ExchangeRateManager Class Reference

exchange-rate repository More...

#include <ql/currencies/exchangeratemanager.hpp>

Inheritance diagram for ExchangeRateManager:

Collaboration diagram for ExchangeRateManager:

Classes
struct	Entry

Public Member Functions
void	add (const ExchangeRate &, const Date &startDate=Date::minDate(), const Date &endDate=Date::maxDate())
	Add an exchange rate. More...
ExchangeRate	lookup (const Currency &source, const Currency &target, Date date=Date(), ExchangeRate::Type type=ExchangeRate::Derived) const
void	clear ()
	remove the added exchange rates More...
Public Member Functions inherited from Singleton< ExchangeRateManager >
	Singleton (const Singleton &)=delete
	Singleton (Singleton &&)=delete
Singleton &	operator= (const Singleton &)=delete
Singleton &	operator= (Singleton &&)=delete
	~Singleton ()=default

Private Types
typedef BigInteger	Key

Private Member Functions
	ExchangeRateManager ()
Key	hash (const Currency &, const Currency &) const
bool	hashes (Key, const Currency &) const
void	addKnownRates ()
ExchangeRate	directLookup (const Currency &source, const Currency &target, const Date &date) const
ExchangeRate	smartLookup (const Currency &source, const Currency &target, const Date &date, std::list< Integer > forbiddenCodes=std::list< Integer >()) const
const ExchangeRate *	fetch (const Currency &source, const Currency &target, const Date &date) const

Private Attributes
std::map< Key, std::list< Entry > >	data_

Friends
class	Singleton< ExchangeRateManager >

Additional Inherited Members
Static Public Member Functions inherited from Singleton< ExchangeRateManager >
static ExchangeRateManager &	instance ()
	access to the unique instance More...
Protected Member Functions inherited from Singleton< ExchangeRateManager >
	Singleton ()=default

Detailed Description

exchange-rate repository

Tests:

lookup of direct, triangulated, and derived exchange rates is tested.

Definition at line 41 of file exchangeratemanager.hpp.

Member Typedef Documentation

Key

typedef BigInteger Key

private

Definition at line 81 of file exchangeratemanager.hpp.

Constructor & Destructor Documentation

ExchangeRateManager()

ExchangeRateManager ( )

private

Definition at line 41 of file exchangeratemanager.cpp.

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Member Function Documentation

add()

void add	(	const ExchangeRate &	rate,
		const Date &	startDate = Date::minDate(),
		const Date &	endDate = Date::maxDate()
	)

Add 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.

Definition at line 45 of file exchangeratemanager.cpp.

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lookup()

ExchangeRate lookup	(	const Currency &	source,
		const Currency &	target,
		Date	date = Date(),
		ExchangeRate::Type	type = ExchangeRate::Derived
	)		const

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.

Definition at line 52 of file exchangeratemanager.cpp.

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clear()

void clear

(

)

remove the added exchange rates

Definition at line 84 of file exchangeratemanager.cpp.

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hash()

ExchangeRateManager::Key hash ( const Currency &  c1, const Currency &  c2  ) const

private

Definition at line 89 of file exchangeratemanager.cpp.

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hashes()

bool hashes ( ExchangeRateManager::Key  k, const Currency &  c  ) const

private

Definition at line 95 of file exchangeratemanager.cpp.

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addKnownRates()

void addKnownRates ( )

private

Definition at line 100 of file exchangeratemanager.cpp.

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directLookup()

ExchangeRate directLookup ( const Currency &  source, const Currency &  target, const Date &  date  ) const

private

Definition at line 137 of file exchangeratemanager.cpp.

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smartLookup()

ExchangeRate smartLookup ( const Currency &  source, const Currency &  target, const Date &  date, std::list< Integer >  forbiddenCodes = std::list<Integer>()  ) const

private

Definition at line 148 of file exchangeratemanager.cpp.

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fetch()

const ExchangeRate * fetch ( const Currency &  source, const Currency &  target, const Date &  date  ) const

private

Definition at line 194 of file exchangeratemanager.cpp.

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Friends And Related Function Documentation

Singleton< ExchangeRateManager >

friend class Singleton< ExchangeRateManager >

friend

Definition at line 1 of file exchangeratemanager.hpp.

Member Data Documentation

data_

std::map<Key, std::list<Entry> > data_

mutableprivate

Definition at line 82 of file exchangeratemanager.hpp.