com.caplin.motif.fx.rates

Class FwdQuoteBuilder

java.lang.Object

com.caplin.motif.fx.rates.QuoteBuilder<FwdQuoteBuilder>

com.caplin.motif.fx.rates.FwdQuoteBuilder

public class FwdQuoteBuilder
extends QuoteBuilder<FwdQuoteBuilder>

A builder class for creating concrete instances of the FwdQuote interface.

Field Summary

Fields inherited from class com.caplin.motif.fx.rates.QuoteBuilder

allInRateDps, allInRoundingMode, fields, isAskIndicative, isBidIndicative, legFields, midQuoteId, midRate, numberOfFractionalPoints, precision, riskDate, riskTenor, settlementDate, spotRateDps, spotRateRoundingMode, tenor

Method Summary

Methods

Modifier and Type	Method and Description
FwdQuoteBuilder	askFwdPoints(String askFwdPoints) For forward quotes this field contains the raw amount to add to the SPOT rate in order to produce the forward all-in rate, i.e this field contains the forward points specified as a normal decimal number rather than in pips.
FwdQuoteBuilder	askRate(String askQuoteId, String askSpotRate, String askAllInRate, String askFwdPips) Sets the ask rate for the quote.
FwdQuoteBuilder	bidFwdPoints(String bidFwdPoints) For forward quotes this field contains the raw amount to add to the SPOT rate in order to produce the forward all-in rate, i.e this field contains the forward points specified as a normal decimal number rather than in pips.
FwdQuoteBuilder	bidRate(String bidQuoteId, String bidSpotRate, String bidAllInRate, String bidFwdPips) Sets the bid rate for the quote.
FwdQuote	build() Builds the quote.
static FwdQuoteBuilder	create() Creates a FwdQuoteBuilder to be used for constructing a FwdQuote.
FwdQuoteBuilder	swapGFA(String swapGFA) Sets the GFA that would apply if this forward quote represented the far leg of a SPOT/FWD swap.

Methods inherited from class com.caplin.motif.fx.rates.QuoteBuilder

addField, addLegField, allInRateDps, askIndicative, bidIndicative, indicative, midRate, midRate, numberOfFractionalPoints, precision, riskDate, riskTenor, settlementDate, spotRateDps, tenor

Methods inherited from class java.lang.Object

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

Method Detail

bidRate

public FwdQuoteBuilder bidRate(String bidQuoteId,
                      String bidSpotRate,
                      String bidAllInRate,
                      String bidFwdPips)

Sets the bid rate for the quote.

Parameters:

bidQuoteId - The Id of the bid side of the quote.

bidSpotRate - The spot bid rate that the forward rate was derived from.

bidAllInRate - The all in bid rate, i.e the spot rate plus the forward points.

bidFwdPips - The forward pips in the format 10.00 (as opposed to the points 0.00010).

Returns:

The builder.

bidFwdPoints

public FwdQuoteBuilder bidFwdPoints(String bidFwdPoints)

For forward quotes this field contains the raw amount to add to the SPOT rate in order to produce the forward all-in rate, i.e this field contains the forward points specified as a normal decimal number rather than in pips.

Parameters:

bidFwdPoints - The bid fwd points

Returns:

The builder.

askRate

public FwdQuoteBuilder askRate(String askQuoteId,
                      String askSpotRate,
                      String askAllInRate,
                      String askFwdPips)

Sets the ask rate for the quote.

Parameters:

askQuoteId - The Id of the ask side of the quote.

askSpotRate - The spot ask rate that the forward rate was derived from.

askAllInRate - The all in ask rate, i.e the spot rate plus the forward points.

askFwdPips - The forward pips in the format 10.00 (as opposed to the points 0.00010).

Returns:

The builder.

askFwdPoints

public FwdQuoteBuilder askFwdPoints(String askFwdPoints)

For forward quotes this field contains the raw amount to add to the SPOT rate in order to produce the forward all-in rate, i.e this field contains the forward points specified as a normal decimal number rather than in pips.

Parameters:

askFwdPoints - The ask fwd points

Returns:

The builder.

swapGFA

public FwdQuoteBuilder swapGFA(String swapGFA)

Sets the GFA that would apply if this forward quote represented the far leg of a SPOT/FWD swap.

Parameters:

swapGFA - the GFA of the FOWARD/SWAP quote.

Returns:

The builder.

build

public FwdQuote build()
               throws IllegalStateException

Builds the quote.

Specified by:

build in class QuoteBuilder<FwdQuoteBuilder>

Returns:

A FwdQuote.

Throws:

IllegalStateException

create

public static FwdQuoteBuilder create()

Creates a FwdQuoteBuilder to be used for constructing a FwdQuote.

Returns:

A FwdQuoteBuilder.