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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
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<div class="title">ExchangeRate Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::ExchangeRate" -->
<p>exchange rate between two currencies
<a href="class_quant_lib_1_1_exchange_rate.html#details">More...</a></p>
<p><code>#include <ql/exchangerate.hpp></code></p>
<p><a href="class_quant_lib_1_1_exchange_rate-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate.html#a1d1cfd8ffb84e947f82999c682b666a7">Type</a> { <a class="el" href="class_quant_lib_1_1_exchange_rate.html#a1d1cfd8ffb84e947f82999c682b666a7a5c694b75a28b59072272191aeb5f30a4">Direct</a>,
<a class="el" href="class_quant_lib_1_1_exchange_rate.html#a1d1cfd8ffb84e947f82999c682b666a7a199000469c33d046262a9a25da58b6a0">Derived</a>
}</td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a75f5670fadd474821dc84525928ba632"></a><!-- doxytag: member="QuantLib::ExchangeRate::ExchangeRate" ref="a75f5670fadd474821dc84525928ba632" args="()" -->
 </td><td class="memItemRight" valign="bottom"><b>ExchangeRate</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate.html#abd72efd56b917e8e5da9fe0a7304d7c0">ExchangeRate</a> (const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &<a class="el" href="class_quant_lib_1_1_exchange_rate.html#a96501aee76f43095161955da20b424c3">source</a>, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &<a class="el" href="class_quant_lib_1_1_exchange_rate.html#a07f53542a8bfb912e7a153d9bf63b7f5">target</a>, <a class="el" href="group__types.html#gaee215f8d421f6afcede0391fcffb5fe7">Decimal</a> <a class="el" href="class_quant_lib_1_1_exchange_rate.html#a09c7854c186e979c6bd755668a03c3d9">rate</a>)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a96501aee76f43095161955da20b424c3"></a><!-- doxytag: member="QuantLib::ExchangeRate::source" ref="a96501aee76f43095161955da20b424c3" 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#a96501aee76f43095161955da20b424c3">source</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the source currency. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a07f53542a8bfb912e7a153d9bf63b7f5"></a><!-- doxytag: member="QuantLib::ExchangeRate::target" ref="a07f53542a8bfb912e7a153d9bf63b7f5" 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#a07f53542a8bfb912e7a153d9bf63b7f5">target</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the target currency. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2b176c012741d73289ff358b0f990cc2"></a><!-- doxytag: member="QuantLib::ExchangeRate::type" ref="a2b176c012741d73289ff358b0f990cc2" args="() const " -->
<a class="el" href="class_quant_lib_1_1_exchange_rate.html#a1d1cfd8ffb84e947f82999c682b666a7">Type</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate.html#a2b176c012741d73289ff358b0f990cc2">type</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the type <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a09c7854c186e979c6bd755668a03c3d9"></a><!-- doxytag: member="QuantLib::ExchangeRate::rate" ref="a09c7854c186e979c6bd755668a03c3d9" args="() const " -->
<a class="el" href="group__types.html#gaee215f8d421f6afcede0391fcffb5fe7">Decimal</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate.html#a09c7854c186e979c6bd755668a03c3d9">rate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the exchange rate (when available) <br/></td></tr>
<tr><td colspan="2"><h2><a name="member-group"></a>
Utility methods</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9f301db956165c24ea3e237fd1e8ee13"></a><!-- doxytag: member="QuantLib::ExchangeRate::exchange" ref="a9f301db956165c24ea3e237fd1e8ee13" 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#a9f301db956165c24ea3e237fd1e8ee13">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" align="right" valign="top"><a class="anchor" id="ae2478925351c7de1d7c107cb4d025872"></a><!-- doxytag: member="QuantLib::ExchangeRate::chain" ref="ae2478925351c7de1d7c107cb4d025872" 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#ae2478925351c7de1d7c107cb4d025872">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>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>exchange rate between two currencies </p>
<dl class="test"><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>
</div><hr/><h2>Member Enumeration Documentation</h2>
<a class="anchor" id="a1d1cfd8ffb84e947f82999c682b666a7"></a><!-- doxytag: member="QuantLib::ExchangeRate::Type" ref="a1d1cfd8ffb84e947f82999c682b666a7" args="" -->
<div class="memitem">
<div class="memproto">
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<td class="memname">enum <a class="el" href="class_quant_lib_1_1_exchange_rate.html#a1d1cfd8ffb84e947f82999c682b666a7">Type</a></td>
</tr>
</table>
</div>
<div class="memdoc">
<dl><dt><b>Enumerator: </b></dt><dd><table border="0" cellspacing="2" cellpadding="0">
<tr><td valign="top"><em><a class="anchor" id="a1d1cfd8ffb84e947f82999c682b666a7a5c694b75a28b59072272191aeb5f30a4"></a><!-- doxytag: member="Direct" ref="a1d1cfd8ffb84e947f82999c682b666a7a5c694b75a28b59072272191aeb5f30a4" args="" -->Direct</em> </td><td>
<p>given directly by the user </p>
</td></tr>
<tr><td valign="top"><em><a class="anchor" id="a1d1cfd8ffb84e947f82999c682b666a7a199000469c33d046262a9a25da58b6a0"></a><!-- doxytag: member="Derived" ref="a1d1cfd8ffb84e947f82999c682b666a7a199000469c33d046262a9a25da58b6a0" args="" -->Derived</em> </td><td>
<p>derived from exchange rates between other currencies </p>
</td></tr>
</table>
</dd>
</dl>
</div>
</div>
<hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="abd72efd56b917e8e5da9fe0a7304d7c0"></a><!-- doxytag: member="QuantLib::ExchangeRate::ExchangeRate" ref="abd72efd56b917e8e5da9fe0a7304d7c0" 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#gaee215f8d421f6afcede0391fcffb5fe7">Decimal</a> </td>
<td class="paramname"><em>rate</em> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>the rate <img class="formulaInl" alt="$ r $" src="form_65.png"/> is given with the convention that a unit of the source is worth <img class="formulaInl" alt="$ r $" src="form_65.png"/> units of the target. </p>
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