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Reference manual - version qle_version
DiscountingFxForwardEngine Member List

This is the complete list of members for DiscountingFxForwardEngine, including all inherited members.

calculate() const override (defined in DiscountingFxForwardEngine)DiscountingFxForwardEngine
currency1() const (defined in DiscountingFxForwardEngine)DiscountingFxForwardEngine
currency1Discountcurve() const (defined in DiscountingFxForwardEngine)DiscountingFxForwardEngine
currency2() const (defined in DiscountingFxForwardEngine)DiscountingFxForwardEngine
currency2Discountcurve() const (defined in DiscountingFxForwardEngine)DiscountingFxForwardEngine
DiscountingFxForwardEngine(const Currency &ccy1, const Handle< YieldTermStructure > &currency1Discountcurve, const Currency &ccy2, const Handle< YieldTermStructure > &currency2Discountcurve, const Handle< Quote > &spotFX, boost::optional< bool > includeSettlementDateFlows=boost::none, const Date &settlementDate=Date(), const Date &npvDate=Date())DiscountingFxForwardEngine
spotFX() const (defined in DiscountingFxForwardEngine)DiscountingFxForwardEngine