private MarketDataFxRateProvider(MarketData marketData, ObservableSource fxRatesSource, Currency triangulationCurrency)
{
JodaBeanUtils.notNull(marketData, "marketData");
JodaBeanUtils.notNull(fxRatesSource, "fxRatesSource");
this.marketData = marketData;
this.fxRatesSource = fxRatesSource;
this.triangulationCurrency = triangulationCurrency;
}
//-----------------------------------------------------------------------
public virtual void coverage()
{
ObservableSource test = ObservableSource.of("Foo");
assertEquals(test.ToString(), "Foo");
assertSerialization(test);
assertJodaConvert(typeof(ObservableSource), test);
}
/// <summary>
/// Obtains an instance representing the FX rate for a currency pair, specifying the source.
/// </summary>
/// <param name="base"> the base currency of the pair </param>
/// <param name="counter"> the counter currency of the pair </param>
/// <param name="observableSource"> the source of the observable market data used to create the rate </param>
/// <returns> an ID for the FX rate for the currency pair </returns>
public static FxRateId of(Currency @base, Currency counter, ObservableSource observableSource)
{
return(new FxRateId(CurrencyPair.of(@base, counter), observableSource));
}
/// <summary>
/// Obtains an instance representing the FX rate for a currency pair, specifying the source.
/// </summary>
/// <param name="currencyPair"> a currency pair </param>
/// <param name="observableSource"> the source of the observable market data used to create the rate </param>
/// <returns> an ID for the FX rate for the currency pair </returns>
public static FxRateId of(CurrencyPair currencyPair, ObservableSource observableSource)
{
return(new FxRateId(currencyPair, observableSource));
}
/// <summary>
/// Obtains an instance representing an FX matrix, specifying the source.
/// </summary>
/// <param name="observableSource"> the source of the observable market data used to create the rate </param>
/// <returns> an identifier for the FX matrix </returns>
public static FxMatrixId of(ObservableSource observableSource)
{
return(new FxMatrixId(observableSource));
}
private FxMatrixId(ObservableSource observableSource)
{
JodaBeanUtils.notNull(observableSource, "observableSource");
this.observableSource = observableSource;
}
/// <summary>
/// Obtains an instance which takes FX rates from the market data,
/// specifying the source of FX rates.
/// <para>
/// The source of FX rates is rarely needed, as most applications only need one set of FX rates.
///
/// </para>
/// </summary>
/// <param name="marketData"> market data used for looking up FX rates </param>
/// <param name="fxRatesSource"> the source of market data for FX rates </param>
/// <returns> the provider </returns>
public static MarketDataFxRateProvider of(MarketData marketData, ObservableSource fxRatesSource)
{
return(new MarketDataFxRateProvider(marketData, fxRatesSource, null));
}
/// <summary>
/// Obtains an instance which takes FX rates from the market data,
/// specifying the source of FX rates.
/// <para>
/// The source of FX rates is rarely needed, as most applications only need one set of FX rates.
///
/// </para>
/// </summary>
/// <param name="marketData"> market data used for looking up FX rates </param>
/// <param name="fxRatesSource"> the source of market data for FX rates </param>
/// <param name="triangulationCurrency"> the triangulation currency to use </param>
/// <returns> the provider </returns>
public static MarketDataFxRateProvider of(MarketData marketData, ObservableSource fxRatesSource, Currency triangulationCurrency)
{
ArgChecker.notNull(triangulationCurrency, "triangulationCurrency");
return(new MarketDataFxRateProvider(marketData, fxRatesSource, triangulationCurrency));
}
public virtual ObservableId withObservableSource(ObservableSource obsSource)
{
return(this);
}