/// <summary>
/// Creates an {@code ResolvedFxSingle} using a rate.
/// <para>
/// This create an FX specifying a value date, notional in one currency, the second currency
/// and the FX rate between the two.
/// The currencies of the payments must differ.
/// </para>
/// <para>
/// This factory identifies the currency pair of the exchange and assigns the payments
/// to match the base or counter currency of the standardized currency pair.
/// For example, a EUR/USD exchange always has EUR as the base payment and USD as the counter payment.
/// </para>
/// <para>
/// No payment date adjustments apply.
///
/// </para>
/// </summary>
/// <param name="amountCurrency1"> the amount of the near leg in the first currency </param>
/// <param name="fxRate"> the near FX rate </param>
/// <param name="paymentDate"> date that the FX settles </param>
/// <returns> the resolved foreign exchange transaction </returns>
public static ResolvedFxSingle of(CurrencyAmount amountCurrency1, FxRate fxRate, LocalDate paymentDate)
{
CurrencyPair pair = fxRate.Pair;
ArgChecker.isTrue(pair.contains(amountCurrency1.Currency));
Currency currency2 = pair.Base.Equals(amountCurrency1.Currency) ? pair.Counter : pair.Base;
CurrencyAmount amountCurrency2 = amountCurrency1.convertedTo(currency2, fxRate).negated();
return(ResolvedFxSingle.of(Payment.of(amountCurrency1, paymentDate), Payment.of(amountCurrency2, paymentDate)));
}
//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// Pay USD 1mm @ USD/CNY 6.62 NDF : 21Jan18
StringBuilder buf = new StringBuilder(64);
CurrencyAmount notional = product.SettlementCurrencyNotional;
CurrencyAmount counter = notional.convertedTo(product.NonDeliverableCurrency, product.AgreedFxRate);
buf.Append(SummarizerUtils.fx(notional, counter));
buf.Append(" NDF : ");
buf.Append(SummarizerUtils.date(product.PaymentDate));
return(SummarizerUtils.summary(this, ProductType.FX_NDF, buf.ToString(), product.SettlementCurrency, product.NonDeliverableCurrency));
}
// internal method where adjustment may be null
private static FxSingle create(CurrencyAmount amount, FxRate fxRate, LocalDate paymentDate, BusinessDayAdjustment paymentDateAdjustment)
{
ArgChecker.notNull(amount, "amount");
ArgChecker.notNull(fxRate, "fxRate");
ArgChecker.notNull(paymentDate, "paymentDate");
CurrencyPair pair = fxRate.Pair;
if (!pair.contains(amount.Currency))
{
throw new System.ArgumentException(Messages.format("FxRate '{}' and CurrencyAmount '{}' must have a currency in common", fxRate, amount));
}
Currency currency2 = pair.Base.Equals(amount.Currency) ? pair.Counter : pair.Base;
CurrencyAmount amountCurrency2 = amount.convertedTo(currency2, fxRate).negated();
return(create(amount, amountCurrency2, paymentDate, paymentDateAdjustment));
}
