/** * utility method to invert the ccypair and return a new instrument * eg for Currency Pair EUR/USD, returns USD/EUR * * WARN: inverse MAINTAINS the tradedCCY field * * @return */ public Currency inverse(){ Currency inverse = new Currency(this.rightCCY,this.leftCCY,this.nearTenor,this.farTenor); inverse.setTradedCCY(this.getTradedCCY()); return inverse; }
instrument.setTradedCCY(tradedCCY);
this.farTenor = null; this.setTradedCCY(baseCCY);