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<title>QuantLib: ExchangeRateManager 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_manager.html">ExchangeRateManager</a></div>
<h1>ExchangeRateManager Class Reference</h1><!-- doxytag: class="QuantLib::ExchangeRateManager" --><!-- doxytag: inherits="QuantLib::Singleton" --><code>#include <ql/currencies/exchangeratemanager.hpp></code>
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Inheritance diagram for ExchangeRateManager:</div>
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<p><center><img src="class_quant_lib_1_1_exchange_rate_manager__inherit__graph.png" border="0" usemap="#_exchange_rate_manager__inherit__map" alt="Inheritance graph"></center>
<map name="_exchange_rate_manager__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_singleton.html" title="Basic support for the singleton pattern." alt="" coords="5,7,333,33"></map>
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<a href="class_quant_lib_1_1_exchange_rate_manager-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
exchange-rate repository
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<dl compact><dt><b><a class="el" href="test.html#_test000002">Tests:</a></b></dt><dd>lookup of direct, triangulated, and derived exchange rates is tested. </dd></dl>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate_manager.html#06d8b6a35265988b53450aeab76d5745">add</a> (const <a class="el" href="class_quant_lib_1_1_exchange_rate.html">ExchangeRate</a> &, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &startDate=Date::minDate(), const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &endDate=Date::maxDate())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Add an exchange rate. <a href="#06d8b6a35265988b53450aeab76d5745"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><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_manager.html#093a0fb71cc0f5e543d1e5a29f265da2">lookup</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="class_quant_lib_1_1_date.html">Date</a> date=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_exchange_rate.html#1d1cfd8ffb84e947f82999c682b666a7">ExchangeRate::Type</a> type=ExchangeRate::Derived) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c8bb3912a3ce86b15842e79d0b421204"></a><!-- doxytag: member="QuantLib::ExchangeRateManager::clear" ref="c8bb3912a3ce86b15842e79d0b421204" args="()" -->
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate_manager.html#c8bb3912a3ce86b15842e79d0b421204">clear</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">remove the added exchange rates <br></td></tr>
<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aba78e362716d89d9d8bfa9f90b15a10"></a><!-- doxytag: member="QuantLib::ExchangeRateManager::Singleton< ExchangeRateManager >" ref="aba78e362716d89d9d8bfa9f90b15a10" args="" -->
class </td><td class="memItemRight" valign="bottom"><b>Singleton< ExchangeRateManager ></b></td></tr>
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<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="06d8b6a35265988b53450aeab76d5745"></a><!-- doxytag: member="QuantLib::ExchangeRateManager::add" ref="06d8b6a35265988b53450aeab76d5745" args="(const ExchangeRate &, const Date &startDate=Date::minDate(), const Date &endDate=Date::maxDate())" -->
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<td class="memname">void add </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_exchange_rate.html">ExchangeRate</a> & </td>
<td class="paramname">, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>startDate</em> = <code>Date::minDate()</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>endDate</em> = <code>Date::maxDate()</code></td><td> </td>
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<td>)</td>
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<p>
Add an exchange rate.
<p>
The given rate is valid between the given dates.<p>
<dl class="note" compact><dt><b>Note:</b></dt><dd>If two rates are given between the same currencies and with overlapping date ranges, the latest one added takes precedence during lookup. </dd></dl>
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<a class="anchor" name="093a0fb71cc0f5e543d1e5a29f265da2"></a><!-- doxytag: member="QuantLib::ExchangeRateManager::lookup" ref="093a0fb71cc0f5e543d1e5a29f265da2" args="(const Currency &source, const Currency &target, Date date=Date(), ExchangeRate::Type type=ExchangeRate::Derived) const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_exchange_rate.html">ExchangeRate</a> lookup </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>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"> <em>date</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_exchange_rate.html#1d1cfd8ffb84e947f82999c682b666a7">ExchangeRate::Type</a> </td>
<td class="paramname"> <em>type</em> = <code>ExchangeRate::Derived</code></td><td> </td>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"> const</td>
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<p>
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.<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000003">Warning:</a></b></dt><dd>if two or more exchange-rate chains are possible which allow to specify a requested rate, it is unspecified which one is returned. </dd></dl>
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