Class ConfirmationQuoteExtractor
java.lang.Object
com.caplin.motif.fx.ret.fxtrading.confirmation.ConfirmationQuoteExtractor
-
Constructor Summary
ConstructorDescriptionConfirmationQuoteExtractor
(com.caplin.ret.trapi.fx.execution.QuoteEvent quote, boolean isBlock, com.caplin.ret.trapi.fx.Side side) Extracts all the values for each leg for the quote coming from RET -
Method Summary
Modifier and TypeMethodDescriptiongetAllInMidRate
(int legId) com.caplin.motif.fx.trading.BuySell
Sometimes referred to as Fwd Pips Format e.g.com.caplin.ret.trapi.fx.execution.Margin
Sometimes referred to as Fwd Points Format e.g.getFwdMidPoints
(int legId) getLegAllInRate
(int legNo) com.caplin.motif.fx.trading.BuySell
getLegBuySell
(int legNo) getLegRawFwdPoints
(int legNo) Sometimes referred to as Fwd Points Format e.g.com.caplin.motif.fx.trading.BuySell
Sometimes referred to as Fwd Pips Format e.g.com.caplin.ret.trapi.fx.execution.Margin
Sometimes referred to as Fwd Points Format e.g.getQuote
(int legId) com.caplin.ret.trapi.fx.execution.QuoteEvent
toString()
-
Constructor Details
-
ConfirmationQuoteExtractor
public ConfirmationQuoteExtractor(@Nonnull com.caplin.ret.trapi.fx.execution.QuoteEvent quote, boolean isBlock, com.caplin.ret.trapi.fx.Side side) Extracts all the values for each leg for the quote coming from RET- Parameters:
quote
- the quote coming from RET
-
-
Method Details
-
getDealtCurrency
-
getContraCurrency
-
getNearAmount
-
getFarAmount
-
getNearContraAmount
-
getFarContraAmount
-
getSpotRate
-
getNearAllInRate
-
getLegAllInRate
-
getFarAllInRate
-
getNearRawFwdPoints
Sometimes referred to as Fwd Points Format e.g. 0.00439 -
getFarRawFwdPoints
Sometimes referred to as Fwd Points Format e.g. 0.00439 -
getLegRawFwdPoints
Sometimes referred to as Fwd Points Format e.g. 0.00439 -
getNearFwdPoints
Sometimes referred to as Fwd Pips Format e.g. 4.39 -
getFarFwdPoints
Sometimes referred to as Fwd Pips Format e.g. 4.39 -
getAccount
-
getNearMargin
@Nullable public com.caplin.ret.trapi.fx.execution.Margin getNearMargin() -
getFarMargin
@Nullable public com.caplin.ret.trapi.fx.execution.Margin getFarMargin() -
getNearBuySell
@Nullable public com.caplin.motif.fx.trading.BuySell getNearBuySell() -
getFarBuySell
@Nullable public com.caplin.motif.fx.trading.BuySell getFarBuySell() -
getLegBuySell
@Nullable public com.caplin.motif.fx.trading.BuySell getLegBuySell(int legNo) -
getNearFixingDate
-
getNearRiskDate
-
getNearRiskTenor
-
getNearStartDate
-
getNearStartTenor
-
getNearSpotMidRate
-
getFwdMidPoints
-
getAllInMidRate
-
getNearQuote
-
getFarQuote
-
getQuote
-
getQuotes
-
getUnderlyingQuoteEvent
public com.caplin.ret.trapi.fx.execution.QuoteEvent getUnderlyingQuoteEvent() -
toString
-