Package 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

      All Methods Instance Methods Abstract Methods 
      Modifier and Type Method Description
      com.caplin.motif.datasource.Message createSwapQuote​(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 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.datasource.Message createSwapQuote​(com.caplin.generated.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.