Package 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

      All Methods Instance Methods Abstract Methods 
      Modifier and Type Method 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