public class SwapSpotQuoteBuilder extends QuoteBuilder<SwapSpotQuoteBuilder>
SwapSpotQuote
interface.
This should be used as part of creating a SwapQuote
allInRateDps, allInRoundingMode, fields, isAskIndicative, isBidIndicative, legFields, midQuoteId, midRate, numberOfFractionalPoints, precision, riskDate, riskTenor, settlementDate, spotRateDps, spotRateRoundingMode, tenor
Modifier and Type | Method and Description |
---|---|
SwapSpotQuoteBuilder |
askRate(String askSpotRate)
Sets the ask rate for the quote.
|
SwapSpotQuoteBuilder |
bidRate(String bidSpotRate)
Sets the bid rate for the quote.
|
SwapSpotQuote |
build()
Builds the quote.
|
static SwapSpotQuoteBuilder |
createFarLegBuilder()
Creates a SwapSpotQuoteBuilder to be used for constructing SwapSpotQuote
that is for the FAR leg.
|
static SwapSpotQuoteBuilder |
createNearLegBuilder()
Creates a SwapSpotQuoteBuilder to be used for constructing SwapSpotQuote
that is for the NEAR leg.
|
addField, addLegField, allInRateDps, askIndicative, bidIndicative, indicative, midRate, midRate, numberOfFractionalPoints, precision, riskDate, riskTenor, settlementDate, spotRateDps, tenor
public SwapSpotQuoteBuilder bidRate(String bidSpotRate)
SpotQuoteBuilder.bidRate(String, String)
, this method does
not require a quote ID. The bid/ask and ask/bid quote IDs are set on the SwapQuote
object itself.bidSpotRate
- The spot bid rate.public SwapSpotQuoteBuilder askRate(String askSpotRate)
SpotQuoteBuilder.askRate(String, String)
, this method does
not require a quote ID. The bid/ask and ask/bid quote IDs are set on the SwapQuote
object itself.askSpotRate
- The spot ask rate.public SwapSpotQuote build() throws IllegalStateException
build
in class QuoteBuilder<SwapSpotQuoteBuilder>
IllegalStateException
public static SwapSpotQuoteBuilder createNearLegBuilder()
public static SwapSpotQuoteBuilder createFarLegBuilder()
Copyright © 2015 Caplin Systems.