FastQuant.CurrencyConverterFX.Add C# (CSharp) Method

Add() public method

public Add ( Instrument instrument ) : void
instrument Instrument
return void
        public void Add(Instrument instrument)
        {
            if (instrument.CCY1 != 0 && instrument.CCY2 != 0)
            {
                if (this.mappings[instrument.CCY1] == null)
                    this.mappings[instrument.CCY1] = new IdArray<Instrument>(256);

                this.mappings[instrument.CCY1][instrument.CCY2] = instrument;
            }
        }