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

Class DefaultSwapQuoteFactory

java.lang.Object

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

All Implemented Interfaces:

SwapQuoteFactory

public class DefaultSwapQuoteFactory
extends java.lang.Object
implements SwapQuoteFactory

Field Summary

Fields

Modifier and Type	Field and Description
static java.lang.String	ASK_BID_QUOTE_ID
static java.lang.String	BID_ASK_QUOTE_ID

Constructor Summary

Constructors

Constructor and Description
DefaultSwapQuoteFactory()

Method Summary

Modifier and Type	Method and Description
static com.caplin.generated.motif.fx.rates.QuotePartsDef.SwapQuoteFields	createSwapFields(com.caplin.motif.fx.trading.PricingSide pricingSide, com.caplin.ret.trapi.fx.execution.LegQuote nearLegQuote, com.caplin.ret.trapi.fx.execution.LegQuote farLegQuote)
com.caplin.generated.motif.fx.rates.QuoteTypesDef.SwapQuote	createSwapQuote(com.caplin.generated.motif.fx.trading.rfs.RFSTrade rfsTrade, 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
static com.caplin.generated.motif.fx.rates.QuoteTypesDef.SwapQuote	createSwapQuote(java.lang.String username, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide, PrecisionFactory precisionFactory)
void	initialise(Context context) Invoked by the toolkit.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

BID_ASK_QUOTE_ID

public static final java.lang.String BID_ASK_QUOTE_ID

See Also:

Constant Field Values

ASK_BID_QUOTE_ID

public static final java.lang.String ASK_BID_QUOTE_ID

See Also:

Constant Field Values

Constructor Detail

DefaultSwapQuoteFactory

public DefaultSwapQuoteFactory()

Method Detail

createSwapQuote

public static com.caplin.generated.motif.fx.rates.QuoteTypesDef.SwapQuote createSwapQuote(java.lang.String username,
                                                                                          com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                                                          com.caplin.motif.fx.trading.PricingSide pricingSide,
                                                                                          PrecisionFactory precisionFactory)

createSwapFields

public static com.caplin.generated.motif.fx.rates.QuotePartsDef.SwapQuoteFields createSwapFields(com.caplin.motif.fx.trading.PricingSide pricingSide,
                                                                                                 com.caplin.ret.trapi.fx.execution.LegQuote nearLegQuote,
                                                                                                 com.caplin.ret.trapi.fx.execution.LegQuote farLegQuote)

initialise

public void initialise(Context context)

Description copied from interface: SwapQuoteFactory

Invoked by the toolkit. The context provides objects that aid in creating the Quote object.

Specified by:

initialise in interface SwapQuoteFactory

Parameters:

context - The context

createSwapQuote

public com.caplin.generated.motif.fx.rates.QuoteTypesDef.SwapQuote createSwapQuote(com.caplin.generated.motif.fx.trading.rfs.RFSTrade rfsTrade,
                                                                                   com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                                                   com.caplin.motif.fx.trading.PricingSide pricingSide)

Description copied from interface: SwapQuoteFactory

Invoked when the toolkit receives a RET swap quote and requires the factory to build the FX API quote object

Specified by:

createSwapQuote in interface SwapQuoteFactory

Parameters:

rfsTrade - 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.