Package | Description |
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com.caplin.motif.fx.calendar |
Classes and interfaces relating to tenor dates and settlement dates.
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com.caplin.motif.fx.common | |
com.caplin.motif.fx.trading.block |
Classes and interfaces that relate to block trading.
|
Modifier and Type | Method and Description |
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void |
TenorCutoffProvider.getCutoffsForTenors(T subjectInfo,
Set<Tenor> tenors,
Callback<Map<Tenor,Boolean>> callback)
Called by the API to provide tenor cutoff information.
|
void |
TenorCutoffProvider.getCutoffsForTenors(T subjectInfo,
Set<Tenor> tenors,
Callback<Map<Tenor,Boolean>> callback)
Called by the API to provide tenor cutoff information.
|
void |
TenorFixingDateProvider.getFixingDatesForTenorDates(T subjectInfo,
Map<Tenor,String> tenorDates,
Callback<Map<Tenor,String>> callback)
Called by the API to provide fixing dates for tenors.
|
void |
TenorFixingDateProvider.getFixingDatesForTenorDates(T subjectInfo,
Map<Tenor,String> tenorDates,
Callback<Map<Tenor,String>> callback)
Called by the API to provide fixing dates for tenors.
|
void |
TenorDateRequestListener.getTenorDates(T subjectInfo,
Callback<Map<Tenor,String>> callback)
Called when a request for tenor dates for the specified currency pair is
made from the frontend.
|
static <T> void |
DateUtilities.removeOrReplaceSwapTenors(Map<Tenor,T> tenorMap) |
Modifier and Type | Field and Description |
---|---|
static Tenor |
Tenor._10M
10 Months.
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static Tenor |
Tenor._11M
11 Months.
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static Tenor |
Tenor._15M
15 Months.
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static Tenor |
Tenor._18M
18 Months.
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static Tenor |
Tenor._1D
One Day after SPOT.
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static Tenor |
Tenor._1M
1 Month.
|
static Tenor |
Tenor._1W
1 Week.
|
static Tenor |
Tenor._1Y
1 Year.
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static Tenor |
Tenor._21M
21 Months.
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static Tenor |
Tenor._2M
2 Months.
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static Tenor |
Tenor._2W
2 Weeks.
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static Tenor |
Tenor._2Y
2 Years.
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static Tenor |
Tenor._3M
3 Months.
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static Tenor |
Tenor._3W
3 Weeks.
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static Tenor |
Tenor._3Y
3 Years.
|
static Tenor |
Tenor._4M
4 Months.
|
static Tenor |
Tenor._4W
4 Weeks
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static Tenor |
Tenor._4Y
4 Years.
|
static Tenor |
Tenor._5M
5 Months.
|
static Tenor |
Tenor._5Y
5 Years.
|
static Tenor |
Tenor._6M
6 Months.
|
static Tenor |
Tenor._7M
7 months.
|
static Tenor |
Tenor._8M
8 Months.
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static Tenor |
Tenor._9M
9 Months.
|
static Tenor |
Tenor._BROKEN
Broken Date.
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static Tenor |
Tenor._ON
Overnight (SWAP Only).
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static Tenor |
Tenor._SN
Spot Next.
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static Tenor |
Tenor._SPOT
SPOT.
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static Tenor |
Tenor._TN
Tomorrow Next (SWAP Only).
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static Tenor |
Tenor._TODAY
Today.
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static Tenor |
Tenor._TOM
Tomorrow.
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Modifier and Type | Method and Description |
---|---|
static Tenor |
Tenor.getValue(String tenorStr)
Parses the specified tenor string (in the format "1M" or "SPOT" etc) into
one of the static Tenor objects.
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Modifier and Type | Method and Description |
---|---|
static List<Tenor> |
Tenor.values()
Returns a list containing all of the default Tenors defined as fields in this class.
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Modifier and Type | Method and Description |
---|---|
Tenor |
BlockTradeLeg.getStartTenor() |
Tenor |
BlockTradeLeg.getTenor()
Returns the tenor
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Copyright © 2020 Caplin Systems.