How best to calculate derived currency rate conversions using C#/LINQ?
- by chillitom
class FxRate {
string Base { get; set; }
string Target { get; set; }
double Rate { get; set; }
}
private IList<FxRate> rates = new List<FxRate> {
new FxRate {Base = "EUR", Target = "USD", Rate = 1.3668},
new FxRate {Base = "GBP", Target = "USD", Rate = 1.5039},
new FxRate {Base = "USD", Target = "CHF", Rate = 1.0694},
new FxRate {Base = "CHF", Target = "SEK", Rate = 8.12}
// ...
};
Given a large yet incomplete list of exchange rates where all currencies appear at least once (either as a target or base currency): What algorithm would I use to be able to derive rates for exchanges that aren't directly listed?
I'm looking for a general purpose algorithm of the form:
public double Rate(string baseCode, string targetCode, double currency)
{
return ...
}
In the example above a derived rate would be GBP-CHF or EUR-SEK (which would require using the conversions for EUR-USD, USD-CHF, CHF-SEK)
Whilst I know how to do the conversions by hand I'm looking for a tidy way (perhaps using LINQ) to perform these derived conversions perhaps involving multiple currency hops, what's the nicest way to go about this?
