Class DefaultSwapQuoteFactory
- java.lang.Object
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- com.caplin.motif.fx.ret.fxtrading.extension.quote.DefaultSwapQuoteFactory
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- All Implemented Interfaces:
SwapQuoteFactory
public class DefaultSwapQuoteFactory extends java.lang.Object implements SwapQuoteFactory
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Field Summary
Fields Modifier and Type Field Description static java.lang.String
ASK_BID_QUOTE_ID
static java.lang.String
BID_ASK_QUOTE_ID
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Constructor Summary
Constructors Constructor Description DefaultSwapQuoteFactory()
DefaultSwapQuoteFactory(CommonQuoteFieldsFactory commonFactory)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description 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 objectcom.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.
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Field Detail
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BID_ASK_QUOTE_ID
public static final java.lang.String BID_ASK_QUOTE_ID
- See Also:
- Constant Field Values
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ASK_BID_QUOTE_ID
public static final java.lang.String ASK_BID_QUOTE_ID
- See Also:
- Constant Field Values
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Constructor Detail
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DefaultSwapQuoteFactory
public DefaultSwapQuoteFactory()
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DefaultSwapQuoteFactory
public DefaultSwapQuoteFactory(CommonQuoteFieldsFactory commonFactory)
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Method Detail
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createSwapQuote
public 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)
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createSwapFields
public 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)
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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 interfaceSwapQuoteFactory
- Parameters:
context
- The context
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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 interfaceSwapQuoteFactory
- Parameters:
rfsTrade
- The FX Integration API RFS Trade objectquote
- The RET QuotepricingSide
- The side, defining whether just Bid or Ask values should be set, or both.
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