QuantLib_ExchangeRateManager man page
ExchangeRateManager — exchange-rate repository
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
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.
clear(3), lookup(3) and Singleton_ExchangeRateManager(3) are aliases of QuantLib_ExchangeRateManager(3).