Average FX Linked cash-flow. More...
#include <qle/cashflows/fxlinkedcashflow.hpp>
Public Member Functions | |
AverageFXLinkedCashFlow (const Date &cashFlowDate, const std::vector< Date > &fixingDates, Real foreignAmount, boost::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, 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 |
FXLinked interface | |
boost::shared_ptr< AverageFXLinked > | clone (boost::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_ |
boost::shared_ptr< FxIndex > | fxIndex_ |
bool | inverted_ = false |
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.