Ejemplo n.º 1
0
        //-------------------------------------------------------------------------
        /// <summary>
        /// Combines a number of rates providers.
        /// <para>
        /// If the two providers have curves or time series for the same currency or index,
        /// an <seealso cref="IllegalAccessException"/> is thrown.
        /// The FxRateProviders is not populated with the given provider; no attempt is done on merging the embedded FX providers.
        ///
        /// </para>
        /// </summary>
        /// <param name="fx">  the FX provider for the resulting rate provider </param>
        /// <param name="providers">  the rates providers to be merged </param>
        /// <returns> the combined rates provider </returns>
        public static ImmutableRatesProvider combined(FxRateProvider fx, params ImmutableRatesProvider[] providers)
        {
            ArgChecker.isTrue(providers.Length > 0, "at least one provider requested");
            ImmutableRatesProvider merged = ImmutableRatesProvider.builder(providers[0].ValuationDate).build();

            foreach (ImmutableRatesProvider provider in providers)
            {
                merged = merged.combinedWith(provider, fx);
            }
            return(merged);
        }