org.jquantlib.currencies

Class ExchangeRate

java.lang.Object

org.jquantlib.currencies.ExchangeRate

public class ExchangeRate
extends java.lang.Object

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	ExchangeRate.Type

Field Summary

Fields

Modifier and Type	Field and Description
Pair<ExchangeRate,ExchangeRate>	rateChain_ The pair of chained ExchangeRates.

Constructor Summary

Constructors

Constructor and Description
ExchangeRate() Creates a new ExchangeRate instance.
ExchangeRate(Currency source, Currency target, double rate) Creates a new ExchangeRate instance
ExchangeRate(ExchangeRate toCopy) Creates clone of an existing ExchangeRate instance.

Method Summary

Modifier and Type	Method and Description
static ExchangeRate	chain(ExchangeRate r1, ExchangeRate r2) Returns a new ExchangeRate with a initialized ratechain.
Money	exchange(Money amount) Apply this ExchangeRate an amount of cash.
double	rate()
Currency	source()
Currency	target()
ExchangeRate.Type	type()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

rateChain_

public Pair<ExchangeRate,ExchangeRate> rateChain_

The pair of chained ExchangeRates.

Constructor Detail

ExchangeRate

public ExchangeRate()

Creates a new ExchangeRate instance.

ExchangeRate

public ExchangeRate(ExchangeRate toCopy)

Creates clone of an existing ExchangeRate instance.

Parameters:

toCopy - the ExchangeRate to be cloned.

ExchangeRate

public ExchangeRate(Currency source,
                    Currency target,
                    double rate)

Creates a new ExchangeRate instance

Parameters:

source - The source currency of this ExchangeRate Currency

target - The target currency of this ExchangeRate Currency

rate - The rate of this ExchangeRate

Method Detail

source

public Currency source()

target

public Currency target()

type

public ExchangeRate.Type type()

rate

public double rate()

exchange

public Money exchange(Money amount)

Apply this ExchangeRate an amount of cash. A new money instance will be returned. The input remains unchanged.

Parameters:

amount - The money instance the exchange rate should be applied to. Money

Returns:

A new money instance where this ExchangeRate has been applied to. Money

chain

public static ExchangeRate chain(ExchangeRate r1,
                                 ExchangeRate r2)

Returns a new ExchangeRate with a initialized ratechain. The ratechain will be initialized by copies of r1 and r1.

Parameters:

r1 - The first ExchangeRate to be used in the ratechain ExchangeRate

r2 - The second ExchangeRate to be used inthe ratechain ExchangeRate

Returns:

A new ExchangeRate