public void LoadCross(FudgeMsg message)
{
var values = new Dictionary <Tuple <Currency, Currency>, CurrencyMatrixValue>();
foreach (IFudgeField field in message)
{
CurrencyMatrixValue cross = CurrencyMatrixValue.Create(Currency.Create(field.Name));
var value = field.Value;
foreach (IFudgeField field2 in (IFudgeFieldContainer)value)
{
Currency source = Currency.Create(field2.Name);
var value2 = field2.Value;
if (value2 is IFudgeFieldContainer)
{
Currency target = Currency.Create(((IFudgeFieldContainer)value2).First().Name);
values.Add(Tuple.Create(source, target), cross);
}
else
{
Currency target = Currency.Create((string)value2);
values.Add(Tuple.Create(source, target), cross);
values.Add(Tuple.Create(target, source), cross);
}
}
foreach (var valueEntry in values)
{
AddConversion(valueEntry.Key.Item1, valueEntry.Key.Item1, valueEntry.Value);
}
}
}
public CurrencyMatrixValue GetConversion(Currency source, Currency target)
{
if (source.Equals(target))
{
// This shouldn't happen in sensible code
return(CurrencyMatrixValue.Create(1.0));
}
Dictionary <Currency, CurrencyMatrixValue> targets;
if (_values.TryGetValue(source, out targets))
{
CurrencyMatrixValue ret;
if (targets.TryGetValue(target, out ret))
{
return(ret);
}
}
return(null);
}
