com.caplin.motif.fx.trading.block

Class BlockTradeLeg

java.lang.Object

com.caplin.motif.fx.trading.FXTradeLeg

com.caplin.motif.fx.trading.block.BlockTradeLeg

public class BlockTradeLeg
extends FXTradeLeg

Represents a trade within an Block Trade

Field Summary

Fields inherited from class com.caplin.motif.fx.trading.FXTradeLeg

legId, trade

Constructor Summary

Constructors

Constructor and Description
BlockTradeLeg(com.caplin.trading.Trade trade, String legId, LegType legType, FXTradingType tradingType, FXSwapType swapType) Instantiates a BlockTrade leg.

Method Summary

Methods

Modifier and Type	Method and Description
Account	getAccount() Returns the account that this trade should be booked against.
String	getAmount() Returns the amount at which the leg should be executed.
String	getBaseCurrency() Returns the base currency of the currency pair.
BuySell	getBuySell() Returns the BuySell direction of this leg.
String	getCaption() Returns the NDF text attached to the quote being executed, this is an additional piece of text that is found on an quote that is for an NDF currency pair, for when executing a Non Deliverable Forward.
String	getCurrencyPair() Returns the currency pair that this trade should be executed against.
String	getDealtCurrency() Returns the currency that the amount denominates.
String	getFixingDate() Returns the fixing date, this is an additional date to the settlement date, when executing a Non Deliverable Forward, this is usually two business days before the settlement date.
String	getSettlementDate() Returns the settlement date at which the leg should be executed.
String	getStartDate() Returns the start date for a time option.
Tenor	getStartTenor() Returns the tenor at which the start date for a time option should be submitted against.
FXSwapType	getSwapType() If the submitted trade is a swap trade, this method will return the swap type (either Spot Fwd Swap or Fwd Fwd Swap).
Tenor	getTenor() Returns the tenor at which the leg should be executed.
String	getTermCurrency() Returns the term currency of the currency pair.
FXTradingType	getTradingType() Returns the type of trade that should be executed.
boolean	isNetted() Whether or not this block trade leg is netted.
String	toString()

Methods inherited from class com.caplin.motif.fx.trading.FXTradeLeg

getCustomField, getLegId

Methods inherited from class java.lang.Object

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

Constructor Detail

BlockTradeLeg

public BlockTradeLeg(com.caplin.trading.Trade trade,
             String legId,
             LegType legType,
             FXTradingType tradingType,
             FXSwapType swapType)

Instantiates a BlockTrade leg.

Parameters:

trade - the generic trade

legId - the leg id

legType - the leg type (NEAR or FAR)

tradingType - the trading type (FWD, SPOT, SWAP or TIME_OPTION)

swapType - the swap type (SPOTFWD or FWDFWD)

Method Detail

isNetted

public boolean isNetted()

Whether or not this block trade leg is netted.

Returns:

true if this is a netted leg, false otherwise.

getBuySell

public BuySell getBuySell()

Returns the BuySell direction of this leg.

Returns:

The BuySell direction of this leg.

getTenor

public Tenor getTenor()

Description copied from class: FXTradeLeg

Returns the tenor at which the leg should be executed. If this is a broken date, then Tenor._BROKEN will be returned. In this case, you should retrieve the settlement date from FXTradeLeg.getSettlementDate().

Specified by:

getTenor in class FXTradeLeg

Returns:

The tenor for the leg.

getStartTenor

public Tenor getStartTenor()

Description copied from class: FXTradeLeg

Returns the tenor at which the start date for a time option should be submitted against. If this is a broken date, then Tenor._BROKEN will be returned. In this case, you should retrieve the settlement date from FXTradeLeg.getStartDate().

Specified by:

getStartTenor in class FXTradeLeg

Returns:

The start tenor for the leg.

getStartDate

public String getStartDate()

Description copied from class: FXTradeLeg

Returns the start date for a time option. This will only be populated if the trade is submitted as a time option.

Specified by:

getStartDate in class FXTradeLeg

Returns:

The start date.

getSettlementDate

public String getSettlementDate()

Description copied from class: FXTradeLeg

Returns the settlement date at which the leg should be executed. This should only be used if the tenor is Tenor._BROKEN. In the case where the tenor is not broken, this will return the settlement date of the tenor.

Specified by:

getSettlementDate in class FXTradeLeg

Returns:

The settlement date in the form YYYYMMDD

getAmount

public String getAmount()

Description copied from class: FXTradeLeg

Returns the amount at which the leg should be executed.

Specified by:

getAmount in class FXTradeLeg

Returns:

The amount, which may contain decimals.

See Also:

FXExecution.getDealtCurrency()

getTradingType

public FXTradingType getTradingType()

Description copied from class: FXTradeLeg

Returns the type of trade that should be executed.

Specified by:

getTradingType in class FXTradeLeg

Returns:

The trade type.

getSwapType

public FXSwapType getSwapType()

Description copied from class: FXTradeLeg

If the submitted trade is a swap trade, this method will return the swap type (either Spot Fwd Swap or Fwd Fwd Swap).

Specified by:

getSwapType in class FXTradeLeg

Returns:

The swap type of the trade or null if the trade is not a swap trade.

getAccount

public Account getAccount()

Description copied from class: FXTradeLeg

Returns the account that this trade should be booked against.

Specified by:

getAccount in class FXTradeLeg

Returns:

The account.

getCurrencyPair

public String getCurrencyPair()

Description copied from class: FXTradeLeg

Returns the currency pair that this trade should be executed against.

Specified by:

getCurrencyPair in class FXTradeLeg

Returns:

The currency pair in the format XXXYYY.

getBaseCurrency

public String getBaseCurrency()

Description copied from class: FXTradeLeg

Returns the base currency of the currency pair.

Specified by:

getBaseCurrency in class FXTradeLeg

Returns:

The base currency in the format XXX.

getTermCurrency

public String getTermCurrency()

Description copied from class: FXTradeLeg

Returns the term currency of the currency pair.

Specified by:

getTermCurrency in class FXTradeLeg

Returns:

The term currency in the format YYY.

getDealtCurrency

public String getDealtCurrency()

Description copied from class: FXTradeLeg

Returns the currency that the amount denominates.

Specified by:

getDealtCurrency in class FXTradeLeg

Returns:

The dealt currency, which may contain sub decimals.

getFixingDate

public String getFixingDate()

Description copied from class: FXTradeLeg

Returns the fixing date, this is an additional date to the settlement date, when executing a Non Deliverable Forward, this is usually two business days before the settlement date.

Specified by:

getFixingDate in class FXTradeLeg

Returns:

The fixing date in the form YYYYMMDD or null if the trade leg is not for an NDF currency pair

getCaption

public String getCaption()

Description copied from class: FXTradeLeg

Returns the NDF text attached to the quote being executed, this is an additional piece of text that is found on an quote that is for an NDF currency pair, for when executing a Non Deliverable Forward.

Specified by:

getCaption in class FXTradeLeg

Returns:

NDF Text or null if the trade leg is not for an NDF currency pair

toString

public String toString()

Overrides:

toString in class FXTradeLeg