FactSet.SDK.ForeignExchangeRate 1.0.8

Foreign Exchange Rate client library for .NET

Foreign Exchange Rates API in which retrieves Spots and Forwards for a given currency pair and date range. <p>Spots and Forwards rates are sourced from W/M Reuters.The WM Company calculates daily standardized spot rates for global foreign exchange transactions, using rates provided by Reuters. These rates are recognized globally as the standard by banks, fund managers, and index compilers; increasingly these rates are also being used for benchmark currency trading. In 1994, WM Company began calculating closing spot rates. Closing spot rates provide a standard set of currency rates so that portfolio valuations can be compared to each other and their performances measured against benchmarks, without having discrepancies caused by exchange rates. Closing spot rates are recorded at 16:00 GMT.</p>

This .NET package is automatically generated by the OpenAPI Generator project:

• API version: 1.0.0
• Package version: 1.0.8
• Build package: com.factset.sdk.codegen.FactSetCSharpNetCoreClientCodegen

Requirements

• .NET Standard >= 2.0

Installation

.NET CLI

dotnet add package FactSet.SDK.Utils
dotnet add package FactSet.SDK.ForeignExchangeRate -v 1.0.8

NuGet

nuget install FactSet.SDK.Utils
nuget install FactSet.SDK.ForeignExchangeRate -Version 1.0.8

Usage

1. Generate authentication credentials.
2. Setup .NET Standard 2.0 compatible environment.
3. Install dependencies.
4. Run the following:

[!IMPORTANT] The parameter variables defined below are just examples and may potentially contain non valid values. Please replace them with valid values.

Example Code

using System;
using System.Threading.Tasks;
using FactSet.SDK.Utils.Authentication;
using FactSet.SDK.ForeignExchangeRate.Api;
using FactSet.SDK.ForeignExchangeRate.Client;
using FactSet.SDK.ForeignExchangeRate.Model;

namespace Example
{
    public static class GetFXForwardsExample
    {
        public static async Task Main()
        {
            var config = new FactSet.SDK.ForeignExchangeRate.Client.Configuration();

            // Examples for each supported authentication method are below,
            // choose one that satisfies your use case.

            /* (Preferred) OAuth 2.0: FactSetOAuth2 */
            // See https://github.com/FactSet/enterprise-sdk#oauth-20
            // for information on how to create the app-config.json file
            //
            // The confidential client instance should be reused in production environments.
            // See https://github.com/FactSet/enterprise-sdk-utils-dotnet#authentication
            // for more information on using the ConfidentialClient class
            ConfidentialClient confidentialClient = await ConfidentialClient.CreateAsync("/path/to/app-config.json");
            config.OAuth2Client = confidentialClient;

            /* Basic authentication: FactSetApiKey */
            // See https://github.com/FactSet/enterprise-sdk#api-key
            // for information how to create an API key
            // config.Username = "USERNAME-SERIAL";
            // config.Password = "API-KEY";

            var apiInstance = new ForwardsApi(config);
            var ids = new List<string>(); // List<string> | The currency pair requested in the format of a ISO {source}{target}. For a complete list of ISO currencies, please visit [OA 1470](https://my.apps.factset.com/oa/pages/1470)
            var forwardPeriod = "ON";  // string | Bid, offer, and mid rates are available for the following 11 time periods.  * ON - Overnight  * TN - Tomorrow Next  * SW - One Week (Spot Week)  * 1M - One Month  * 2M - Two Months  * 3M - Three Months  * 6M - Six Months  * 9M - Nine Months  * 1Y - One Year  * 2Y - Two Years  * 5Y - Five Years  (optional)  (default to 1M)
            var startDate = "2019-01-01";  // string | The start date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to latest available.  (optional) 
            var endDate = "2019-12-31";  // string | The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to latest available.  (optional) 
            var frequency = "D";  // string | Controls the display frequency of the data returned.   * **D** = Daily   * **W** = Weekly, based on the last day of the week of the start date.   * **M** = Monthly, based on the last trading day of the month.   * **AM** = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.).    * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December).   * **AY** = Actual Annual, based on the start date.   * **CY** = Calendar Annual, based on the last trading day of the calendar year.  (optional)  (default to D)

            try
            {
                // Gets Forwards for a list of currency pairs
                ForwardsResponse result = apiInstance.GetFXForwards(ids, forwardPeriod, startDate, endDate, frequency);
                Console.WriteLine(result.ToJson());
            }
            catch (ApiException e)
            {
                Console.WriteLine("Exception when calling ForwardsApi.GetFXForwards: " + e.Message );
                Console.WriteLine("Status Code: "+ e.ErrorCode);
                Console.WriteLine(e.StackTrace);
            }
        }
    }
}

Using a Proxy

To use the API client with a HTTP proxy, setup a System.Net.WebProxy

Configuration c = new Configuration();
System.Net.WebProxy webProxy = new System.Net.WebProxy("http://myProxyUrl:80/");
webProxy.Credentials = System.Net.CredentialCache.DefaultCredentials;
c.Proxy = webProxy;

Documentation for API Endpoints

All URIs are relative to https://api.factset.com/content

Documentation for Models

• Model.ErrorResponse
• Model.ErrorResponseSubErrors
• Model.Forward
• Model.ForwardPeriod
• Model.ForwardsRequest
• Model.ForwardsResponse
• Model.Frequency
• Model.Spot
• Model.SpotsRequest
• Model.SpotsResponse

Documentation for Authorization

FactSetApiKey

• Type: HTTP basic authentication

FactSetOAuth2

• Type: OAuth
• Flow: application
• Authorization URL:
• Scopes: N/A

Contributing

Please refer to the contributing guide.

Copyright

Copyright 2022 FactSet Research Systems Inc

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.