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

Class DefaultSwapQuoteFactory

java.lang.Object

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

All Implemented Interfaces:

SwapQuoteFactory

public class DefaultSwapQuoteFactory
extends java.lang.Object
implements SwapQuoteFactory

Constructor Summary

Constructors

Constructor and Description
DefaultSwapQuoteFactory(QuoteBuilderFactory quoteBuilderFactory)

Method Summary

Modifier and Type	Method and Description
static com.caplin.motif.fx.rates.SwapFields	createSwapFields(com.caplin.motif.fx.trading.PricingSide pricingSide, com.caplin.ret.trapi.fx.execution.LegQuote nearLegQuote, com.caplin.ret.trapi.fx.execution.LegQuote farLegQuote)
com.caplin.motif.fx.rates.SwapQuote	createSwapQuote(com.caplin.motif.fx.trading.rfs.RFSTrade rfsTrade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide) Invoked when the toolkit receives a RET swap quote and requires the factory to build the FX API quote object
void	initialise(Context context) Invoked by the toolkit.

Methods inherited from class java.lang.Object

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

Constructor Detail

DefaultSwapQuoteFactory

public DefaultSwapQuoteFactory(QuoteBuilderFactory quoteBuilderFactory)

Method Detail

initialise

public void initialise(Context context)

Description copied from interface: SwapQuoteFactory

Invoked by the toolkit. The context provides objects that aid in creating the Quote object.

Specified by:

initialise in interface SwapQuoteFactory

Parameters:

context - The context

createSwapQuote

public com.caplin.motif.fx.rates.SwapQuote createSwapQuote(com.caplin.motif.fx.trading.rfs.RFSTrade rfsTrade,
                                                           com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                           com.caplin.motif.fx.trading.PricingSide pricingSide)

Description copied from interface: SwapQuoteFactory

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

Specified by:

createSwapQuote in interface SwapQuoteFactory

Parameters:

rfsTrade - The FX Integration API RFS Trade object

quote - The RET Quote

pricingSide - The side, defining whether just Bid or Ask values should be set, or both.

createSwapFields

public static com.caplin.motif.fx.rates.SwapFields createSwapFields(com.caplin.motif.fx.trading.PricingSide pricingSide,
                                                                    com.caplin.ret.trapi.fx.execution.LegQuote nearLegQuote,
                                                                    com.caplin.ret.trapi.fx.execution.LegQuote farLegQuote)