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<title>QuantLib: ExchangeRate Class Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_exchange_rate.html">ExchangeRate</a></div>
<h1>ExchangeRate Class Reference</h1><!-- doxytag: class="QuantLib::ExchangeRate" --><code>#include <ql/exchangerate.hpp></code>
<p>
<p>
<a href="class_quant_lib_1_1_exchange_rate-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
exchange rate between two currencies
<p>
<dl compact><dt><b><a class="el" href="test.html#_test000003">Tests:</a></b></dt><dd>application of direct and derived exchange rate is tested against calculations. </dd></dl>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Utility methods</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9f301db956165c24ea3e237fd1e8ee13"></a><!-- doxytag: member="QuantLib::ExchangeRate::exchange" ref="9f301db956165c24ea3e237fd1e8ee13" args="(const Money &amount) const " -->
<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate.html#9f301db956165c24ea3e237fd1e8ee13">exchange</a> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &amount) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">apply the exchange rate to a cash amount <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e2478925351c7de1d7c107cb4d025872"></a><!-- doxytag: member="QuantLib::ExchangeRate::chain" ref="e2478925351c7de1d7c107cb4d025872" args="(const ExchangeRate &r1, const ExchangeRate &r2)" -->
static <a class="el" href="class_quant_lib_1_1_exchange_rate.html">ExchangeRate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate.html#e2478925351c7de1d7c107cb4d025872">chain</a> (const <a class="el" href="class_quant_lib_1_1_exchange_rate.html">ExchangeRate</a> &r1, const <a class="el" href="class_quant_lib_1_1_exchange_rate.html">ExchangeRate</a> &r2)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">chain two exchange rates <br></td></tr>
<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate.html#1d1cfd8ffb84e947f82999c682b666a7">Type</a> { <a class="el" href="class_quant_lib_1_1_exchange_rate.html#1d1cfd8ffb84e947f82999c682b666a75c694b75a28b59072272191aeb5f30a4">Direct</a>,
<a class="el" href="class_quant_lib_1_1_exchange_rate.html#1d1cfd8ffb84e947f82999c682b666a7199000469c33d046262a9a25da58b6a0">Derived</a>
}</td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75f5670fadd474821dc84525928ba632"></a><!-- doxytag: member="QuantLib::ExchangeRate::ExchangeRate" ref="75f5670fadd474821dc84525928ba632" args="()" -->
</td><td class="memItemRight" valign="bottom"><b>ExchangeRate</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate.html#bd72efd56b917e8e5da9fe0a7304d7c0">ExchangeRate</a> (const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &source, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &target, <a class="el" href="group__types.html#gee215f8d421f6afcede0391fcffb5fe7">Decimal</a> rate)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="96501aee76f43095161955da20b424c3"></a><!-- doxytag: member="QuantLib::ExchangeRate::source" ref="96501aee76f43095161955da20b424c3" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate.html#96501aee76f43095161955da20b424c3">source</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the source currency. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="07f53542a8bfb912e7a153d9bf63b7f5"></a><!-- doxytag: member="QuantLib::ExchangeRate::target" ref="07f53542a8bfb912e7a153d9bf63b7f5" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate.html#07f53542a8bfb912e7a153d9bf63b7f5">target</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the target currency. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b176c012741d73289ff358b0f990cc2"></a><!-- doxytag: member="QuantLib::ExchangeRate::type" ref="2b176c012741d73289ff358b0f990cc2" args="() const " -->
<a class="el" href="class_quant_lib_1_1_exchange_rate.html#1d1cfd8ffb84e947f82999c682b666a7">Type</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate.html#2b176c012741d73289ff358b0f990cc2">type</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the type <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09c7854c186e979c6bd755668a03c3d9"></a><!-- doxytag: member="QuantLib::ExchangeRate::rate" ref="09c7854c186e979c6bd755668a03c3d9" args="() const " -->
<a class="el" href="group__types.html#gee215f8d421f6afcede0391fcffb5fe7">Decimal</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate.html#09c7854c186e979c6bd755668a03c3d9">rate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the exchange rate (when available) <br></td></tr>
</table>
<hr><h2>Member Enumeration Documentation</h2>
<a class="anchor" name="1d1cfd8ffb84e947f82999c682b666a7"></a><!-- doxytag: member="QuantLib::ExchangeRate::Type" ref="1d1cfd8ffb84e947f82999c682b666a7" args="" -->
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<div class="memproto">
<table class="memname">
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<td class="memname">enum <a class="el" href="class_quant_lib_1_1_exchange_rate.html#1d1cfd8ffb84e947f82999c682b666a7">Type</a> </td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
<dl compact><dt><b>Enumerator: </b></dt><dd>
<table border="0" cellspacing="2" cellpadding="0">
<tr><td valign="top"><em><a class="anchor" name="1d1cfd8ffb84e947f82999c682b666a75c694b75a28b59072272191aeb5f30a4"></a><!-- doxytag: member="Direct" ref="1d1cfd8ffb84e947f82999c682b666a75c694b75a28b59072272191aeb5f30a4" args="" -->Direct</em> </td><td>
given directly by the user </td></tr>
<tr><td valign="top"><em><a class="anchor" name="1d1cfd8ffb84e947f82999c682b666a7199000469c33d046262a9a25da58b6a0"></a><!-- doxytag: member="Derived" ref="1d1cfd8ffb84e947f82999c682b666a7199000469c33d046262a9a25da58b6a0" args="" -->Derived</em> </td><td>
derived from exchange rates between other currencies </td></tr>
</table>
</dl>
</div>
</div><p>
<hr><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" name="bd72efd56b917e8e5da9fe0a7304d7c0"></a><!-- doxytag: member="QuantLib::ExchangeRate::ExchangeRate" ref="bd72efd56b917e8e5da9fe0a7304d7c0" args="(const Currency &source, const Currency &target, Decimal rate)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_exchange_rate.html">ExchangeRate</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> & </td>
<td class="paramname"> <em>source</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> & </td>
<td class="paramname"> <em>target</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gee215f8d421f6afcede0391fcffb5fe7">Decimal</a> </td>
<td class="paramname"> <em>rate</em></td><td> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
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<p>
the rate <img class="formulaInl" alt="$ r $" src="form_69.png"> is given with the convention that a unit of the source is worth <img class="formulaInl" alt="$ r $" src="form_69.png"> units of the target.
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