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

Interface SalesSwapQuoteFactory

All Known Implementing Classes:

DefaultSalesSwapQuoteFactory

public interface SalesSwapQuoteFactory

Invoked when the toolkit receives a Sales Swap Quote from RET and requires an FX API quote. A Sales Swap 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	createSalesSwapQuote(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 swap 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

createSalesSwapQuote

com.caplin.motif.fx.rates.FXQuote createSalesSwapQuote(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 swap 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

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

Throws:

QuoteCreationException - if a quote cannot be created.