1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: ExchangeRate Class Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
MathJax.Hub.Config({
extensions: ["tex2jax.js"],
jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
<tbody>
<tr style="height: 56px;">
<td id="projectalign" style="padding-left: 0.5em;">
<div id="projectname"><a href="http://quantlib.org">
<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
</div>
</td>
</tr>
</tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
$(function() {
initMenu('',true,false,'search.php','Search');
$(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
onmouseover="return searchBox.OnSearchSelectShow()"
onmouseout="return searchBox.OnSearchSelectHide()"
onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>
<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0"
name="MSearchResults" id="MSearchResults">
</iframe>
</div>
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_exchange_rate.html">ExchangeRate</a></li> </ul>
</div>
</div><!-- top -->
<div class="header">
<div class="summary">
<a href="#pub-types">Public Types</a> |
<a href="class_quant_lib_1_1_exchange_rate-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">ExchangeRate Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<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>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr class="memitem:a1d1cfd8ffb84e947f82999c682b666a7"><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 class="separator:a1d1cfd8ffb84e947f82999c682b666a7"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr class="memitem:a75f5670fadd474821dc84525928ba632"><td class="memItemLeft" align="right" valign="top"><a id="a75f5670fadd474821dc84525928ba632"></a>
 </td><td class="memItemRight" valign="bottom"><b>ExchangeRate</b> ()</td></tr>
<tr class="separator:a75f5670fadd474821dc84525928ba632"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abd72efd56b917e8e5da9fe0a7304d7c0"><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#a89371afaefb5defc4a61052afdd3dbff">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#a2d6da7f3e2cc92e67c8e6eacb44b4e04">target</a>, <a class="el" href="group__types.html#gaee215f8d421f6afcede0391fcffb5fe7">Decimal</a> <a class="el" href="class_quant_lib_1_1_exchange_rate.html#a79d0a7fb764005995c6c77aa012a336c">rate</a>)</td></tr>
<tr class="separator:abd72efd56b917e8e5da9fe0a7304d7c0"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr class="memitem:a89371afaefb5defc4a61052afdd3dbff"><td class="memItemLeft" align="right" valign="top"><a id="a89371afaefb5defc4a61052afdd3dbff"></a>
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#a89371afaefb5defc4a61052afdd3dbff">source</a> () const</td></tr>
<tr class="memdesc:a89371afaefb5defc4a61052afdd3dbff"><td class="mdescLeft"> </td><td class="mdescRight">the source currency. <br /></td></tr>
<tr class="separator:a89371afaefb5defc4a61052afdd3dbff"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2d6da7f3e2cc92e67c8e6eacb44b4e04"><td class="memItemLeft" align="right" valign="top"><a id="a2d6da7f3e2cc92e67c8e6eacb44b4e04"></a>
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#a2d6da7f3e2cc92e67c8e6eacb44b4e04">target</a> () const</td></tr>
<tr class="memdesc:a2d6da7f3e2cc92e67c8e6eacb44b4e04"><td class="mdescLeft"> </td><td class="mdescRight">the target currency. <br /></td></tr>
<tr class="separator:a2d6da7f3e2cc92e67c8e6eacb44b4e04"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aea24b2854a996ab6cb160438eae142c6"><td class="memItemLeft" align="right" valign="top"><a id="aea24b2854a996ab6cb160438eae142c6"></a>
<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#aea24b2854a996ab6cb160438eae142c6">type</a> () const</td></tr>
<tr class="memdesc:aea24b2854a996ab6cb160438eae142c6"><td class="mdescLeft"> </td><td class="mdescRight">the type <br /></td></tr>
<tr class="separator:aea24b2854a996ab6cb160438eae142c6"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a79d0a7fb764005995c6c77aa012a336c"><td class="memItemLeft" align="right" valign="top"><a id="a79d0a7fb764005995c6c77aa012a336c"></a>
<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#a79d0a7fb764005995c6c77aa012a336c">rate</a> () const</td></tr>
<tr class="memdesc:a79d0a7fb764005995c6c77aa012a336c"><td class="mdescLeft"> </td><td class="mdescRight">the exchange rate (when available) <br /></td></tr>
<tr class="separator:a79d0a7fb764005995c6c77aa012a336c"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Utility methods</h2></td></tr>
<tr class="memitem:aa9245e436dd4c50b8e1204ef02ac18fe"><td class="memItemLeft" align="right" valign="top"><a id="aa9245e436dd4c50b8e1204ef02ac18fe"></a>
<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#aa9245e436dd4c50b8e1204ef02ac18fe">exchange</a> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &amount) const</td></tr>
<tr class="memdesc:aa9245e436dd4c50b8e1204ef02ac18fe"><td class="mdescLeft"> </td><td class="mdescRight">apply the exchange rate to a cash amount <br /></td></tr>
<tr class="separator:aa9245e436dd4c50b8e1204ef02ac18fe"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae2478925351c7de1d7c107cb4d025872"><td class="memItemLeft" align="right" valign="top"><a id="ae2478925351c7de1d7c107cb4d025872"></a>
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 class="memdesc:ae2478925351c7de1d7c107cb4d025872"><td class="mdescLeft"> </td><td class="mdescRight">chain two exchange rates <br /></td></tr>
<tr class="separator:ae2478925351c7de1d7c107cb4d025872"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">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><h2 class="groupheader">Member Enumeration Documentation</h2>
<a id="a1d1cfd8ffb84e947f82999c682b666a7"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a1d1cfd8ffb84e947f82999c682b666a7">◆ </a></span>Type</h2>
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<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">
<table class="fieldtable">
<tr><th colspan="2">Enumerator</th></tr><tr><td class="fieldname"><a id="a1d1cfd8ffb84e947f82999c682b666a7a5c694b75a28b59072272191aeb5f30a4"></a>Direct </td><td class="fielddoc"><p>given directly by the user </p>
</td></tr>
<tr><td class="fieldname"><a id="a1d1cfd8ffb84e947f82999c682b666a7a199000469c33d046262a9a25da58b6a0"></a>Derived </td><td class="fielddoc"><p>derived from exchange rates between other currencies </p>
</td></tr>
</table>
</div>
</div>
<h2 class="groupheader">Constructor & Destructor Documentation</h2>
<a id="abd72efd56b917e8e5da9fe0a7304d7c0"></a>
<h2 class="memtitle"><span class="permalink"><a href="#abd72efd56b917e8e5da9fe0a7304d7c0">◆ </a></span>ExchangeRate()</h2>
<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 \( r \) is given with the convention that a unit of the source is worth \( r \) units of the target. </p>
</div>
</div>
</div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>
|
