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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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<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_manager.html">ExchangeRateManager</a></li> </ul>
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<div class="header">
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<a href="#pub-methods">Public Member Functions</a> |
<a href="#friends">Friends</a> |
<a href="class_quant_lib_1_1_exchange_rate_manager-members.html">List of all members</a> </div>
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<div class="title">ExchangeRateManager Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<p>exchange-rate repository
<a href="class_quant_lib_1_1_exchange_rate_manager.html#details">More...</a></p>
<p><code>#include <ql/currencies/exchangeratemanager.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for ExchangeRateManager:</div>
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<map name="_exchange_rate_manager_inherit__map" id="a_exchange_rate_manager_inherit__map">
<area shape="rect" title="exchange-rate repository" alt="" coords="44,80,203,107"/>
<area shape="rect" href="class_quant_lib_1_1_singleton.html" title=" " alt="" coords="5,5,241,32"/>
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<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a06d8b6a35265988b53450aeab76d5745"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate_manager.html#a06d8b6a35265988b53450aeab76d5745">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=<a class="el" href="class_quant_lib_1_1_date.html#a23625bfa1e742192c8983792debcf7c1">Date::minDate</a>(), const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &endDate=<a class="el" href="class_quant_lib_1_1_date.html#ab16674c4f64b17d89302cf0805f1fdbd">Date::maxDate</a>())</td></tr>
<tr class="memdesc:a06d8b6a35265988b53450aeab76d5745"><td class="mdescLeft"> </td><td class="mdescRight">Add an exchange rate. <a href="class_quant_lib_1_1_exchange_rate_manager.html#a06d8b6a35265988b53450aeab76d5745">More...</a><br /></td></tr>
<tr class="separator:a06d8b6a35265988b53450aeab76d5745"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a32c95df629de2d2ea0474d82d755f730"><td class="memItemLeft" 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#a32c95df629de2d2ea0474d82d755f730">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#a1d1cfd8ffb84e947f82999c682b666a7">ExchangeRate::Type</a> type=<a class="el" href="class_quant_lib_1_1_exchange_rate.html#a1d1cfd8ffb84e947f82999c682b666a7a199000469c33d046262a9a25da58b6a0">ExchangeRate::Derived</a>) const</td></tr>
<tr class="separator:a32c95df629de2d2ea0474d82d755f730"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac8bb3912a3ce86b15842e79d0b421204"><td class="memItemLeft" align="right" valign="top"><a id="ac8bb3912a3ce86b15842e79d0b421204"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate_manager.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a> ()</td></tr>
<tr class="memdesc:ac8bb3912a3ce86b15842e79d0b421204"><td class="mdescLeft"> </td><td class="mdescRight">remove the added exchange rates <br /></td></tr>
<tr class="separator:ac8bb3912a3ce86b15842e79d0b421204"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="friends"></a>
Friends</h2></td></tr>
<tr class="memitem:aaba78e362716d89d9d8bfa9f90b15a10"><td class="memItemLeft" align="right" valign="top"><a id="aaba78e362716d89d9d8bfa9f90b15a10"></a>
class </td><td class="memItemRight" valign="bottom"><b>Singleton< ExchangeRateManager ></b></td></tr>
<tr class="separator:aaba78e362716d89d9d8bfa9f90b15a10"><td class="memSeparator" colspan="2"> </td></tr>
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Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_static_methods_class_quant_lib_1_1_singleton"><td colspan="2" onclick="javascript:toggleInherit('pub_static_methods_class_quant_lib_1_1_singleton')"><img src="closed.png" alt="-"/> Static Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_singleton.html">Singleton< ExchangeRateManager ></a></td></tr>
<tr class="memitem:ab7455b7e1235d292c444095842349291 inherit pub_static_methods_class_quant_lib_1_1_singleton"><td class="memItemLeft" align="right" valign="top"><a id="ab7455b7e1235d292c444095842349291"></a>
static <a class="el" href="class_quant_lib_1_1_exchange_rate_manager.html">ExchangeRateManager</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_singleton.html#ab7455b7e1235d292c444095842349291">instance</a> ()</td></tr>
<tr class="memdesc:ab7455b7e1235d292c444095842349291 inherit pub_static_methods_class_quant_lib_1_1_singleton"><td class="mdescLeft"> </td><td class="mdescRight">access to the unique instance <br /></td></tr>
<tr class="separator:ab7455b7e1235d292c444095842349291 inherit pub_static_methods_class_quant_lib_1_1_singleton"><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 repository </p>
<dl class="test"><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>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="a06d8b6a35265988b53450aeab76d5745"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a06d8b6a35265988b53450aeab76d5745">◆ </a></span>add()</h2>
<div class="memitem">
<div class="memproto">
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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>
</tr>
<tr>
<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><a class="el" href="class_quant_lib_1_1_date.html#a23625bfa1e742192c8983792debcf7c1">Date::minDate</a>()</code>, </td>
</tr>
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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><a class="el" href="class_quant_lib_1_1_date.html#ab16674c4f64b17d89302cf0805f1fdbd">Date::maxDate</a>()</code> </td>
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<td></td>
<td>)</td>
<td></td><td></td>
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<p>Add an exchange rate. </p>
<p>The given rate is valid between the given dates.</p>
<dl class="section note"><dt>Note</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>
</div>
</div>
<a id="a32c95df629de2d2ea0474d82d755f730"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a32c95df629de2d2ea0474d82d755f730">◆ </a></span>lookup()</h2>
<div class="memitem">
<div class="memproto">
<table class="memname">
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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>
</tr>
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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#a1d1cfd8ffb84e947f82999c682b666a7">ExchangeRate::Type</a> </td>
<td class="paramname"><em>type</em> = <code><a class="el" href="class_quant_lib_1_1_exchange_rate.html#a1d1cfd8ffb84e947f82999c682b666a7a199000469c33d046262a9a25da58b6a0">ExchangeRate::Derived</a></code> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td> 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 class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000005">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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