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

Interface QuoteFactory

All Known Implementing Classes:

DefaultQuoteFactory

public interface QuoteFactory

Invoked when the toolkit receives a quote from RET and requires an FX API quote.

Method Summary

Modifier and Type	Method and Description
com.caplin.motif.fx.rates.FXQuote	createFwdQuote(com.caplin.motif.fx.trading.rfs.RFSTrade trade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide) Invoked when the toolkit receives a RET forward quote and requires the factory to build the FX API quote object
com.caplin.motif.fx.rates.FXQuote	createSpotQuote(com.caplin.motif.fx.trading.rfs.RFSTrade trade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide) Invoked when the toolkit receives a RET spot quote and requires the factory to build the FX API quote object
void	initialise(Context context) Invoked by the toolkit.

Method Detail

initialise

void initialise(Context context)

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

Parameters:

context - The context

createSpotQuote

com.caplin.motif.fx.rates.FXQuote createSpotQuote(com.caplin.motif.fx.trading.rfs.RFSTrade trade,
                                                  com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                  com.caplin.motif.fx.trading.PricingSide pricingSide)
                                           throws QuoteCreationException

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

Parameters:

trade - The FX Integration API RFS Trade object

quote - The RET Quote

Throws:

QuoteCreationException - if a quote cannot be created.

createFwdQuote

com.caplin.motif.fx.rates.FXQuote createFwdQuote(com.caplin.motif.fx.trading.rfs.RFSTrade trade,
                                                 com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                 com.caplin.motif.fx.trading.PricingSide pricingSide)
                                          throws QuoteCreationException

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

Parameters:

trade - The FX Integration API RFS Trade object

quote - The RET Quote

Throws:

QuoteCreationException - if a quote cannot be created.