1d746e67f372c6e09e4ec9ad8973b"></a><!-- doxytag: member="QuantLib::QuantoTermStructure::maxDate" ref="6fa1d746e67f372c6e09e4ec9ad8973b" args="() const" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_term_structure.html#6fa1d746e67f372c6e09e4ec9ad8973b">maxDate</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the latest date for which the curve can return values <br></td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a6051c0be9de7feadb867c45518e611"></a><!-- doxytag: member="QuantLib::QuantoTermStructure::zeroYieldImpl" ref="0a6051c0be9de7feadb867c45518e611" args="(Time) const" -->
<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_term_structure.html#0a6051c0be9de7feadb867c45518e611">zeroYieldImpl</a> (Time) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the zero yield as seen from the evaluation date <br></td></tr>
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