public interface SwapLegQuote extends LegQuote
Parent class for types of quote that can be used as part of a swap quote, specifically
SwapSpotQuote
and SwapFwdQuote
.
To create a spot quote for a swap use the SwapSpotQuoteBuilder
by
calling the SwapSpotQuoteBuilder.createNearLegBuilder()
or SwapSpotQuoteBuilder.createFarLegBuilder()
methods.
To create a forward quote for a swap use the SwapFwdQuoteBuilder
by
calling the SwapFwdQuoteBuilder.createNearLegBuilder()
or SwapFwdQuoteBuilder.createFarLegBuilder()
methods.
SwapSpotQuote
,
SwapFwdQuote
addField, getAskPips, getAskQuoteID, getAskRate, getBidPips, getBidQuoteID, getBidRate, getMidQuoteID, getMidRate, getNumberOfFractionalPoints, getPrecision, getRiskDate, getRiskTenor, getSettlementDate, getTenor, setMidRate
getQuoteFields
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