All Known Implementing Classes:

FXRates
```
public interface IFXRates
```
Interface for retrieving FX rates. Used by the postprocessors in the core; implemented in the reference implementation (or project).

Method Summary

All Methods Instance Methods Abstract Methods Default Methods
Modifier and Type	Method	Description
`Map<String,com.qfs.vector.IVector>`	`getDetailedMarketShift(com.qfs.store.IDatastoreVersion datastore, LocalDate asOfDate, String baseCcy, String counterCcy, com.quartetfs.biz.pivot.IActivePivot activePivot, List<Object> leafCoordinates, String marketDataSet, String scenarioSet)`	Retrieve the FX market shifts between two currencies.
`com.qfs.vector.IVector`	`getMarketShift(com.qfs.store.IDatastoreVersion datastore, LocalDate asOfDate, String baseCcy, String counterCcy, com.quartetfs.biz.pivot.IActivePivot activePivot, List<Object> leafCoordinates, String marketDataSet, String scenarioSet)`	Retrieve the FX market shifts between two currencies.
`Double`	`getSpotFXRate(com.qfs.store.IDatastoreVersion datastore, LocalDate asOfDate, String baseCcy, String counterCcy, com.quartetfs.biz.pivot.IActivePivot activePivot, List<Object> leafCoordinates, String marketDataSet)`	Retrieve the spot FX rate between two currencies.
`default Double`	`getSpotFXRateWithErrorHandling(com.qfs.store.IDatastoreVersion datastore, LocalDate asOfDate, String baseCcy, String counterCcy, com.quartetfs.biz.pivot.IActivePivot activePivot, List<Object> leafCoordinates, String marketDataSet)`	Retrieve the spot FX rate between two currencies with error handling.

Method Detail

getSpotFXRate

Double getSpotFXRate(com.qfs.store.IDatastoreVersion datastore,
                     LocalDate asOfDate,
                     String baseCcy,
                     String counterCcy,
                     com.quartetfs.biz.pivot.IActivePivot activePivot,
                     List<Object> leafCoordinates,
                     String marketDataSet)

Retrieve the spot FX rate between two currencies.

Parameters:: datastore - The datastore version to get the FX Rates from; asOfDate - AsOf Date; baseCcy - base currency (USD for the USD/EUR rate); counterCcy - quote currency (EUR for the USD/EUR rate); activePivot - ActivePivot instance; leafCoordinates - Coordinates extracted from additional FX Rates Level Info; marketDataSet - Set of fx rates to use
Returns:: FX rate between those two currencies, or null if no rate found.

getSpotFXRateWithErrorHandling

default Double getSpotFXRateWithErrorHandling(com.qfs.store.IDatastoreVersion datastore,
                                              LocalDate asOfDate,
                                              String baseCcy,
                                              String counterCcy,
                                              com.quartetfs.biz.pivot.IActivePivot activePivot,
                                              List<Object> leafCoordinates,
                                              String marketDataSet)

Retrieve the spot FX rate between two currencies with error handling.

Parameters:: datastore - The datastore version to get the FX Rates from; asOfDate - AsOf Date; baseCcy - base currency (USD for the USD/EUR rate); counterCcy - quote currency (EUR for the USD/EUR rate); activePivot - ActivePivot instance; leafCoordinates - Coordinates extracted from additional FX Rates Level Info; marketDataSet - Set of fx rates to use
Returns:: FX rate between those two currencies, or exception if no rate found.

getMarketShift

com.qfs.vector.IVector getMarketShift(com.qfs.store.IDatastoreVersion datastore,
                                      LocalDate asOfDate,
                                      String baseCcy,
                                      String counterCcy,
                                      com.quartetfs.biz.pivot.IActivePivot activePivot,
                                      List<Object> leafCoordinates,
                                      String marketDataSet,
                                      String scenarioSet)

Retrieve the FX market shifts between two currencies. The shifted FX rate = (marketShift + 1) * fxRate

Parameters:: datastore - The datastore version to get the FX Rates from; asOfDate - AsOf Date; baseCcy - base currency (USD for the USD/EUR rate); counterCcy - quote currency (EUR for the USD/EUR rate); activePivot - ActivePivot instance; leafCoordinates - Coordinates extracted from additional FX Rates Level Info; marketDataSet - Set of fx rates to use; scenarioSet - The VaR scenarios that the vector must match
Returns:: FX market shifts between those two currencies, or null if no rate found.

getDetailedMarketShift

Map<String,com.qfs.vector.IVector> getDetailedMarketShift(com.qfs.store.IDatastoreVersion datastore,
                                                                LocalDate asOfDate,
                                                                String baseCcy,
                                                                String counterCcy,
                                                                com.quartetfs.biz.pivot.IActivePivot activePivot,
                                                                List<Object> leafCoordinates,
                                                                String marketDataSet,
                                                                String scenarioSet)