QuantLib: ExchangeRateManager Class Reference

### A free/open-source library for quantitative finance

# ExchangeRateManager Class Reference

`#include <ql/currencies/exchangeratemanager.hpp>`

Inheritance diagram for ExchangeRateManager:

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List of all members.

## Detailed Description

exchange-rate repository

Tests:
  lookup of direct, triangulated, and derived exchange rates is tested.

## Public Member Functions
void | add (const ExchangeRate &, const Date &startDate=Date::minDate(), const Date &endDate=Date::maxDate())
| Add an exchange rate.
ExchangeRate | lookup (const Currency &source, const Currency &target, Date date=Date(), ExchangeRate::Type type=ExchangeRate::Derived) const
void | clear ()
| remove the added exchange rates
## Friends
class | Singleton< ExchangeRateManager >

## Member Function Documentation

void add | ( | const ExchangeRate & | ,
|  | const Date & | startDate = `Date::minDate()`,
|  | const Date & | endDate = `Date::maxDate()` |
| ) |  |  |

Add an exchange rate.

The given rate is valid between the given dates.

Note:
  If two rates are given between the same currencies and with overlapping date ranges, the latest one added takes precedence during lookup.

ExchangeRate lookup | ( | const Currency & | source,
|  | const Currency & | target,
|  | Date | date = `Date()`,
|  | ExchangeRate::Type | type = `ExchangeRate::Derived` |
| ) |  |  | const

Lookup the exchange rate between two currencies at a given date. If the given type is Direct, only direct exchange rates will be returned if available; if Derived, direct rates are still preferred but derived rates are allowed.

Warning:
  if two or more exchange-rate chains are possible which allow to specify a requested rate, it is unspecified which one is returned.