fmbasics (version 0.3.0)

CurrencyPair: CurrencyPair class

Description

Create an object of class CurrencyPair

Usage

CurrencyPair(base_ccy, quote_ccy, calendar = NULL)

Arguments

base_ccy

a Currency object

quote_ccy

a Currency object

calendar

a JointCalendar object. Defaults to NULL which sets this to the joint calendar of the two currencies and removes any USNYCalendar object to allow currency pair methods to work correctly

Value

a CurrencyPair object

Examples

# NOT RUN {
CurrencyPair(AUD(), USD())
# }