Struct Exchange

pub struct Exchange {
    pub rates: HashMap<CurrencyPair, ExchangeRate>,
}

Exchange struct to hold exchange rates.

Fields

rates: HashMap<CurrencyPair, ExchangeRate>

Exchange rates hashmap. The key is a string of the form e.g. “USD_EUR”, and the value is an ExchangeRate struct. The key is generated from the from_currency and to_currency of the ExchangeRate.

Implementations

impl Exchange

pub fn new() -> Exchange

Create a new empty Exchange.

Example

use RustQuant::instruments::fx::exchange::Exchange;

let exchange = Exchange::new();

pub fn add_rate(&mut self, rate: ExchangeRate)

Adds a new ExchangeRate to the Exchange.

Example

use RustQuant::instruments::*;
use RustQuant::iso::*;

let mut exchange = Exchange::new();

let usd_to_eur = ExchangeRate::new(USD, EUR, 0.85); // USD to EUR
let eur_to_usd = ExchangeRate::new(EUR, USD, 1.18); // EUR to USD

exchange.add_rate(usd_to_eur);
exchange.add_rate(eur_to_usd);

pub fn get_rate( &self, from_currency: &Currency, to_currency: &Currency, ) -> Option<&ExchangeRate>

Retrieves an ExchangeRate from the Exchange.

Example

use RustQuant::instruments::*;

let mut exchange = Exchange::new();

let usd_to_eur = ExchangeRate::new(USD, EUR, 0.85); // USD to EUR
let eur_to_usd = ExchangeRate::new(EUR, USD, 1.18); // EUR to USD

exchange.add_rate(usd_to_eur);
exchange.add_rate(eur_to_usd);

let retrieved_usd_to_eur = exchange.get_rate(&USD, &EUR).expect("Rate not found");
assert_eq!(retrieved_usd_to_eur.rate, 0.85);

let retrieved_eur_to_usd = exchange.get_rate(&EUR, &USD).expect("Rate not found");
assert_eq!(retrieved_eur_to_usd.rate, 1.18);

pub fn convert(&self, money: Money, to_currency: Currency) -> Money

Convert money from one currency to another using the exchange rate in the Exchange. It panics if the conversion rate is not found or if the money’s currency doesn’t match with from_currency.

Example

use RustQuant::instruments::*;

let mut exchange = Exchange::new();

let usd_to_eur = ExchangeRate::new(USD, EUR, 0.85); // USD to EUR
let eur_to_usd = ExchangeRate::new(EUR, USD, 1.18); // EUR to USD

exchange.add_rate(usd_to_eur);
exchange.add_rate(eur_to_usd);

let usd_100 = Money::new(USD, 100.0); // 100 USD
let eur_85 = exchange.convert(usd_100, EUR); // Should be 85 EUR

assert_eq!(eur_85.currency, EUR);
assert_eq!(eur_85.amount, 85.0);

Trait Implementations

impl Clone for Exchange

fn clone(&self) -> Exchange

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Exchange

fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error>

Formats the value using the given formatter.

impl Default for Exchange

fn default() -> Exchange

Returns the “default value” for a type.