com.caplin.motif.fx.rates

Class SwapFwdQuoteBuilder

java.lang.Object

com.caplin.motif.fx.rates.QuoteBuilder<SwapFwdQuoteBuilder>

com.caplin.motif.fx.rates.SwapFwdQuoteBuilder

public class SwapFwdQuoteBuilder
extends QuoteBuilder<SwapFwdQuoteBuilder>

A builder class for creating concrete instances of the SwapFwdQuote interface. This should be used as part of creating a SwapQuote

Field Summary

Fields inherited from class com.caplin.motif.fx.rates.QuoteBuilder

allInRateDps, allInRoundingMode, fields, isAskIndicative, isBidIndicative, legFields, midQuoteId, midRate, numberOfFractionalPoints, precision, riskDate, riskTenor, settlementDate, spotRateDps, spotRateRoundingMode, tenor

Method Summary

Modifier and Type	Method and Description
SwapFwdQuoteBuilder	askFwdPoints(String askFwdPoints) For forward quotes this field contains the raw amount to add to the SPOT rate in order to produce the forward all-in rate, i.e this field contains the forward points specified as a normal decimal number rather than in pips.
SwapFwdQuoteBuilder	askRate(String askSpotRate, String askAllInRate, String askFwdPips) Sets the ask rate for the quote.
SwapFwdQuoteBuilder	bidFwdPoints(String bidFwdPoints) For forward quotes this field contains the raw amount to add to the SPOT rate in order to produce the forward all-in rate, i.e this field contains the forward points specified as a normal decimal number rather than in pips.
SwapFwdQuoteBuilder	bidRate(String bidSpotRate, String bidAllInRate, String bidFwdPips) Sets the bid rate for the quote.
SwapFwdQuote	build() Builds the quote.
static SwapFwdQuoteBuilder	createFarLegBuilder() Creates a SwapFwdQuoteBuilder to be used for constructing a SwapFwdQuote.
static SwapFwdQuoteBuilder	createNearLegBuilder() Creates a SwapFwdQuoteBuilder to be used for constructing a SwapFwdQuote.

Methods inherited from class com.caplin.motif.fx.rates.QuoteBuilder

addField, addLegField, allInRateDps, askIndicative, bidIndicative, indicative, midRate, midRate, numberOfFractionalPoints, precision, riskDate, riskTenor, settlementDate, spotRateDps, tenor

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

bidRate

public SwapFwdQuoteBuilder bidRate(String bidSpotRate,
                                   String bidAllInRate,
                                   String bidFwdPips)

Sets the bid rate for the quote. Unlike the equivalent method for stand-alone forward quotes FwdQuoteBuilder.bidRate(String, String, 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.

Parameters:

bidSpotRate - The spot bid rate that the forward rate was derived from.

bidAllInRate - The all in bid rate, i.e the spot rate plus the forward points.

bidFwdPips - The forward pips in the format 10.00 (as opposed to the points 0.00010).

Returns:

The builder.

bidFwdPoints

public SwapFwdQuoteBuilder bidFwdPoints(String bidFwdPoints)

For forward quotes this field contains the raw amount to add to the SPOT rate in order to produce the forward all-in rate, i.e this field contains the forward points specified as a normal decimal number rather than in pips.

Parameters:

bidFwdPoints - The bid fwd points

Returns:

The builder.

askRate

public SwapFwdQuoteBuilder askRate(String askSpotRate,
                                   String askAllInRate,
                                   String askFwdPips)

Sets the ask rate for the quote. Unlike the equivalent method for stand-alone forward quotes FwdQuoteBuilder.askRate(String, String, 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.

Parameters:

askSpotRate - The spot ask rate that the forward rate was derived from.

askAllInRate - The all in ask rate, i.e the spot rate plus the forward points.

askFwdPips - The forward pips in the format 10.00 (as opposed to the points 0.00010).

Returns:

The builder.

askFwdPoints

public SwapFwdQuoteBuilder askFwdPoints(String askFwdPoints)

For forward quotes this field contains the raw amount to add to the SPOT rate in order to produce the forward all-in rate, i.e this field contains the forward points specified as a normal decimal number rather than in pips.

Parameters:

askFwdPoints - The ask fwd points

Returns:

The builder.

build

public SwapFwdQuote build()
                   throws IllegalStateException

Builds the quote.

Specified by:

build in class QuoteBuilder<SwapFwdQuoteBuilder>

Returns:

A SwapFwdQuote.

Throws:

IllegalStateException

createNearLegBuilder

public static SwapFwdQuoteBuilder createNearLegBuilder()

Creates a SwapFwdQuoteBuilder to be used for constructing a SwapFwdQuote.

Returns:

A SwapFwdQuoteBuilder.

createFarLegBuilder

public static SwapFwdQuoteBuilder createFarLegBuilder()

Creates a SwapFwdQuoteBuilder to be used for constructing a SwapFwdQuote.

Returns:

A SwapFwdQuoteBuilder.