#include <qle/instruments/fxforward.hpp>

Inheritance diagram for FxForward::arguments:

Collaboration diagram for FxForward::arguments:

Public Member Functions
void	validate () const override

Public Attributes
Real	nominal1

Currency	currency1

Real	nominal2

Currency	currency2

Date	maturityDate

bool	payCurrency1

bool	isPhysicallySettled

Date	payDate

Currency	payCcy

QuantLib::ext::shared_ptr< FxIndex >	fxIndex

Date	fixingDate

bool	includeSettlementDateFlows

Detailed Description

Definition at line 195 of file fxforward.hpp.

Member Function Documentation

◆ validate()

void validate ( ) const

override

Definition at line 147 of file fxforward.cpp.

                                        {
    QL_REQUIRE(nominal1 >= 0.0, "nominal1 should be non-negative: " << nominal1);
    QL_REQUIRE(nominal2 >= 0.0, "nominal2 should be non-negative: " << nominal2);
}

Member Data Documentation

◆ nominal1

Real nominal1

Definition at line 197 of file fxforward.hpp.

◆ currency1

Currency currency1

Definition at line 198 of file fxforward.hpp.

◆ nominal2

Real nominal2

Definition at line 199 of file fxforward.hpp.

◆ currency2

Currency currency2

Definition at line 200 of file fxforward.hpp.

◆ maturityDate

Date maturityDate

Definition at line 201 of file fxforward.hpp.

◆ payCurrency1

bool payCurrency1

Definition at line 202 of file fxforward.hpp.

◆ isPhysicallySettled

bool isPhysicallySettled

Definition at line 203 of file fxforward.hpp.

◆ payDate

Date payDate

Definition at line 204 of file fxforward.hpp.

◆ payCcy

Currency payCcy

Definition at line 205 of file fxforward.hpp.

◆ fxIndex

QuantLib::ext::shared_ptr<FxIndex> fxIndex

Definition at line 206 of file fxforward.hpp.

◆ fixingDate

Date fixingDate

Definition at line 207 of file fxforward.hpp.

◆ includeSettlementDateFlows

bool includeSettlementDateFlows

Definition at line 208 of file fxforward.hpp.

Public Member Functions

Public Attributes