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

Interface SalesSwapQuoteFactory

  • All Known Implementing Classes:
    DefaultSalesSwapQuoteFactory
    public interface SalesSwapQuoteFactory
    Invoked when the toolkit receives a Sales Swap Quote from RET and requires an FX API quote. A Sales Swap Quote differs from a normal RFS regular quote, in that it has margins.

    • Method Summary

      All Methods Instance Methods Abstract Methods 
      Modifier and Type Method Description
      com.caplin.motif.datasource.Message createSalesSwapQuote​(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide, ProfitConversionRate profitConversionRate)
      Invoked when the toolkit receives a RET sales swap quote and requires the factory to build the FX API quote object
      void initialise​(Context context)
      To be invoked by the toolkit.

    • Method Detail

      • initialise

        void initialise​(Context context)
        To be invoked by the toolkit. The context provides objects that aid in creating the Quote object.
        Parameters:
        context - The context

      • createSalesSwapQuote

        com.caplin.motif.datasource.Message createSalesSwapQuote​(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade,
                                                         com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                         com.caplin.motif.fx.trading.PricingSide pricingSide,
                                                         @Nullable
                                                         ProfitConversionRate profitConversionRate)
                                                  throws QuoteCreationException
        Invoked when the toolkit receives a RET sales 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 sales quote
        pricingSide - The side, defining whether just BID or ASK values should be set. Or both.
        profitConversionRate - The object containing the in house currency and its rates, to be used in profit calculations
        Throws:
        QuoteCreationException - if a quote cannot be created.