Class
caplin.fx.services

BusinessDateService

The interface represents a service that retrieves FX business date information. The implementors of this interface should allow for listeners to be added so that if a day roll occurs, they can be notified of changing business dates.

Note that this interface supports asynchronous calls for business dates via callbacks, but if this is not required, the implementor can immediately invoke the callback with the required information.

Constructor Summary

Attributes Name and Description
caplin.fx.services.BusinessDateService()

Method Summary

Attributes Name and Description
void addSettlementDatesListener(String sInstrument, Array pTenors, Function fCallback)

Adds a listener to listen to settlement date changes for a set of tenors.

void addTenorListener(String sInstrument, String sSettlementDate, Function fCallback)

Adds a listener for changes to a tenor for the specified settlement date.

void addTradeDateListener(String sInstrument, fCallback)

Adds a listener to listen for trade date changes.

void addTransactionDateListener(String sInstrument, fCallback)

Adds a listener to listen for transaction date changes.

void getSettlementCalendar(String sInstrument, String sYear, String sMonth, Function fCallback)

Retrieves settlement calendar information for the specified instrument, year and month.

void isValidBusinessDate(String sInstrument, Date sDate, Function fCallback)

Checks to see if the specified instrument can be settled on the specified settlement date.

void removeSettlementDatesListener(Function fCallback)

Removes a listener that was previously listening for settlement date changes.

void removeTenorListener(Function fCallback)

Removes a listener that was previously listening for tenor changes.

void removeTradeDateListener(Function fCallback)

Removes a listener that was previously listening for trade date changes.

void removeTransactionDateListener(Function fCallback)

Removes a listener that was previously listening for transaction date changes.

Constructor Detail

caplin.fx.services.BusinessDateService()

Method Detail

void addSettlementDatesListener(String sInstrument, Array pTenors, Function fCallback)

Adds a listener to listen to settlement date changes for a set of tenors.

Parameters
String sInstrument The instrument for the wanted settlement dates.
Array pTenors The list of tenors for the wanted settlement dates.
Function fCallback The function to call back when the settlement dates are known. function arguments: sInstrument The instrument for the requested settlement dates mSettlementDates The map of tenor keys -> settlement dates values.
See
#removeSettlementDatesListener()

void addTenorListener(String sInstrument, String sSettlementDate, Function fCallback)

Adds a listener for changes to a tenor for the specified settlement date. If there is no corresponding tenor, the method should callback with a value of "broken".

Parameters
String sInstrument The instrument for the wanted tenor.
String sSettlementDate The settlement date for the wanted tenor, in the format yyyymmdd.
Function fCallback The function to call back when the tenor is known. function arguments: sInstrument The instrument for the requested tenor. sTenor The tenor or "broken".
See
removeTenorListener

void addTradeDateListener(String sInstrument, fCallback)

Adds a listener to listen for trade date changes. If there is a date roll, the listener should be informed with the new trade date.

Parameters
String sInstrument The instrument for the submitted trade.
fCallback
See
#removeTradeDateListener()

void addTransactionDateListener(String sInstrument, fCallback)

Adds a listener to listen for transaction date changes. If there is a date roll, the listener should be informed with the new transaction date.

Parameters
String sInstrument The instrument for the submitted trade.
fCallback
See
#removeTransactionDateListener()

void getSettlementCalendar(String sInstrument, String sYear, String sMonth, Function fCallback)

Retrieves settlement calendar information for the specified instrument, year and month.

Parameters
String sInstrument The instrument to get the settlement calendar information for.
String sYear The year for the wanted calendar information, in the format yyyy.
String sMonth The month for the wanted calendar information, in the format mm.
Function fCallback The callback function that will be called with the calendar information function arguments: sInstrument The instrument the calendar information is for sYear The year the information is for sMonth The month the information is for pDates A list of valid settlement dates

void isValidBusinessDate(String sInstrument, Date sDate, Function fCallback)

Checks to see if the specified instrument can be settled on the specified settlement date.

Parameters
String sInstrument The instrument to check the date for.
Date sDate the settlement date to check to see if the instrument can be settled on.
Function fCallback The function to callback with the validity of the settlement date. function arguments: sInstrument The instrument to check the settlement date for sSettlementDate The settlement Date that this request was for. bValid True if the instrument can be settled on the date, false otherwise.

void removeSettlementDatesListener(Function fCallback)

Removes a listener that was previously listening for settlement date changes.

Parameters
Function fCallback The function previously listening to callback changes.
See
#addSettlementDatesListener()

void removeTenorListener(Function fCallback)

Removes a listener that was previously listening for tenor changes.

Parameters
Function fCallback The function previously listening to callback changes.
See
#addSettlementDatesListener()

void removeTradeDateListener(Function fCallback)

Removes a listener that was previously listening for trade date changes.

Parameters
Function fCallback The function previously listening to callback changes.
See
#addTradeDateListener()

void removeTransactionDateListener(Function fCallback)

Removes a listener that was previously listening for transaction date changes.

Parameters
Function fCallback The function previously listening to callback changes.
See
#addTransactionDateListener()