public virtual MarketDataBox <FxRate> build(FxRateId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
{
FxRateConfig fxRateConfig = marketDataConfig.get(typeof(FxRateConfig), id.ObservableSource);
Optional <QuoteId> optional = fxRateConfig.getObservableRateKey(id.Pair);
return(optional.map(key => buildFxRate(id, key, marketData)).orElseThrow(() => new System.ArgumentException("No FX rate configuration available for " + id.Pair)));
}
public virtual MarketDataRequirements requirements(FxRateId id, MarketDataConfig marketDataConfig)
{
FxRateConfig fxRateConfig = marketDataConfig.get(typeof(FxRateConfig), id.ObservableSource);
Optional <QuoteId> optional = fxRateConfig.getObservableRateKey(id.Pair);
return(optional.map(key => MarketDataRequirements.of(key)).orElse(MarketDataRequirements.empty()));
}
private static MarketDataConfig config()
{
IDictionary <CurrencyPair, QuoteId> ratesMap = ImmutableMap.of(CURRENCY_PAIR, QUOTE_ID);
FxRateConfig fxRateConfig = FxRateConfig.builder().observableRates(ratesMap).build();
return(MarketDataConfig.builder().add(ObservableSource.NONE, fxRateConfig).build());
}
public virtual void nonConventionPair()
{
IDictionary <CurrencyPair, QuoteId> ratesMap = ImmutableMap.of(CurrencyPair.of(Currency.USD, Currency.EUR), QUOTE_KEY);
string regex = "Currency pairs must be quoted using market conventions but USD/EUR is not";
assertThrowsIllegalArg(() => FxRateConfig.builder().observableRates(ratesMap).build(), regex);
assertThrowsIllegalArg(() => FxRateConfig.of(ratesMap), regex);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
FxRateConfig other = (FxRateConfig)obj;
return(JodaBeanUtils.equal(observableRates, other.observableRates));
}
return(false);
}
private static FxRateConfig config()
{
IDictionary <CurrencyPair, QuoteId> ratesMap = ImmutableMap.of(CURRENCY_PAIR, QUOTE_KEY);
return(FxRateConfig.of(ratesMap));
}
