public class DefaultQuoteFactory extends java.lang.Object implements QuoteFactory
Constructor and Description |
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DefaultQuoteFactory() |
Modifier and Type | Method and Description |
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static com.caplin.generated.motif.fx.rates.QuotePartsDef.CommonFields |
createCommonFields(java.lang.String username,
com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
com.caplin.ret.trapi.fx.execution.LegQuote legQuote,
PrecisionFactory precisionFactory,
com.caplin.motif.fx.trading.PricingSide pricingSide,
boolean isSpot) |
static com.caplin.generated.motif.fx.rates.QuotePartsDef.CommonFields |
createCommonFields(java.lang.String username,
com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
PrecisionFactory precisionFactory,
com.caplin.motif.fx.trading.PricingSide pricingSide,
boolean isSpot) |
com.caplin.generated.motif.fx.rates.QuoteTypesDef.ForwardQuote |
createFwdQuote(com.caplin.generated.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
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static com.caplin.generated.motif.fx.rates.QuotePartsDef.LegFields |
createLegFields(java.lang.String username,
com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
com.caplin.ret.trapi.fx.execution.LegQuote legQuote,
com.caplin.motif.fx.trading.PricingSide pricingSide,
PrecisionFactory precisionFactory,
boolean isSpot) |
com.caplin.generated.motif.fx.rates.QuoteTypesDef.SpotQuote |
createSpotQuote(com.caplin.generated.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
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static java.util.Map<java.lang.String,java.lang.String> |
getPrefixedLegFields(int leg,
java.util.Map<java.lang.String,java.lang.String> legFields) |
void |
initialise(Context context)
Invoked by the toolkit.
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public static com.caplin.generated.motif.fx.rates.QuotePartsDef.CommonFields createCommonFields(java.lang.String username, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, PrecisionFactory precisionFactory, com.caplin.motif.fx.trading.PricingSide pricingSide, boolean isSpot)
public static com.caplin.generated.motif.fx.rates.QuotePartsDef.CommonFields createCommonFields(java.lang.String username, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.ret.trapi.fx.execution.LegQuote legQuote, PrecisionFactory precisionFactory, com.caplin.motif.fx.trading.PricingSide pricingSide, boolean isSpot)
public static com.caplin.generated.motif.fx.rates.QuotePartsDef.LegFields createLegFields(java.lang.String username, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.ret.trapi.fx.execution.LegQuote legQuote, com.caplin.motif.fx.trading.PricingSide pricingSide, PrecisionFactory precisionFactory, boolean isSpot)
public static java.util.Map<java.lang.String,java.lang.String> getPrefixedLegFields(int leg, java.util.Map<java.lang.String,java.lang.String> legFields)
public void initialise(Context context)
QuoteFactory
initialise
in interface QuoteFactory
context
- The contextpublic com.caplin.generated.motif.fx.rates.QuoteTypesDef.SpotQuote createSpotQuote(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide)
QuoteFactory
createSpotQuote
in interface QuoteFactory
trade
- The FX Integration API RFS Trade objectquote
- The RET Quotepublic com.caplin.generated.motif.fx.rates.QuoteTypesDef.ForwardQuote createFwdQuote(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide)
QuoteFactory
createFwdQuote
in interface QuoteFactory
trade
- The FX Integration API RFS Trade objectquote
- The RET QuoteCopyright © 2019 Caplin Systems.