asia.hpp File Reference

Extend QuantLib Asian currencies. More...

#include <ql/currency.hpp>

Go to the source code of this file.

Namespaces
namespace	QuantExt

Detailed Description

Extend QuantLib Asian currencies.

ISO number from http://fx.sauder.ubc.ca/currency_table.html \n

We assume all currencies have a format of "%1$.2f %3%" (2 decimal places)

Definition in file asia.hpp.