Control FX more effectively (FxRateLookup) #1666
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Move `FxRateLookup` to strata-calc and extend `CakculationParameter` Change `CalculationTask` to use parameter Extend `CalculationParameters` to search parent interfaces
cjkent
approved these changes
Mar 21, 2018
| CalculationParameter.class.isAssignableFrom(iface) && | ||
| !parameters.containsKey(iface)) { | ||
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| aliases.put(iface.asSubclass(CalculationParameter.class), type); |
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This will fail if there are two values in parameters of different classes that both implement the same interface that is a subtype of CalculationParameter. It's ambiguous which one should be used so it should probably fail, but it might be nice to provide some explanation.
| } | ||
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| private LookupScenarioFxRateProvider(ScenarioMarketData marketData, FxRateLookup lookup) { | ||
| this.marketData = marketData; |
jodastephen
added a commit
that referenced
this pull request
Mar 22, 2018
* Control FX more effectively Move `FxRateLookup` to strata-calc and extend `CakculationParameter` Change `CalculationTask` to use parameter Extend `CalculationParameters` to search parent interfaces * Update from PR
jodastephen
changed the title
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Move
FxRateLookupto strata-calc and extendCakculationParameterChange
CalculationTaskto use parameterExtend
CalculationParametersto search parent interfacesThis is a backwards incompatible change, however serialized instances of
RatesMarketDataLookupwill deserialize fine. Fixing the incompatibility simply requires an organize imports.