metals.hpp File Reference

Extend QuantLib currencies for precious metal codes. More...

#include <ql/currency.hpp>

Go to the source code of this file.

Classes
class	XAUCurrency
	Troy ounce of Gold. More...
class	XAGCurrency
	Troy ounce of Silver. More...
class	XPTCurrency
	Troy ounce of Platinum. More...
class	XPDCurrency
	Troy ounce of Palladium. More...

Namespaces
namespace	QuantExt

Functions
bool	isMetal (const QuantLib::Currency &currency)
	Check if a given currency is a metal. More...

Detailed Description

Extend QuantLib currencies for precious metal codes.

ISO number from http://fx.sauder.ubc.ca/currency_table.html
We assume all currencies have a format of "%1$.2f %3%" (2 decimal places)

Definition in file metals.hpp.