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< FxIndex > | fxIndex_ |
| bool | inverted_ = false |