Module rates

Create objects related to the management and valuation of monetary amounts in different currencies, measured at different settlement dates in time.

Structs

Ccy

A currency identified by 3-ascii ISO code.

FXPair

A container of a two-pair Ccy cross.

FXRate

An FX rate containing FXPair, rate and settlement info.

FXRates

A multi-currency FX market deriving all crosses from a vector of FXRates.