/// <summary>
/// Add an exchange rate.
/// </summary>
/// <param name="rate"></param>
/// <param name="startDate"></param>
/// <param name="endDate"></param>
/// <remarks>
/// The given rate is valid between the given dates.
/// If two rates are given between the same currencies
/// and with overlapping date ranges, the latest one
/// added takes precedence during lookup.
/// </remarks>
private void Add(ExchangeRate rate, Date startDate, Date endDate)
{
int k = Hash(rate.source, rate.target);
if (_data.ContainsKey(k))
{
_data[k].Insert(0, new ExchangeRateManagerEntry(rate, startDate, endDate));
}
else
{
_data[k] = new List <ExchangeRateManagerEntry> {
new ExchangeRateManagerEntry(rate, startDate, endDate)
};
}
}
private ExchangeRate SmartLookup(Currency source, Currency target, Date date, List <int> forbidden)
{
// direct exchange rates are preferred.
ExchangeRate direct = Fetch(source, target, date);
if (direct.HasValue)
{
return(direct);
}
// if none is found, turn to smart lookup. The source currency
// is forbidden to subsequent lookups in order to avoid cycles.
forbidden.Add(source.numericCode);
foreach (KeyValuePair <int, List <ExchangeRateManagerEntry> > i in _data)
{
// we look for exchange-rate data which involve our source
// currency...
if (Hashes(i.Key, source) && (i.Value.Count != 0))
{
// ...whose other currency is not forbidden...
ExchangeRateManagerEntry e = i.Value[0]; // front();
Currency other = source == e.Item1.source ? e.Item1.target : e.Item1.source;
if (!forbidden.Contains(other.numericCode))
{
// ...and which carries information for the requested date.
ExchangeRate head = Fetch(source, other, date);
if (((double?)head.rate).HasValue)
{
// if we can get to the target from here...
try
{
ExchangeRate tail = SmartLookup(other, target, date, forbidden);
// ..we're done.
return(ExchangeRate.chain(head, tail));
}
catch (Exception)
{
}
}
}
}
}
// if the loop completed, we have no way to return the requested rate.
throw new Exception("no conversion available from " + source.code + " to " + target.code + " for " + date);
}
/// <summary>
/// chain two exchange rates
/// </summary>
/// <param name="r1"></param>
/// <param name="r2"></param>
/// <returns></returns>
public static ExchangeRate chain(ExchangeRate r1, ExchangeRate r2)
{
ExchangeRate result = new ExchangeRate();
result.type_ = Type.Derived;
result.rateChain_ = new KeyValuePair <ExchangeRate, ExchangeRate>(r1, r2);
if (r1.source_ == r2.source_)
{
result.source_ = r1.target_;
result.target_ = r2.target_;
result.rate_ = r2.rate_ / r1.rate_;
}
else if (r1.source_ == r2.target_)
{
result.source_ = r1.target_;
result.target_ = r2.source_;
result.rate_ = 1.0 / (r1.rate_ * r2.rate_);
}
else if (r1.target_ == r2.source_)
{
result.source_ = r1.source_;
result.target_ = r2.target_;
result.rate_ = r1.rate_ * r2.rate_;
}
else if (r1.target_ == r2.target_)
{
result.source_ = r1.source_;
result.target_ = r2.source_;
result.rate_ = r1.rate_ / r2.rate_;
}
else
{
throw new Exception("exchange rates not chainable");
}
return(result);
}
public void Add(ExchangeRate rate, Date startDate)
{
Add(rate, startDate, Date.maxDate());
}
public void Add(ExchangeRate rate)
{
Add(rate, Date.minDate(), Date.maxDate());
}
/// <summary>
/// chain two exchange rates
/// </summary>
/// <param name="r1"></param>
/// <param name="r2"></param>
/// <returns></returns>
public static ExchangeRate chain(ExchangeRate r1, ExchangeRate r2)
{
ExchangeRate result = new ExchangeRate();
result.type_ = Type.Derived;
result.rateChain_ = new KeyValuePair<ExchangeRate, ExchangeRate>(r1, r2);
if (r1.source_ == r2.source_)
{
result.source_ = r1.target_;
result.target_ = r2.target_;
result.rate_ = r2.rate_ / r1.rate_;
}
else if (r1.source_ == r2.target_)
{
result.source_ = r1.target_;
result.target_ = r2.source_;
result.rate_ = 1.0 / (r1.rate_ * r2.rate_);
}
else if (r1.target_ == r2.source_)
{
result.source_ = r1.source_;
result.target_ = r2.target_;
result.rate_ = r1.rate_ * r2.rate_;
}
else if (r1.target_ == r2.target_)
{
result.source_ = r1.source_;
result.target_ = r2.source_;
result.rate_ = r1.rate_ / r2.rate_;
}
else
{
throw new Exception("exchange rates not chainable");
}
return result;
}
