private MarketDataFxRateProvider(MarketData marketData, ObservableSource fxRatesSource, Currency triangulationCurrency) { JodaBeanUtils.notNull(marketData, "marketData"); JodaBeanUtils.notNull(fxRatesSource, "fxRatesSource"); this.marketData = marketData; this.fxRatesSource = fxRatesSource; this.triangulationCurrency = triangulationCurrency; }
//----------------------------------------------------------------------- public virtual void coverage() { ObservableSource test = ObservableSource.of("Foo"); assertEquals(test.ToString(), "Foo"); assertSerialization(test); assertJodaConvert(typeof(ObservableSource), test); }
/// <summary> /// Obtains an instance representing the FX rate for a currency pair, specifying the source. /// </summary> /// <param name="base"> the base currency of the pair </param> /// <param name="counter"> the counter currency of the pair </param> /// <param name="observableSource"> the source of the observable market data used to create the rate </param> /// <returns> an ID for the FX rate for the currency pair </returns> public static FxRateId of(Currency @base, Currency counter, ObservableSource observableSource) { return(new FxRateId(CurrencyPair.of(@base, counter), observableSource)); }
/// <summary> /// Obtains an instance representing the FX rate for a currency pair, specifying the source. /// </summary> /// <param name="currencyPair"> a currency pair </param> /// <param name="observableSource"> the source of the observable market data used to create the rate </param> /// <returns> an ID for the FX rate for the currency pair </returns> public static FxRateId of(CurrencyPair currencyPair, ObservableSource observableSource) { return(new FxRateId(currencyPair, observableSource)); }
/// <summary> /// Obtains an instance representing an FX matrix, specifying the source. /// </summary> /// <param name="observableSource"> the source of the observable market data used to create the rate </param> /// <returns> an identifier for the FX matrix </returns> public static FxMatrixId of(ObservableSource observableSource) { return(new FxMatrixId(observableSource)); }
private FxMatrixId(ObservableSource observableSource) { JodaBeanUtils.notNull(observableSource, "observableSource"); this.observableSource = observableSource; }
/// <summary> /// Obtains an instance which takes FX rates from the market data, /// specifying the source of FX rates. /// <para> /// The source of FX rates is rarely needed, as most applications only need one set of FX rates. /// /// </para> /// </summary> /// <param name="marketData"> market data used for looking up FX rates </param> /// <param name="fxRatesSource"> the source of market data for FX rates </param> /// <returns> the provider </returns> public static MarketDataFxRateProvider of(MarketData marketData, ObservableSource fxRatesSource) { return(new MarketDataFxRateProvider(marketData, fxRatesSource, null)); }
/// <summary> /// Obtains an instance which takes FX rates from the market data, /// specifying the source of FX rates. /// <para> /// The source of FX rates is rarely needed, as most applications only need one set of FX rates. /// /// </para> /// </summary> /// <param name="marketData"> market data used for looking up FX rates </param> /// <param name="fxRatesSource"> the source of market data for FX rates </param> /// <param name="triangulationCurrency"> the triangulation currency to use </param> /// <returns> the provider </returns> public static MarketDataFxRateProvider of(MarketData marketData, ObservableSource fxRatesSource, Currency triangulationCurrency) { ArgChecker.notNull(triangulationCurrency, "triangulationCurrency"); return(new MarketDataFxRateProvider(marketData, fxRatesSource, triangulationCurrency)); }
public virtual ObservableId withObservableSource(ObservableSource obsSource) { return(this); }