QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Types | List of all members
ExchangeRate Class Reference

exchange rate between two currencies More...

#include <ql/exchangerate.hpp>

Public Types

enum  Type { Direct, Derived }
 

Public Member Functions

Constructors
 ExchangeRate ()
 
 ExchangeRate (const Currency &source, const Currency &target, Decimal rate)
 
Inspectors
const Currency & source () const
 the source currency.
 
const Currency & target () const
 the target currency.
 
Type type () const
 the type
 
Decimal rate () const
 the exchange rate (when available)
 

Utility methods

Money exchange (const Money &amount) const
 apply the exchange rate to a cash amount
 
static ExchangeRate chain (const ExchangeRate &r1, const ExchangeRate &r2)
 chain two exchange rates
 

Detailed Description

exchange rate between two currencies

Tests:
application of direct and derived exchange rate is tested against calculations.

Member Enumeration Documentation

◆ Type

enum Type
Enumerator
Direct 

given directly by the user

Derived 

derived from exchange rates between other currencies

Constructor & Destructor Documentation

◆ ExchangeRate()

ExchangeRate ( const Currency &  source,
const Currency &  target,
Decimal  rate 
)

the rate \( r \) is given with the convention that a unit of the source is worth \( r \) units of the target.