TradeLegFactory class is responsible for creating the correct instance of
module:caplin/trading/trademodel/TradeLeg, based on a given asset class. For example, within the reference
implementation, instances of
module:caplin/fx/trademodel/FxTrade are constructed each time a trade leg is
needed with an FX asset class.
This factory needs to exist so that functionality within the
class is still able to construct leg instances, even though it can not be sure of the exact leg class to use, it not
being aware of the sub-class that has been used to extend
createLeg(sAssetClass, oTrade, nLegId)
Creates an instance of a TradeLeg
Name Type Description
String The class of the asset traded by leg.
module:caplin/trading/trademodel/TradeLeg The trade that the leg is a part of.
int An identifier for the leg to be created.
Returns:an instance of