AverageFXLinked Class Reference

Inheritance diagram for AverageFXLinked:

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

Protected Attributes
std::vector< Date >	fxFixingDates_
Real	foreignAmount_
boost::shared_ptr< FxIndex >	fxIndex_
bool	inverted_ = false