exchange (3) - Linux Manuals
exchange: exchange rate between two currencies
QuantLib::ExchangeRate - exchange rate between two currencies
Public Member Functions
ExchangeRate (const Currency &source, const Currency &target, Decimal rate)
const Currency & source () const
the source currency.
const Currency & target () const
the target currency.
Type type () const
Decimal rate () const
the exchange rate (when available)
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
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.
Generated automatically by Doxygen for QuantLib from the source code.