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Reference manual - version qle_version
Public Member Functions | Protected Attributes | List of all members
FXLinked Class Referenceabstract

Base class for FX Linked cashflows. More...

#include <qle/cashflows/fxlinkedcashflow.hpp>

+ Inheritance diagram for FXLinked:

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< FXLinkedclone (boost::shared_ptr< FxIndex > fxIndex)=0
 

Protected Attributes

Date fxFixingDate_
 
Real foreignAmount_
 
boost::shared_ptr< FxIndexfxIndex_
 

Detailed Description

Base class for FX Linked cashflows.