/// <summary>Adds the specified rate for the specified base and counter currencies, using the specified update criterion.</summary>
/// <param name="currencyBase">The <see cref="T:InitialMargin.Core.Currency"/> object representing the base currency.</param>
/// <param name="currencyCounter">The <see cref="T:InitialMargin.Core.Currency"/> object representing the counter currency.</param>
/// <param name="rate">A <see cref="T:System.Decimal"/> representing the rate.</param>
/// <param name="update"><c>true</c> to update the lookup table if the currency pair implicitly defined by the currencies already exists; otherwise, <c>false</c>.</param>
/// <exception cref="T:System.ArgumentException">Thrown when <paramref name="currencyBase">currencyBase</paramref> is equal to <paramref name="currencyCounter">currencyCounter</paramref> or when <paramref name="rate">rate</paramref> is less than or equal to <c>0</c>.</exception>
/// <exception cref="T:System.ArgumentNullException">Thrown when <paramref name="currencyBase">currencyBase</paramref> is <c>null</c> or when <paramref name="currencyCounter">currencyCounter</paramref> is <c>null</c>.</exception>
/// <exception cref="T:System.InvalidOperationException">Thrown when the currency pair implicitly defined by <paramref name="currencyBase">currencyBase</paramref> and <paramref name="currencyCounter">currencyCounter</paramref> already exists in the lookup table and <paramref name="update">update</paramref> is <c>false</c>.</exception>
public void AddRate(Currency currencyBase, Currency currencyCounter, Decimal rate, Boolean update)
{
if (currencyBase == null)
{
throw new ArgumentNullException(nameof(currencyBase));
}
if (currencyCounter == null)
{
throw new ArgumentNullException(nameof(currencyCounter));
}
if (currencyBase == currencyCounter)
{
throw new ArgumentException("The two currencies must be different.");
}
AddRate(CurrencyPair.Of(currencyBase, currencyCounter), rate, update);
}
/// <summary>Retrieves the rate for the specified base and counter currencies, using the specified triangulation approach.</summary>
/// <param name="currencyBase">The <see cref="T:InitialMargin.Core.Currency"/> object representing the base currency.</param>
/// <param name="currencyCounter">The <see cref="T:InitialMargin.Core.Currency"/> object representing the counter currency.</param>
/// <param name="useTriangulation"><c>true</c> to perform a triangulation if necessary; otherwise, <c>false</c>.</param>
/// <returns>A <see cref="T:System.Decimal"/> representing the rate.</returns>
/// <exception cref="T:System.ArgumentNullException">Thrown when <paramref name="currencyBase">currencyBase</paramref> is <c>null</c> or when <paramref name="currencyCounter">currencyCounter</paramref> is <c>null</c>.</exception>
/// <exception cref="T:System.InvalidOperationException">Thrown when the rate cannot be retrieved.</exception>
public Decimal GetRate(Currency currencyBase, Currency currencyCounter, Boolean useTriangulation)
{
if (currencyBase == null)
{
throw new ArgumentNullException(nameof(currencyBase));
}
if (currencyCounter == null)
{
throw new ArgumentNullException(nameof(currencyCounter));
}
if (currencyBase == currencyCounter)
{
return(1m);
}
return(GetRate(CurrencyPair.Of(currencyBase, currencyCounter), useTriangulation));
}
/// <summary>Tries to retrieve the rate for the specified base and counter currencies, using the specified triangulation approach.</summary>
/// <param name="currencyBase">The <see cref="T:InitialMargin.Core.Currency"/> object representing the base currency.</param>
/// <param name="currencyCounter">The <see cref="T:InitialMargin.Core.Currency"/> object representing the counter currency.</param>
/// <param name="useTriangulation"><c>true</c> to perform a triangulation if necessary; otherwise, <c>false</c>.</param>
/// <param name="rate">A <see cref="T:System.Decimal"/> representing the rate or <c>0</c>.</param>
/// <returns><c>true</c> if the rate was successfully retrieved; otherwise, <c>false</c>.</returns>
public Boolean TryGetRate(Currency currencyBase, Currency currencyCounter, Boolean useTriangulation, out Decimal rate)
{
if (currencyBase == null)
{
throw new ArgumentNullException(nameof(currencyBase));
}
if (currencyCounter == null)
{
throw new ArgumentNullException(nameof(currencyCounter));
}
if (currencyBase == currencyCounter)
{
rate = 1m;
return(true);
}
return(TryGetRate(CurrencyPair.Of(currencyBase, currencyCounter), useTriangulation, out rate));
}
