/// <summary>
/// Lookup the exchange rate between two currencies at a given
/// date. If the given type is Direct, only direct exchange
/// rates will be returned if available; if Derived, direct
/// rates are still preferred but derived rates are allowed.
/// </summary>
/// <remarks>
/// if two or more exchange-rate chains are possible
/// which allow to specify a requested rate, it is
/// unspecified which one is returned.
/// </remarks>
/// <param name="source"></param>
/// <param name="target"></param>
/// <param name="date"></param>
/// <param name="type"></param>
/// <returns></returns>
public ExchangeRate lookup(Currency source, Currency target, Date date, ExchangeRate.Type type)
{
if (source == target)
{
return(new ExchangeRate(source, target, 1.0));
}
if (date == new Date())
{
date = Settings.evaluationDate();
}
if (type == ExchangeRate.Type.Direct)
{
return(DirectLookup(source, target, date));
}
if (!source.triangulationCurrency.IsEmpty)
{
Currency link = source.triangulationCurrency;
return(link == target?DirectLookup(source, link, date) : ExchangeRate.chain(DirectLookup(source, link, date), lookup(link, target, date)));
}
if (!target.triangulationCurrency.IsEmpty)
{
Currency link = target.triangulationCurrency;
return(source == link?DirectLookup(link, target, date) : ExchangeRate.chain(lookup(source, link, date), DirectLookup(link, target, date)));
}
return(SmartLookup(source, target, date));
}
public ExchangeRate.Type type()
{
ExchangeRate.Type ret = (ExchangeRate.Type)NQuantLibcPINVOKE.ExchangeRate_type(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public ExchangeRate lookup(Currency source, Currency target, Date date, ExchangeRate.Type type)
{
ExchangeRate ret = new ExchangeRate(NQuantLibcPINVOKE.ExchangeRateManager_lookup__SWIG_0(swigCPtr, Currency.getCPtr(source), Currency.getCPtr(target), Date.getCPtr(date), (int)type), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
/// <summary>
/// Lookup the exchange rate between two currencies at a given
/// date. If the given type is Direct, only direct exchange
/// rates will be returned if available; if Derived, direct
/// rates are still preferred but derived rates are allowed.
/// </summary>
/// <remarks>
/// if two or more exchange-rate chains are possible
/// which allow to specify a requested rate, it is
/// unspecified which one is returned.
/// </remarks>
/// <param name="source"></param>
/// <param name="target"></param>
/// <param name="date"></param>
/// <param name="type"></param>
/// <returns></returns>
public ExchangeRate lookup(Currency source, Currency target, Date date, ExchangeRate.Type type)
{
if (source == target)
{
return(new ExchangeRate(source, target, 1.0));
}
if (date == new Date())
{
date = Settings.evaluationDate();
}
if (type == ExchangeRate.Type.Direct)
{
return(directLookup(source, target, date));
}
else if (!source.triangulationCurrency.empty())
{
Currency link = source.triangulationCurrency;
if (link == target)
{
return(directLookup(source, link, date));
}
else
{
return(ExchangeRate.chain(directLookup(source, link, date), lookup(link, target, date)));
}
}
else if (!target.triangulationCurrency.empty())
{
Currency link = target.triangulationCurrency;
if (source == link)
{
return(directLookup(link, target, date));
}
else
{
return(ExchangeRate.chain(lookup(source, link, date), directLookup(link, target, date)));
}
}
else
{
return(smartLookup(source, target, date));
}
}
