Inheritance diagram for FxRateQuote: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 |