示例#1
0
        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)));
        }
示例#2
0
        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()));
        }