/// <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));
}
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 <ExchangeRateManagerEntry> > 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...
ExchangeRateManagerEntry e = i.Value[0]; // front();
Currency other = source == e.Item1.source ? e.Item1.target : e.Item1.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)
{
}
}
}
}
}
// if the loop completed, we have no way to return the requested rate.
throw new Exception("no conversion available from " + source.code + " to " + target.code + " for " + date);
}
