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

Interface SalesQuoteFactory

All Known Implementing Classes:

DefaultSalesQuoteFactory

public interface SalesQuoteFactory

Invoked when the toolkit receives a Sales Quote from RET and requires an FX API quote. A Sales Quote differs from a normal RFS regular quote, in that it has margins.

Method Summary

Modifier and Type	Method and Description
com.caplin.motif.fx.rates.FXQuote	createSalesFwdQuote(com.caplin.motif.fx.trading.rfs.RFSTrade trade, 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 forward quote and requires the factory to build the FX API quote object
com.caplin.motif.fx.rates.FXQuote	createSalesSpotQuote(com.caplin.motif.fx.trading.rfs.RFSTrade trade, 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 spot quote and requires the factory to build the FX API quote object
void	initialise(Context context) To be invoked by the toolkit.

Method Detail

initialise

void initialise(Context context)

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

Parameters:

context - The context

createSalesSpotQuote

com.caplin.motif.fx.rates.FXQuote createSalesSpotQuote(com.caplin.motif.fx.trading.rfs.RFSTrade trade,
                                                       com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                       com.caplin.motif.fx.trading.PricingSide pricingSide,
                                                       @Nullable
                                                       ProfitConversionRate profitConversionRate)
                                                throws QuoteCreationException

Invoked when the toolkit receives a RET sales 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 Sales Quote

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

Throws:

QuoteCreationException - if a quote cannot be created.

createSalesFwdQuote

com.caplin.motif.fx.rates.FXQuote createSalesFwdQuote(com.caplin.motif.fx.trading.rfs.RFSTrade trade,
                                                      com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                      com.caplin.motif.fx.trading.PricingSide pricingSide,
                                                      @Nullable
                                                      ProfitConversionRate profitConversionRate)
                                               throws QuoteCreationException

Invoked when the toolkit receives a RET sales 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 Sales Quote

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

Throws:

QuoteCreationException - if a quote cannot be created.