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

Observer interface
void	update () 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.

Public Member Functions