com.caplin.motif.fx.ret.calendar.request

Interface CalendarDataTransformer

public interface CalendarDataTransformer

An extension point for transforming settlement date and tenor date data.

To attach a CalendarDataTransformer use CalendarConfiguration.setDataTransformer(CalendarDataTransformer).

See Also:

CalendarConfiguration

Method Summary

Modifier and Type	Method and Description
java.util.Set<java.lang.String>	onSettlementDatesReceived(java.lang.String currencyPair, java.lang.String year, java.lang.String month, java.util.Set<java.lang.String> settlementDates) Invoked with a Set of settlement dates.
java.util.Map<com.caplin.motif.fx.common.Tenor,java.lang.String>	onTenorDatesReceived(java.lang.String currencyPair, java.util.Map<com.caplin.motif.fx.common.Tenor,java.lang.String> tenorDates) Invoked with a Map of tenor dates.

Method Detail

onSettlementDatesReceived

java.util.Set<java.lang.String> onSettlementDatesReceived(java.lang.String currencyPair,
                                                          java.lang.String year,
                                                          java.lang.String month,
                                                          java.util.Set<java.lang.String> settlementDates)

Invoked with a Set of settlement dates.

Parameters:

currencyPair - a currency pair

year - a year

month - a month

settlementDates - a Set of dates, formatted yyyyMMdd

Returns:

the transformed Set

onTenorDatesReceived

java.util.Map<com.caplin.motif.fx.common.Tenor,java.lang.String> onTenorDatesReceived(java.lang.String currencyPair,
                                                                                      java.util.Map<com.caplin.motif.fx.common.Tenor,java.lang.String> tenorDates)

Invoked with a Map of tenor dates.

Parameters:

currencyPair - a currency pair

tenorDates - a Map of Tenors and corresponding dates, formatted yyyyMMdd

Returns:

the transformed map

See Also:

Tenor