Interface FxRateProvider

  • All Known Subinterfaces:
    BaseProvider, RatesProvider
    All Known Implementing Classes:
    FxMatrix, FxRate, ImmutableRatesProvider, MarketDataFxRateProvider

    public interface FxRateProvider
    A provider of FX rates.

    This provides the ability to obtain an FX rate. The interface does not mandate when the rate applies, however it typically represents the current rate.

    One possible implementation is FxMatrix.

    Implementations do not have to be immutable, but calls to the methods must be thread-safe.

    • Method Detail

      • convert

        default double convert​(double amount,
                               Currency fromCurrency,
                               Currency toCurrency)
        Converts an amount in a currency to an amount in a different currency using this rate.

        The currencies must both be included in the currency pair of this rate.

        Parameters:
        amount - an amount in fromCurrency
        fromCurrency - the currency of the amount
        toCurrency - the currency into which the amount should be converted
        Returns:
        the amount converted into toCurrency
        Throws:
        java.lang.IllegalArgumentException - if either of the currencies aren't included in the currency pair of this rate
      • fxRate

        double fxRate​(Currency baseCurrency,
                      Currency counterCurrency)
        Gets the FX rate for the specified currency pair.

        The rate returned is the rate from the base currency to the counter currency as defined by this formula: (1 * baseCurrency = fxRate * counterCurrency).

        Parameters:
        baseCurrency - the base currency, to convert from
        counterCurrency - the counter currency, to convert to
        Returns:
        the FX rate for the currency pair
        Throws:
        java.lang.RuntimeException - if no FX rate could be found
      • fxRate

        default double fxRate​(CurrencyPair currencyPair)
        Gets the FX rate for the specified currency pair.

        The rate returned is the rate from the base currency to the counter currency as defined by this formula: (1 * baseCurrency = fxRate * counterCurrency).

        Parameters:
        currencyPair - the ordered currency pair defining the rate required
        Returns:
        the FX rate for the currency pair
        Throws:
        java.lang.RuntimeException - if no FX rate could be found