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chain: exchange rate between two currencies
QuantLib::ExchangeRate - exchange rate between two currencies
Public Member Functions
ExchangeRate (const Currency &source, const Currency &target, Decimal rate)
exchange rate between two currencies
- application of direct and derived exchange rate is tested against calculations.
Member Enumeration Documentation
- given directly by the user
- derived from exchange rates between other currencies
Constructor & Destructor Documentation
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.
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