fxindex.hpp File Reference

FX index class. More...

#include <ql/currency.hpp>
#include <ql/exchangerate.hpp>
#include <ql/handle.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/calendar.hpp>
#include <qle/indexes/eqfxindexbase.hpp>

Go to the source code of this file.

Classes
class	FxRateQuote
class	FxSpotQuote
class	FxIndex
	FX Index. More...

Namespaces
namespace	QuantExt

Detailed Description

FX index class.

Definition in file fxindex.hpp.