@Override
public Optional<Currency> defaultReportingCurrency(FxSwapTrade target) {
Currency base = target.getProduct().getNearLeg().getBaseCurrencyAmount().getCurrency();
Currency counter = target.getProduct().getNearLeg().getCounterCurrencyAmount().getCurrency();
CurrencyPair marketConventionPair = CurrencyPair.of(base, counter).toConventional();
return Optional.of(marketConventionPair.getBase());
}
/**
* Gets the currency counter to the reference currency.
*
* <p>The currency pair contains two currencies. One is the reference currency. This method
* returns the other.
*
* @return the counter currency
*/
public Currency getReferenceCounterCurrency() {
boolean inverse = referenceCurrency.equals(currencyPair.getBase());
return inverse ? currencyPair.getCounter() : currencyPair.getBase();
}
/**
* Gets the FX rate for the specified currency pair on the valuation date.
*
* <p>The rate returned is the rate from the base currency to the counter currency as defined by
* this formula: {@code (1 * baseCurrency = fxRate * counterCurrency)}.
*
* @param currencyPair the ordered currency pair defining the rate required
* @return the current FX rate for the currency pair
* @throws IllegalArgumentException if the rate is not available
*/
@Override
public default double fxRate(CurrencyPair currencyPair) {
return fxRate(currencyPair.getBase(), currencyPair.getCounter());
}
