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Difficulty: Medium
Category: architecture & logic
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Topics: c++, graphs, bfs, trading systems, quantitative finance
In foreign exchange (FX) markets, currencies are traded in pairs, and missing direct exchange rates are often triangulated through intermediate currencies like the US Dollar (USD). Building robust pricing graphs to compute these cross rates is essential for accurate cross-currency pricing and identifying arbitrage opportunities. Task Implement an FXConverter class that calculates currency conversions given a set of spot exchange rates. The constructor receives historical rates as three arrays:
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