Public Member Functions | |
FxRateQuote (Handle< Quote > spotQuote, const Handle< YieldTermStructure > &sourceYts, const Handle< YieldTermStructure > &targetYts, Natural fixingDays, const Calendar &fixingCalendar) | |
if sourceYts, targetYts are not given, the non-discounted spot quote will be returned as a fallback | |
Quote interface | |
Real | value () const override |
bool | isValid () const override |
Observer interface | |
void | update () override |