C# (CSharp) com.opengamma.strata.basics.currency.FxMatrix.builder Examples

Example #1

File: RatesProviderFxDataSets.cs Project: ckarcz/Strata.ConvertedToCSharp

        /// <summary>
        /// Creates rates provider for EUR, USD with FX matrix.
        /// <para>
        /// The discount curves are flat.
        ///
        /// </para>
        /// </summary>
        /// <param name="valuationDate">  the valuation date </param>
        /// <returns> the rates provider </returns>
        public static ImmutableRatesProvider createProviderEurUsdFlat(LocalDate valuationDate)
        {
            FxMatrix fxMatrix = FxMatrix.builder().addRate(USD, EUR, 1.0d / EUR_USD).build();

            return(ImmutableRatesProvider.builder(valuationDate).discountCurve(EUR, EUR_DSC_FLAT).discountCurve(USD, USD_DSC_FLAT).fxRateProvider(fxMatrix).build());
        }