Package com.caplin.motif.fx.rates

Classes and interfaces that relate to streaming FX rates.

See: Description

Interface Summary

Interface	Description
FwdQuote	A forward quote, which is comprised of one or more of a bid rate, ask rate and mid rate.
FXQuote	The base interface for sendable Quotes for both streaming ESP rates and RFS Quotes.
FXQuotePublisher	The publisher able to send ESP Quotes.
LegQuote
SalesFwdQuote	A forward quote, which is comprised of one or more of a bid rate, ask rate and mid rate.
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.
SalesSwapFields
SalesSwapFwdQuote	A forward quote, which is comprised of one or more of a bid rate, ask rate and mid rate.
SalesSwapLegQuote
SalesSwapSpotQuote	A spot quote, which is comprised of one or more of a bid rate, ask rate and mid rate.
SpotQuote	A spot quote, which is comprised of one or more of a bid rate, ask rate and mid rate.
SwapFields
SwapFwdQuote	A forward quote intended to be used as one of the legs on a swap trade.
SwapLegQuote	Parent class for types of quote that can be used as part of a swap quote, specifically SwapSpotQuote and SwapFwdQuote.
SwapSpotQuote	A spot quote intended to be used as one of the legs on a swap trade.

Class Summary

Class	Description
AbstractLegQuote	Base class that provides functionality common to SpotQuote, FwdQuote and SwapLegQuote.
AbstractRate	Can't make private as mockito requires this parent class to be public
AbstractSalesSwapLegQuote	Parent class for types of quote that can be used as part of a swap quote, specifically SalesSwapSpotQuote and SalesSwapFwdQuote.
AbstractSubjectInfo	Abstract parent class that provides an implementation of SubjectInfo with common functions shared by the subclasses FXSubjectInfo and MetalSubjectInfo.
AbstractSubjectParser<T extends AbstractSubjectInfo>	Abstract parent class that provides an implementation of SubjectParser with common functions shared by the subclasses FXSubjectParser and MetalSubjectParser.
AbstractSwapLegQuote
AskRate	Represents the ask side of a Quote for either a SPOT or a FORWARD rate.
BidRate	Represents the bid side of a Quote for either a SPOT or a FORWARD rate.
BlockQuote	Represents a Block Quote which is generally comprised of many legs.
ESPQuote<T extends AbstractSubjectInfo>	An ESPQuote contains all values required for sending Executable Streaming Prices.
ESPQuoteFields
FwdQuoteBuilder	A builder class for creating concrete instances of the FwdQuote interface.
FXQuotePublisherImpl
FXRatesAdapter	An FXRatesAdapter services rate streaming for ESP, SPOT, FORWARD and SWAP rates.
FXSubjectInfo	A domain object representing a subscription to streaming FX rates for a currency pair, such as USDJPY.
FXSubjectParser	Parses the client's request to stream a rate into an object with convenience methods to obtain the information from the request.
MetalSubjectInfo	A domain object representing a subscription to streaming rates for precious metals, such as XAUUSD.
MetalSubjectParser	Implementation of SubjectParser that parses subscription parameters into a domain object representing a subscription to streaming rates for precious metals.
Precision	An object that encapsulates the information needed by the client to display an FX rate correctly.
QuoteBuilder<T>	Common Builder for all Quote Builders, which can be used to set common fields when constructing a Quote.
QuoteFields
QuoteLegFields
RatesCalculator
SalesFwdQuoteBuilder	A builder class for creating concrete instances of the SalesFwdQuote interface.
SalesQuoteFields
SalesQuoteLegFields
SalesSpotQuoteBuilder	A builder class for creating instances of SalesSpotQuote.
SalesSpotQuoteBuilder.SalesSpotQuoteImpl
SalesSwapFieldsBuilder
SalesSwapFwdQuoteBuilder	A builder class for creating concrete instances of the SalesSwapFwdQuote interface.
SalesSwapQuote	Represents a Swap Quote which is generally comprised of a SPOT near and FWD far quote, or a FWD near and FWD far quote.
SalesSwapSpotQuoteBuilder	A builder class for creating concrete instances of the SalesSwapSpotQuote interface.
SpotQuoteBuilder	A builder class for creating concrete instances of the SpotQuote interface.
SwapFieldsBuilder
SwapFwdQuoteBuilder	A builder class for creating concrete instances of the SwapFwdQuote interface.
SwapQuote	Represents a Swap Quote which is generally comprised of a SPOT near and FWD far quote, or a FWD near and FWD far quote.
SwapSpotQuoteBuilder	A builder class for creating concrete instances of the SwapSpotQuote interface.

Exception Summary

Exception	Description
BlockQuoteException	The exception thrown when there is an error instantiating a BlockQuote

Package com.caplin.motif.fx.rates Description

Classes and interfaces that relate to streaming FX rates.