CurrencyPair class

Create an object of class CurrencyPair

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

CurrencyPair(AUD(), USD())
#> <CurrencyPair> AUDUSD