Package com.caplin.motif.fx.calendar

Interface NdfDateProvider<T extends TenorDateSubjectInfo>

    • Method Detail

      • getFixingDatesForTenorDates

        void getFixingDatesForTenorDates​(T subjectInfo,
                                 Map<Tenor,​String> tenorDates,
                                 Callback<Map<Tenor,​String>> callback)
        Called by the API to provide fixing dates for tenors. Use the callback to provide a map of tenors to fixing dates.
        Parameters:
        subjectInfo - The subject info for the Tenor Dates request.
        tenorDates - The map of tenors to dates, provided earlier.
        callback - The callback, which should be called with a map of tenors to fixing dates.

      • getFixingSources

        default void getFixingSources​(T subjectInfo,
                              Callback<List<String>> callback)
        Called by the API to provide fixing sources.
        Parameters:
        subjectInfo - The subject info for the request.
        callback - The callback, which should be called with a list of fixing sources.

      • getSettlementCurrencies

        default void getSettlementCurrencies​(T subjectInfo,
                                     Callback<List<String>> callback)
        Called by the API to provide settlement currencies.
        Parameters:
        subjectInfo - The subject info for the request.
        callback - The callback, which should be called with a list of settlement currencies.

      • isNonDeliverable

        boolean isNonDeliverable​(T subjectInfo)
        Return true or false if the subject info, which also contains the currency pair, has fixing dates for that currency pair's tenor dates.
        Parameters:
        subjectInfo - The subject info for a tenor date request.
        Returns:
        True if the there are fixing dates, False if there are no fixing dates.

      • getMinimumTenorDate

        void getMinimumTenorDate​(T subjectInfo,
                         Callback<String> callback)
        Returns the earliest allowed tenor date for the given information.
        Parameters:
        subjectInfo - The subject info for a tenor date request.
        callback - The callback to be called with the minimum tenor date. The date is in yyyyMMdd format

      • getCaption

        String getCaption​(T subjectInfo)
        Returns the caption for the currency pair provided in the subject info. The caption is the text that is to be displayed alongside currency pair
        Parameters:
        subjectInfo - The subject info for the tenor request.
        Returns:
        The caption for the currency pair provided in the subject info.

      • getForwardType

        default String getForwardType​(T subjectInfo)
        Returns the forward type (STANDARD or NDF) for the given subject
        Parameters:
        subjectInfo -
        Returns:
        The forward type that should be set on the message for the given subject