private ExchangeRate smartLookup(Currency source, Currency target, Date date, List <int> forbidden) { // direct exchange rates are preferred. ExchangeRate direct = fetch(source, target, date); if (direct.HasValue) { return(direct); } // if none is found, turn to smart lookup. The source currency // is forbidden to subsequent lookups in order to avoid cycles. forbidden.Add(source.numericCode); foreach (KeyValuePair <int, List <Entry> > i in data_) { // we look for exchange-rate data which involve our source // currency... if (hashes(i.Key, source) && (i.Value.Count != 0)) { // ...whose other currency is not forbidden... Entry e = i.Value[0]; Currency other = source == e.rate.source ? e.rate.target : e.rate.source; if (!forbidden.Contains(other.numericCode)) { // ...and which carries information for the requested date. ExchangeRate head = fetch(source, other, date); if (((double?)head.rate).HasValue) { // if we can get to the target from here... try { ExchangeRate tail = smartLookup(other, target, date, forbidden); // ..we're done. return(ExchangeRate.chain(head, tail)); } catch (Exception) { // otherwise, we just discard this rate. } } } } } // if the loop completed, we have no way to return the requested rate. Utils.QL_FAIL("no conversion available from " + source.code + " to " + target.code + " for " + date); return(null); }
// 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. // if two or more exchange-rate chains are possible // which allow to specify a requested rate, it is // unspecified which one is returned. 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.Instance.evaluationDate(); } if (type == ExchangeRate.Type.Direct) { return(directLookup(source, target, date)); } if (!source.triangulationCurrency.empty()) { Currency link = source.triangulationCurrency; if (link == target) { return(directLookup(source, link, date)); } return(ExchangeRate.chain(directLookup(source, link, date), lookup(link, target, date))); } if (!target.triangulationCurrency.empty()) { Currency link = target.triangulationCurrency; if (source == link) { return(directLookup(link, target, date)); } return(ExchangeRate.chain(lookup(source, link, date), directLookup(link, target, date))); } return(smartLookup(source, target, date)); }