FxRateScenarioArray (OpenGamma Strata Data)

java.lang.Object
- com.opengamma.strata.data.scenario.FxRateScenarioArray

All Implemented Interfaces:

ScenarioArray<FxRate>, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class FxRateScenarioArray
extends Object
implements ScenarioArray<FxRate>, org.joda.beans.ImmutableBean, Serializable
```
A set of FX rates between two currencies containing rates for multiple scenarios.
This represents rates of foreign exchange. The rate 'EUR/USD 1.25' consists of three elements - the base currency 'EUR', the counter currency 'USD' and the rate '1.25'. When performing a conversion a rate of '1.25' means that '1 EUR = 1.25 USD'.
The FxRate class represents a single rate for a currency pair. This class is intended as an efficient way of storing multiple rates for the same currency pair for use in multiple scenarios.

See Also:

FxRate, Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class FxRateScenarioArray.Meta
The meta-bean for FxRateScenarioArray.

Nested Classes
Modifier and Type	Class and Description
`static class`	`FxRateScenarioArray.Meta` The meta-bean for `FxRateScenarioArray`.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`DoubleArray`	`convert(DoubleArray amounts, Currency fromCurrency, Currency toCurrency)` Converts an amount in a currency to an amount in a different currency using this rate.
`FxRateScenarioArray`	`crossRates(FxRateScenarioArray other)` Derives a set of FX rates from these rates and another set of rates.
`boolean`	`equals(Object obj)`
`double`	`fxRate(Currency baseCurrency, Currency counterCurrency, int scenarioIndex)` Returns the FX rate for the specified currency pair and scenario index.
`FxRate`	`get(int scenarioIndex)` Returns the FX rate for a scenario.
`CurrencyPair`	`getPair()` Gets the currency pair.
`int`	`getScenarioCount()` Gets the number of scenarios.
`int`	`hashCode()`
`static FxRateScenarioArray.Meta`	`meta()` The meta-bean for `FxRateScenarioArray`.
`FxRateScenarioArray.Meta`	`metaBean()`
`static FxRateScenarioArray`	`of(Currency base, Currency counter, DoubleArray rates)` Returns an array of FX rates for a currency pair.
`static FxRateScenarioArray`	`of(CurrencyPair currencyPair, DoubleArray rates)` Returns an array of FX rates for a currency pair.
`Stream<FxRate>`	`stream()` Returns a stream of the values.
`String`	`toString()`

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.data.scenario.ScenarioArray
of, of, of, ofSingleValue

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

- Method Detail
  - of
```
public static FxRateScenarioArray of(CurrencyPair currencyPair,
                                     DoubleArray rates)
```
    Returns an array of FX rates for a currency pair.
    The rates are the rates from the base currency to the counter currency as defined by this formula: (1 * baseCurrency = fxRate * counterCurrency).
    
    Parameters:
    
    currencyPair - the currency pair
    
    rates - the FX rates for the currency pair
    
    Returns:
    
    an array of FX rates for a currency pair
  - of
```
public static FxRateScenarioArray of(Currency base,
                                     Currency counter,
                                     DoubleArray rates)
```
    Returns an array of FX rates for a currency pair.
    The rates are the rates from the base currency to the counter currency as defined by this formula: (1 * baseCurrency = fxRate * counterCurrency).
    
    Parameters:
    
    base - the base currency of the pair
    
    counter - the counter currency of the pair
    
    rates - the FX rates for the currency pair
    
    Returns:
    
    an array of FX rates for a currency pair
  - getScenarioCount
```
public int getScenarioCount()
```
    Description copied from interface: ScenarioArray
    
    Gets the number of scenarios.
    
    Specified by:
    
    getScenarioCount in interface ScenarioArray<FxRate>
    
    Returns:
    
    the number of scenarios
  - get
```
public FxRate get(int scenarioIndex)
```
    Returns the FX rate for a scenario.
    
    Specified by:
    
    get in interface ScenarioArray<FxRate>
    
    Parameters:
    
    scenarioIndex - the index of the scenario
    
    Returns:
    
    the FX rate for the specified scenario
    
    Throws:
    
    IndexOutOfBoundsException - if the index is invalid
  - stream
```
public Stream<FxRate> stream()
```
    Description copied from interface: ScenarioArray
    
    Returns a stream of the values.
    The stream will return the value for each scenario.
    
    Specified by:
    
    stream in interface ScenarioArray<FxRate>
    
    Returns:
    
    a stream of the values
  - fxRate
```
public double fxRate(Currency baseCurrency,
                     Currency counterCurrency,
                     int scenarioIndex)
```
    Returns the FX rate for the specified currency pair and scenario index.
    The rate returned is the rate from the base currency to the counter currency as defined by this formula: (1 * baseCurrency = fxRate * counterCurrency).
    This will return the rate or inverse rate, or 1 if the two input currencies are the same.
    This method is more efficient than get(int) as it doesn't create an instance of FxRate for every invocation.
    
    Parameters:
    
    baseCurrency - the base currency, to convert from
    
    counterCurrency - the counter currency, to convert to
    
    scenarioIndex - the index of the scenario for which rates are required
    
    Returns:
    
    the FX rate for the currency pair
    
    Throws:
    
    IllegalArgumentException - if no FX rate could be found
  - convert
```
public DoubleArray convert(DoubleArray amounts,
                           Currency fromCurrency,
                           Currency toCurrency)
```
    Converts an amount in a currency to an amount in a different currency using this rate.
    The from and to currencies must be the same as this rate.
    
    Parameters:
    
    amounts - the amounts in fromCurrency to convert
    
    fromCurrency - the currency of the amounts
    
    toCurrency - the currency into which the amount should be converted
    
    Returns:
    
    the amount converted into toCurrency
    
    Throws:
    
    IllegalArgumentException - if one or both input currencies are not in part of this rate
  - crossRates
```
public FxRateScenarioArray crossRates(FxRateScenarioArray other)
```
    Derives a set of FX rates from these rates and another set of rates.
    For example, given rates for EUR/GBP and EUR/CHF it is possible to derive rates for GBP/CHF.
    There must be exactly one currency in common between the two currency pairs and each pair must contain two different currencies. The other rates must have the same scenario count as these rates.
    The returned object contains rates for converting between the two currencies which only appear in one set of rates.
    
    Parameters:
    
    other - the other rates
    
    Returns:
    
    a set of FX rates derived from these rates and the other rates
  - meta
```
public static FxRateScenarioArray.Meta meta()
```
    The meta-bean for FxRateScenarioArray.
    
    Returns:
    
    the meta-bean, not null
  - metaBean
```
public FxRateScenarioArray.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getPair
```
public CurrencyPair getPair()
```
    Gets the currency pair. The pair is formed of two parts, the base and the counter. In the pair 'AAA/BBB' the base is 'AAA' and the counter is 'BBB'.
    
    Returns:
    
    the value of the property, not null
  - equals
```
public boolean equals(Object obj)
```
    Overrides:
    
    equals in class Object
  - hashCode
```
public int hashCode()
```
    Overrides:
    
    hashCode in class Object
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class FxRateScenarioArray

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface com.opengamma.strata.data.scenario.ScenarioArray

Methods inherited from interface org.joda.beans.Bean

Method Detail

of

of

getScenarioCount

get

stream

fxRate

convert

crossRates

meta

metaBean

getPair

equals

hashCode

toString