Package | Description |
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com.caplin.motif.fx.rates |
Classes and interfaces that relate to streaming FX rates.
|
Modifier and Type | Interface and Description |
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interface |
FwdQuote
A forward quote, which is comprised of one or more of a bid rate, ask rate and mid rate.
|
interface |
SalesFwdQuote
A forward quote, which is comprised of one or more of a bid rate, ask rate and mid rate.
|
interface |
SalesSpotQuote
A sales spot quote, which is comprised of one or more of a bid rate, ask rate and mid rate and the default margins.
|
interface |
SalesSwapFwdQuote
A forward quote, which is comprised of one or more of a bid rate, ask rate and mid rate.
|
interface |
SalesSwapLegQuote |
interface |
SalesSwapSpotQuote
A spot quote, which is comprised of one or more of a bid rate, ask rate and mid rate.
|
interface |
SpotQuote
A spot quote, which is comprised of one or more of a bid rate, ask rate and mid rate.
|
interface |
SwapFwdQuote
A forward quote intended to be used as one of the legs on a swap trade.
|
interface |
SwapLegQuote
Parent class for types of quote that can be used as part of a swap quote, specifically
SwapSpotQuote and SwapFwdQuote . |
interface |
SwapSpotQuote
A spot quote intended to be used as one of the legs on a swap trade.
|
Modifier and Type | Class and Description |
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class |
AbstractLegQuote
|
class |
AbstractSwapLegQuote |
static class |
SalesSpotQuoteBuilder.SalesSpotQuoteImpl |
Modifier and Type | Method and Description |
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abstract LegQuote |
QuoteBuilder.build() |
LegQuote |
SwapQuote.getFarQuote()
Returns the far leg quote
|
LegQuote |
SwapQuote.getNearQuote()
Returns the near leg quote
|
Modifier and Type | Method and Description |
---|---|
List<LegQuote> |
BlockQuote.getQuotes()
Returns the leg quotes
|
Modifier and Type | Method and Description |
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static String |
RatesCalculator.calculateAskSwapPips(LegQuote nearQuote,
LegQuote farQuote) |
static String |
RatesCalculator.calculateBidSwapPips(LegQuote nearQuote,
LegQuote farQuote) |
Constructor and Description |
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AbstractSalesSwapLegQuote(LegQuote legQuote) |
Constructor and Description |
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BlockQuote(BlockTradeNetInfo netInfo,
List<LegQuote> quotes,
BlockTrade blockTrade)
Constructs a BlockQuote with the specified quotes, and adds netted legs to the original ones
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