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Reference manual - version qle_version
AverageFXLinked Class Referenceabstract
Inheritance diagram for AverageFXLinked:

Public Member Functions

 AverageFXLinked (const std::vector< Date > &fixingDates, Real foreignAmount, QuantLib::ext::shared_ptr< FxIndex > fxIndex, const bool inverted=false)
const std::vector< Date > & fxFixingDates () const
Real foreignAmount () const
const QuantLib::ext::shared_ptr< FxIndex > & fxIndex () const
Real fxRate () const
virtual QuantLib::ext::shared_ptr< AverageFXLinked > clone (QuantLib::ext::shared_ptr< FxIndex > fxIndex)=0

Protected Attributes

std::vector< Date > fxFixingDates_
Real foreignAmount_
QuantLib::ext::shared_ptr< FxIndexfxIndex_
bool inverted_ = false