Interface TenorCutoffProvider<T extends TenorDateSubjectInfo>

    • Method Detail

      • getCutoffsForTenors

        void getCutoffsForTenors​(T subjectInfo,
                                 java.util.Set<Tenor> tenors,
                                 Callback<java.util.Map<Tenor,​java.lang.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.