org.jquantlib.currencies

Class ExchangeRateManager

java.lang.Object

org.jquantlib.currencies.ExchangeRateManager

public class ExchangeRateManager
extends java.lang.Object

Exchange rate Repository.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	ExchangeRateManager.Entry Entity to be stored in the repository.
static class	ExchangeRateManager.Valid_at Helper class to decide whether or a date is in the range of a specific entry.

Method Summary

Modifier and Type	Method and Description
void	add(ExchangeRate rate) Adds an exchange rate to the repository.
void	add(ExchangeRate rate, Date startDate, Date endDate) Adds an exchange rate.
void	clear() Removes all manually added exchange rates from this ExchangeRateManager.
ExchangeRate	fetch(Currency source, Currency target, Date date) Fetches an ExchangeRate from the HashMap.
static ExchangeRateManager	getInstance() Returns a singleton of the ExchangeRateManager.
int	hash(Currency c1, Currency c2) Creates a hash for two currencies.
boolean	hashes(int k, Currency c) ???????????????????????????????????????????????
ExchangeRate	lookup(Currency source, Currency target) Looks up an ExchangeRate in the repository.
ExchangeRate	lookup(Currency source, Currency target, Date date)
ExchangeRate	lookup(Currency source, Currency target, Date date, ExchangeRate.Type type) Lookup the exchange rate between two currencies at a given date.

Methods inherited from class java.lang.Object

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

Method Detail

getInstance

public static ExchangeRateManager getInstance()

Returns a singleton of the ExchangeRateManager.

Returns:

The ExchangeRateManager shared by everything loaded with this classloader.

add

public void add(ExchangeRate rate,
                Date startDate,
                Date endDate)

Adds an exchange rate. The given rate is valid between the given dates. Note: If two rates are given between the same currencies and with overlapping date ranges, the latest one added takes precedence during lookup.

Parameters:

rate - The ExchangeRate to be added

startDate - The start date of the period for which the above Exchange rate should be valid.

endDate - The end date of the period for which the above Exchange rate should be valid.

add

public void add(ExchangeRate rate)

Adds an exchange rate to the repository. The given rate is valid between min and max Date (implementation dependend).

Parameters:

rate -

lookup

public ExchangeRate lookup(Currency source,
                           Currency target)

Looks up an ExchangeRate in the repository.

Parameters:

source - The source currency the Exchange rates must have.

target - The source currency the Exchange rates must have.

Returns:

lookup

public ExchangeRate lookup(Currency source,
                           Currency target,
                           Date date)

lookup

public ExchangeRate lookup(Currency source,
                           Currency target,
                           Date date,
                           ExchangeRate.Type type)

Lookup the exchange rate between two currencies at a given date. If the given type is Direct, only direct exchange rates will be returned if available; if Derived, direct rates are still preferred but derived rates are allowed. Warning: if two or more exchange-rate chains are possible which allow to specify a requested rate, it is unspecified which one is returned.

Parameters:

source - The source currency of the exchange rate to be found. Currency

target - The target currency of the exchange rate to be found. Currency

date - The date when this exchange rate should be valid. Date

type - The type of the exchange rate. ExchangeRate.Type

Returns:

The exchange rate fulfilling all these properties. ExchangeRate

clear

public void clear()

Removes all manually added exchange rates from this ExchangeRateManager.

hash

public int hash(Currency c1,
                Currency c2)

Creates a hash for two currencies.

Parameters:

c1 - Currency one. Currency

c2 - Currency two. Currency

Returns:

A hash of these to currencies. int

hashes

public boolean hashes(int k,
                      Currency c)

???????????????????????????????????????????????

Parameters:

k -

c -

Returns:

fetch

public ExchangeRate fetch(Currency source,
                          Currency target,
                          Date date)

Fetches an ExchangeRate from the HashMap.

Parameters:

source - The source currency of the exchange rate.

target - The target currency of the exchange rate.

date - The date when the exchange rate should be valid.

Returns:

The found ExchangeRate.