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Fully annotated reference manual - version 1.8.12
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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.