com.caplin.motif.fx.trading.rfs.sales

Class SwapValues

java.lang.Object

com.caplin.motif.fx.trading.rfs.sales.SwapValues

public class SwapValues
extends Object

The object containing the swap related data for the RFS Execution, pertaining to the margin on the fly.

Method Summary

Methods

Modifier and Type	Method and Description
static SwapValues	extractSwapValues(com.caplin.trading.TradeEvent event, BuySell buySell)
String	getSwapMargin() The swap margin, which is the margin that is applied to the trader swap points to obtain the client swap points.
String	getSwapPoints() The client swap points, which is the sum of the swap margin and the trader swap points
String	getTraderSwapPoints() The trader swap points, which are the difference between the trader near and far forward points

Methods inherited from class java.lang.Object

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

Method Detail

getTraderSwapPoints

public String getTraderSwapPoints()

The trader swap points, which are the difference between the trader near and far forward points

Returns:

The default swap points

getSwapPoints

public String getSwapPoints()

The client swap points, which is the sum of the swap margin and the trader swap points

Returns:

The user swap points

getSwapMargin

public String getSwapMargin()

The swap margin, which is the margin that is applied to the trader swap points to obtain the client swap points.

Returns:

The swap margin

extractSwapValues

public static SwapValues extractSwapValues(com.caplin.trading.TradeEvent event,
                           BuySell buySell)