ExchangeRateManager Class Reference#include <ql/Currencies/exchangeratemanager.hpp>
Inheritance diagram for ExchangeRateManager:
[legend]List of all members.
Detailed Description
exchange-rate repository
- Tests:
- lookup of direct, triangulated, and derived exchange rates is tested.
Member Function Documentation
void add |
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const ExchangeRate & |
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const Date & |
startDate = Date::minDate() , |
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const Date & |
endDate = Date::maxDate() |
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Add an exchange rate.
The given rate is valid between the given dates.
- Note:
- If two rates are given between the same currencies and with overlapping date ranges, the latest one added takes precedence during lookup.
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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.
- Warning:
- if two or more exchange-rate chains are possible which allow to specify a requested rate, it is unspecified which one is returned.
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