Base class for FX Linked cashflows. More...
#include <qle/cashflows/fxlinkedcashflow.hpp>
Public Member Functions | |
| FXLinked (const Date &fixingDate, Real foreignAmount, QuantLib::ext::shared_ptr< FxIndex > fxIndex, const Date &fxResetStart=Null< Date >(), Real domesticAmount=Null< Real >()) | |
| Date | fxFixingDate () const |
| Real | foreignAmount () const |
| const QuantLib::ext::shared_ptr< FxIndex > & | fxIndex () const |
| Real | fxRate () const |
| virtual QuantLib::ext::shared_ptr< FXLinked > | clone (QuantLib::ext::shared_ptr< FxIndex > fxIndex)=0 |
Protected Attributes | |
| Date | fxFixingDate_ |
| Real | foreignAmount_ |
| QuantLib::ext::shared_ptr< FxIndex > | fxIndex_ |
| Date | fxResetStart_ |
| Real | domesticAmount_ |
Base class for FX Linked cashflows.