FXLinked Class Reference

Base class for FX Linked cashflows. More...

#include <qle/cashflows/fxlinkedcashflow.hpp>

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Public Member Functions
	FXLinked (const Date &fixingDate, Real foreignAmount, QuantLib::ext::shared_ptr< FxIndex > fxIndex)
virtual	~FXLinked ()
Date	fxFixingDate () const
Real	foreignAmount () const
const QuantLib::ext::shared_ptr< FxIndex > &	fxIndex () const
Real	fxRate () const
virtual QuantLib::ext::shared_ptr< FXLinked >	clone (QuantLib::ext::shared_ptr< FxIndex > fxIndex)=0

Protected Attributes
Date	fxFixingDate_
Real	foreignAmount_
QuantLib::ext::shared_ptr< FxIndex >	fxIndex_

Detailed Description

Base class for FX Linked cashflows.

Definition at line 39 of file fxlinkedcashflow.hpp.

Constructor & Destructor Documentation

FXLinked()

FXLinked	(	const Date &	fixingDate,
		Real	foreignAmount,
		QuantLib::ext::shared_ptr< FxIndex >	fxIndex
	)

Definition at line 24 of file fxlinkedcashflow.cpp.

    : fxFixingDate_(fxFixingDate), foreignAmount_(foreignAmount), fxIndex_(fxIndex) {}

~FXLinked()

virtual ~FXLinked ( )

virtual

Definition at line 42 of file fxlinkedcashflow.hpp.

{}

Member Function Documentation

fxFixingDate()

Date fxFixingDate

(

)

const

Definition at line 43 of file fxlinkedcashflow.hpp.

{ return fxFixingDate_; }

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foreignAmount()

Real foreignAmount

(

)

const

Definition at line 44 of file fxlinkedcashflow.hpp.

{ return foreignAmount_; }

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fxIndex()

const QuantLib::ext::shared_ptr< FxIndex > & fxIndex

(

)

const

Definition at line 45 of file fxlinkedcashflow.hpp.

{ return fxIndex_; }

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fxRate()

Real fxRate

(

)

const

Definition at line 31 of file fxlinkedcashflow.cpp.

                            {
    return fxIndex_->fixing(fxFixingDate_);
}

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clone()

virtual QuantLib::ext::shared_ptr< FXLinked > clone ( QuantLib::ext::shared_ptr< FxIndex >  fxIndex )

pure virtual

Implemented in FixedRateFXLinkedNotionalCoupon, FloatingRateFXLinkedNotionalCoupon, and FXLinkedCashFlow.

Member Data Documentation

fxFixingDate_

Date fxFixingDate_

protected

Definition at line 51 of file fxlinkedcashflow.hpp.

foreignAmount_

Real foreignAmount_

protected

Definition at line 52 of file fxlinkedcashflow.hpp.

fxIndex_

QuantLib::ext::shared_ptr<FxIndex> fxIndex_

protected

Definition at line 53 of file fxlinkedcashflow.hpp.