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

Class DefaultSwapQuoteFactory

java.lang.Object
com.caplin.motif.fx.ret.fxtrading.extension.quote.DefaultSwapQuoteFactory
All Implemented Interfaces:
SwapQuoteFactory
public class DefaultSwapQuoteFactory extends Object implements SwapQuoteFactory

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    static final String
    ASK_BID_QUOTE_ID
     
    static final String
    BID_ASK_QUOTE_ID
     

  • Constructor Summary

    Constructors
    Constructor
    Description
    DefaultSwapQuoteFactory()
     
    DefaultSwapQuoteFactory(CommonQuoteFieldsFactory commonFactory)
     

  • Method Summary

    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 object
    com.caplin.generated.motif.fx.rates.QuoteTypesDef.SwapQuote
    createSwapQuote(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.

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Field Details

  • Constructor Details

    • DefaultSwapQuoteFactory

      public DefaultSwapQuoteFactory()

    • DefaultSwapQuoteFactory

      public DefaultSwapQuoteFactory(CommonQuoteFieldsFactory commonFactory)

  • Method Details

    • createSwapQuote

      public com.caplin.generated.motif.fx.rates.QuoteTypesDef.SwapQuote createSwapQuote(String username, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide, PrecisionFactory precisionFactory)

    • 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)

    • 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 interface SwapQuoteFactory
      Parameters:
      context - The context

    • 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 interface SwapQuoteFactory
      Parameters:
      rfsTrade - 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.