com.caplin.motif.fx.ret.fxtrading.extension.quote

Class DefaultSalesSwapQuoteFactory

java.lang.Object

com.caplin.motif.fx.ret.fxtrading.extension.quote.DefaultSalesSwapQuoteFactory

All Implemented Interfaces:

SalesSwapQuoteFactory

public class DefaultSalesSwapQuoteFactory
extends java.lang.Object
implements SalesSwapQuoteFactory

Constructor Summary

Constructors

Constructor and Description
DefaultSalesSwapQuoteFactory(QuoteBuilderFactory quoteBuilderFactory)

Method Summary

Modifier and Type	Method and Description
com.caplin.motif.fx.rates.SalesSwapQuote	createSalesSwapQuote(com.caplin.motif.fx.trading.rfs.RFSTrade rfsTrade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide, ProfitConversionRate profitConversionRate) Invoked when the toolkit receives a RET sales swap quote and requires the factory to build the FX API quote object
void	initialise(Context context) To be invoked by the toolkit.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DefaultSalesSwapQuoteFactory

public DefaultSalesSwapQuoteFactory(QuoteBuilderFactory quoteBuilderFactory)

Method Detail

initialise

public void initialise(Context context)

Description copied from interface: SalesSwapQuoteFactory

To be invoked by the toolkit. The context provides objects that aid in creating the Quote object.

Specified by:

initialise in interface SalesSwapQuoteFactory

Parameters:

context - The context

createSalesSwapQuote

public com.caplin.motif.fx.rates.SalesSwapQuote createSalesSwapQuote(com.caplin.motif.fx.trading.rfs.RFSTrade rfsTrade,
                                                                     com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                                     com.caplin.motif.fx.trading.PricingSide pricingSide,
                                                                     @Nullable
                                                                     ProfitConversionRate profitConversionRate)

Description copied from interface: SalesSwapQuoteFactory

Invoked when the toolkit receives a RET sales swap quote and requires the factory to build the FX API quote object

Specified by:

createSalesSwapQuote in interface SalesSwapQuoteFactory

Parameters:

rfsTrade - The FX Integration API RFS Trade object

quote - The RET sales quote

pricingSide - The side, defining whether just BID or ASK values should be set. Or both.

profitConversionRate - The object containing the in house currency and its rates, to be used in profit calculations