Package com.caplin.motif.fx.calendar
Interface TenorCutoffProvider<T extends TenorDateSubjectInfo>
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public interface TenorCutoffProvider<T extends TenorDateSubjectInfo>
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description void
getCutoffsForTenors(T subjectInfo, Set<Tenor> tenors, Callback<Map<Tenor,Boolean>> callback)
Called by the API to provide tenor cutoff information.
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Method Detail
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getCutoffsForTenors
void getCutoffsForTenors(T subjectInfo, Set<Tenor> tenors, Callback<Map<Tenor,Boolean>> callback)
Called by the API to provide tenor cutoff information. Use the callback to provide a map of tenors to boolean values stating whether the tenor is cutoff. The callback can be stored and called later to update the tenor cutoff state.- Parameters:
subjectInfo
- The subject info for the Tenor Dates request.tenors
- The set of tenors to provide cutoffs for, provided earlier.callback
- The callback, which should be called with a map of tenors to their cutoff state.
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