Average FX Linked cash-flow. More...

#include <qle/cashflows/fxlinkedcashflow.hpp>

Inheritance diagram for AverageFXLinkedCashFlow:

Public Member Functions
	AverageFXLinkedCashFlow (const Date &cashFlowDate, const std::vector< Date > &fixingDates, Real foreignAmount, QuantLib::ext::shared_ptr< FxIndex > fxIndex, const bool inverted=false)
CashFlow interface
Date	date () const override
Real	amount () const override
Visitability
void	accept (AcyclicVisitor &) override
LazyObject interface
void	performCalculations () const override
Public Member Functions inherited from AverageFXLinked
	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

FXLinked interface
QuantLib::ext::shared_ptr< AverageFXLinked >	clone (QuantLib::ext::shared_ptr< FxIndex > fxIndex) override
std::map< Date, Real >	fixings () const

Additional Inherited Members
Protected Attributes inherited from AverageFXLinked
std::vector< Date >	fxFixingDates_
Real	foreignAmount_
QuantLib::ext::shared_ptr< FxIndex >	fxIndex_
bool	inverted_ = false

Detailed Description

Average FX Linked cash-flow.

Cashflow of Domestic currency where the amount is fx linked to some fixed foreign amount.

Difference to the FX Linked cash-flow: The FX rate is an arithmetic average across observation dates.

This is not a lazy object.

Member Function Documentation

QuantLib::ext::shared_ptr< AverageFXLinked > clone ( QuantLib::ext::shared_ptr< FxIndex > fxIndex )

overridevirtual