Package com.caplin.motif.fx.calendar

Interface NdfDateProvider<T extends TenorDateSubjectInfo>

public interface NdfDateProvider<T extends TenorDateSubjectInfo>

  • Method Details

    • 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