Package com.opengamma.strata.basics.currency

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 Summary

Modifier and Type	Method	Description
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.
default Decimal	convert(Decimal amount, Currency fromCurrency, Currency toCurrency)	Converts an amount in a currency to an amount in a different currency using this rate.
default double	fxRate(CurrencyPair currencyPair)	Gets the FX rate for the specified currency pair.
double	fxRate(Currency baseCurrency, Currency counterCurrency)	Gets the FX rate for the specified currency pair.
static FxRateProvider	lazy(Supplier<FxRateProvider> target)	Returns an FxRateProvider that delays fetching its underlying provider until actually necessary.
static FxRateProvider	minimal()	Returns a provider that provides minimal behavior.
static FxRateProvider	noConversion()	Returns a provider that always throws an exception.

Method Detail

lazy

static FxRateProvider lazy(Supplier<FxRateProvider> target)

Returns an FxRateProvider that delays fetching its underlying provider until actually necessary.

This is typically useful where you may need a MarketDataFxRateProvider but want to delay loading market data to construct the provider until you are sure you actually do need it.

Parameters:

target - the supplier of the underlying provider

Returns:

the provider

noConversion

static FxRateProvider noConversion()

Returns a provider that always throws an exception.

The provider will always throw an exception, even if the two currencies are the same.

Returns:

the provider

minimal

static FxRateProvider minimal()

Returns a provider that provides minimal behavior.

This provider returns a rate or 1 when the two currencies are the same. When the two currencies differ an exception will be thrown.

Returns:

the provider

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:

IllegalArgumentException - if either of the currencies aren't included in the currency pair of this rate

convert

default Decimal convert(Decimal 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:

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:

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:

RuntimeException - if no FX rate could be found