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Reference manual - version qle_version
Public Member Functions | List of all members
FxRateQuote Class Reference
+ 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