/// <summary>
/// Function: Convert a value from the Sell currency denomination to the Buy currency denomination on a given date.
/// </summary>
/// <param name="value">Value to be converted.
/// </param>
/// <param name="date">Reference date.
/// </param>
/// <param name="type">Time series type of time series point.
/// </param>
/// <param name="provider">Provider of reference time series object (Standard is AQI).
/// </param>
/// <param name="timeSeriesRoll">Roll type of reference time series object.
/// </param>
/// <param name="buy">Target currency in the conversion.
/// </param>
/// <param name="sell">Initial currency in the conversion.
/// </param>
public static double Convert(double value, DateTime date, TimeSeriesType type, DataProvider provider, TimeSeriesRollType timeSeriesRoll, Currency buy, Currency sell)
{
if (buy == sell)
{
return(value);
}
CurrencyPair pair = CurrencyPair.FindCurrencyPair(buy, sell);
if (pair != null)
{
return(pair.Convert(value, date, type, provider, timeSeriesRoll));
}
CurrencyPair pair_inv = CurrencyPair.FindCurrencyPair(sell, buy);
if (pair_inv != null)
{
return(pair_inv.ConvertInverse(value, date, type, provider, timeSeriesRoll));
}
Console.WriteLine("WARNING: NO CURRENCY PAIR FOUND - " + buy.Name + "/" + sell.Name);
return(value);
}
/// <summary>
/// Function: Convert a value from the Sell currency denomination to the Buy currency denomination on a given date.
/// The conversion is dependent on the definition of the FX Instrument.
/// </summary>
/// <param name="value">Value to be converted.
/// </param>
/// <param name="date">Reference date.
/// </param>
/// <param name="type">Time series type of time series point.
/// </param>
/// <param name="provider">Provider of reference time series object (Standard is AQI).
/// </param>
/// <param name="timeSeriesRoll">Roll type of reference time series object.
/// </param>
public double Convert(double value, DateTime date, TimeSeriesType type, DataProvider provider, TimeSeriesRollType timeSeriesRoll)
{
double fxi = FXInstrument[date, type, provider, timeSeriesRoll];
if (double.IsNaN(fxi))
{
CurrencyPair pair_inv = CurrencyPair.FindCurrencyPair(CurrencySell, CurrencyBuy);
if (pair_inv != null)
{
return(pair_inv.ConvertInverse(value, date, type, provider, timeSeriesRoll));
}
return(value);
}
return(value * fxi);
}
/// <summary>
/// Function: Convert a value from the Sell currency denomination to the Buy currency denomination on a given date.
/// </summary>
/// <param name="value">Value to be converted.
/// </param>
/// <param name="date">Reference date.
/// </param>
/// <param name="type">Time series type of time series point.
/// </param>
/// <param name="provider">Provider of reference time series object (Standard is AQI).
/// </param>
/// <param name="timeSeriesRoll">Roll type of reference time series object.
/// </param>
/// <param name="buy">Target currency in the conversion.
/// </param>
/// <param name="sell">Initial currency in the conversion.
/// </param>
public static double Convert(double value, DateTime date, TimeSeriesType type, DataProvider provider, TimeSeriesRollType timeSeriesRoll, Currency buy, Currency sell)
{
if (buy == sell)
{
return(value);
}
CurrencyPair pair = CurrencyPair.FindCurrencyPair(buy, sell);
if (pair != null)
{
return(pair.Convert(value, date, type, provider, timeSeriesRoll));
}
CurrencyPair pair_inv = CurrencyPair.FindCurrencyPair(sell, buy);
if (pair_inv != null)
{
return(pair_inv.ConvertInverse(value, date, type, provider, timeSeriesRoll));
}
return(0.0);
}