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Allow a currency pair to be converted to a set #1695

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merged 1 commit into from
May 21, 2018
Merged

Allow a currency pair to be converted to a set #1695

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14 changes: 14 additions & 0 deletions modules/basics/src/main/java/com/opengamma/strata/basics/currency/CurrencyPair.java
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Original file line number Diff line number Diff line change
Expand Up @@ -16,6 +16,7 @@
import org.joda.convert.ToString;

import com.google.common.collect.ImmutableMap;
import com.google.common.collect.ImmutableSet;
import com.opengamma.strata.collect.ArgChecker;

/**
Expand Down Expand Up @@ -292,6 +293,19 @@ public CurrencyPair toConventional() {
return isConventional() ? this : inverse();
}

/**
* Returns the set of currencies contains in the pair.
*
* @return the set of currencies, with iteration in conventional order
*/
public ImmutableSet<Currency> toSet() {
if (isConventional()) {
return ImmutableSet.of(base, counter);
} else {
return ImmutableSet.of(counter, base);
}
}

/**
* Gets the number of digits in the rate.
* <p>
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4 changes: 4 additions & 0 deletions modules/basics/src/test/java/com/opengamma/strata/basics/currency/CurrencyPairTest.java
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Original file line number Diff line number Diff line change
Expand Up @@ -26,6 +26,8 @@
import org.testng.annotations.DataProvider;
import org.testng.annotations.Test;

import com.google.common.collect.ImmutableSet;

/**
* Test {@link CurrencyPair}.
*/
Expand All @@ -46,6 +48,7 @@ public void test_of_CurrencyCurrency() {
assertEquals(test.getBase(), GBP);
assertEquals(test.getCounter(), USD);
assertEquals(test.isIdentity(), false);
assertEquals(test.toSet(), ImmutableSet.of(GBP, USD));
assertEquals(test.toString(), "GBP/USD");
}

Expand All @@ -54,6 +57,7 @@ public void test_of_CurrencyCurrency_reverseStandardOrder() {
assertEquals(test.getBase(), USD);
assertEquals(test.getCounter(), GBP);
assertEquals(test.isIdentity(), false);
assertEquals(test.toSet(), ImmutableSet.of(GBP, USD));
assertEquals(test.toString(), "USD/GBP");
}

Expand Down