Package com.caplin.motif.fx.calendar

Interface TenorCutoffProvider<T extends TenorDateSubjectInfo>

public interface TenorCutoffProvider<T extends TenorDateSubjectInfo>

Method Summary

Modifier and Type	Method	Description
void	getCutoffsForTenors(T subjectInfo, Set<Tenor> tenors, Callback<Map<Tenor,Boolean>> callback)	Called by the API to provide tenor cutoff information.

Method Details

getCutoffsForTenors

void getCutoffsForTenors(T subjectInfo,
 Set<Tenor> tenors,
 Callback<Map<Tenor,Boolean>> callback)

Called by the API to provide tenor cutoff information. Use the callback to provide a map of tenors to boolean values stating whether the tenor is cutoff. The callback can be stored and called later to update the tenor cutoff state.

Parameters:

subjectInfo - The subject info for the Tenor Dates request.

tenors - The set of tenors to provide cutoffs for, provided earlier.

callback - The callback, which should be called with a map of tenors to their cutoff state.