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

Interface SwapQuoteFactory

All Known Implementing Classes:

DefaultSwapQuoteFactory

public interface SwapQuoteFactory

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

Method Summary

Modifier and Type	Method and Description
com.caplin.motif.fx.rates.FXQuote	createSwapQuote(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 swap 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

createSwapQuote

com.caplin.motif.fx.rates.FXQuote createSwapQuote(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 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 Quote

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

Throws:

QuoteCreationException - if a quote cannot be created.