ExchangeRateManager Class Reference
#include <ql/Currencies/exchangeratemanager.hpp>
Inheritance diagram for ExchangeRateManager:

Detailed Description
exchange-rate repository
- Tests:
- lookup of direct, triangulated, and derived exchange rates is tested.
Public Member Functions | |
void | add (const ExchangeRate &, const Date &startDate=Date::minDate(), const Date &endDate=Date::maxDate()) |
Add an exchange rate. | |
ExchangeRate | lookup (const Currency &source, const Currency &target, Date date=Date(), ExchangeRate::Type type=ExchangeRate::Derived) const |
void | clear () |
remove the added exchange rates | |
Friends | |
class | Singleton< ExchangeRateManager > |
Member Function Documentation
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Add an exchange rate. The given rate is valid between the given dates.
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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.
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