QuantLib_ExchangeRateManager man page

ExchangeRateManager — exchange-rate repository


#include <ql/currencies/exchangeratemanager.hpp>

Inherits Singleton< ExchangeRateManager >.

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


class Singleton< ExchangeRateManager >

Additional Inherited Members

Detailed Description

exchange-rate repository


lookup of direct, triangulated, and derived exchange rates is tested.

Member Function Documentation

void add (const ExchangeRate &, const Date & startDate = Date::minDate(), const Date & endDate = Date::maxDate())

Add an exchange rate. The given rate is valid between the given dates.


If two rates are given between the same currencies and with overlapping date ranges, the latest one added takes precedence during lookup.

ExchangeRate lookup (const Currency & source, const Currency & target, Date date = Date(), ExchangeRate::Type type = ExchangeRate::Derived) const

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.


if two or more exchange-rate chains are possible which allow to specify a requested rate, it is unspecified which one is returned.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

clear(3), lookup(3) and Singleton_ExchangeRateManager(3) are aliases of QuantLib_ExchangeRateManager(3).

QuantLib Version 1.8.1 Fri Sep 23 2016