Base class for FX Linked cashflows. More...
#include <qle/cashflows/fxlinkedcashflow.hpp>
Public Member Functions | |
FXLinked (const Date &fixingDate, Real foreignAmount, boost::shared_ptr< FxIndex > fxIndex) | |
Date | fxFixingDate () const |
Real | foreignAmount () const |
const boost::shared_ptr< FxIndex > & | fxIndex () const |
Real | fxRate () const |
virtual boost::shared_ptr< FXLinked > | clone (boost::shared_ptr< FxIndex > fxIndex)=0 |
Protected Attributes | |
Date | fxFixingDate_ |
Real | foreignAmount_ |
boost::shared_ptr< FxIndex > | fxIndex_ |
Base class for FX Linked cashflows.