/// <summary>
/// Get the curve name of the curve for a given currency.
/// </summary>
/// <param name="currency"> the currency </param>
/// <returns> the curve name </returns>
public static CurveName getCurveName(Currency currency)
{
if (currency.Equals(EUR))
{
return(EUR_DSC.Name);
}
if (currency.Equals(USD))
{
return(USD_DSC.Name);
}
if (currency.Equals(GBP))
{
return(GBP_DSC.Name);
}
throw new System.ArgumentException();
}
public double fxRate(Currency baseCurrency, Currency counterCurrency)
{
if (baseCurrency.Equals(counterCurrency))
{
return(1);
}
if (baseCurrency.Equals(outerInstance.rates1.Pair.Base))
{
return(outerInstance.rates1.fxRate(baseCurrency, counterCurrency, scenarioIndex));
}
else if (baseCurrency.Equals(outerInstance.rates2.Pair.Base))
{
return(outerInstance.rates2.fxRate(baseCurrency, counterCurrency, scenarioIndex));
}
else
{
return(outerInstance.rates3.fxRate(baseCurrency, counterCurrency, scenarioIndex));
}
}
//-------------------------------------------------------------------------
public virtual double fxRate(Currency baseCurrency, Currency counterCurrency)
{
return(baseCurrency.Equals(counterCurrency) ? 1 : RATE);
}
