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Reference manual - version qle_version
discountingfxforwardengine.hpp File Reference

Engine to value an FX Forward off two yield curves. More...

#include <ql/termstructures/yieldtermstructure.hpp>
#include <qle/instruments/fxforward.hpp>

Classes

class  DiscountingFxForwardEngine
 Discounting FX Forward Engine. More...

Detailed Description

Engine to value an FX Forward off two yield curves.