com.caplin.motif.fx.rates

Class QuoteBuilder<T>

java.lang.Object

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

Type Parameters:

T - The Builder class which is extending this class.

Direct Known Subclasses:

FwdQuoteBuilder, SpotQuoteBuilder, SwapFwdQuoteBuilder, SwapSpotQuoteBuilder

public abstract class QuoteBuilder<T>
extends Object

Common Builder for all Quote Builders, which can be used to set common fields when constructing a Quote.

Field Summary

Fields

Modifier and Type	Field and Description
protected Integer	allInRateDps
protected RoundingMode	allInRoundingMode
protected Map<String,String>	fields
protected boolean	isAskIndicative
protected boolean	isBidIndicative
protected Map<String,String>	legFields
protected String	midQuoteId Deprecated.
protected String	midRate
protected String	numberOfFractionalPoints
protected Precision	precision
protected String	riskDate
protected String	riskTenor
protected String	settlementDate
protected Integer	spotRateDps
protected RoundingMode	spotRateRoundingMode
protected Tenor	tenor

Constructor Summary

Constructors

Constructor and Description
QuoteBuilder()

Method Summary

Modifier and Type	Method and Description
T	addField(String key, String value) Adds a field on the quote by name Remember to add any custom fields to your fields.conf file, or the FX API will not be able to send them.
T	addLegField(String key, String value) Adds a field on the quote by name.
T	allInRateDps(int allInRateDps, RoundingMode roundingMode) Sets the number of decimal places that the All In Rate will be formatted with.
T	askIndicative() Turns the ask side of the quote indicative.
T	bidIndicative() Turns the bid side of the quote indicative.
abstract LegQuote	build()
T	indicative() Turns the quote into an indicative quote.
T	midRate(String midRate) Sets the mid rate for the quote.
T	midRate(String midQuoteId, String midRate) Deprecated. Please use midRate(String) instead. If a mid quote ID is required, it should be added as a custom field.
T	numberOfFractionalPoints(String numberOfFractionalPoints) Number of decimal places the displayed value of the forward points may have, usually 2 but may be other values.
T	precision(Precision precision) Sets the precision of the quote.
T	riskDate(String riskDate) Sets the time option's risk date for the quote.
T	riskTenor(String riskTenor) Sets the time option's risk tenor for the quote.
T	settlementDate(String settlementDate) Sets the settlement date for the quote.
T	spotRateDps(int spotRateDps, RoundingMode roundingMode) Sets the number of decimal places that the Spot Rate will be formatted with.
T	tenor(Tenor tenor) Sets the tenor for the quote.

Methods inherited from class java.lang.Object

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

Field Detail

midQuoteId

@Deprecated
protected String midQuoteId

Deprecated.

midRate

protected String midRate

precision

protected Precision precision

numberOfFractionalPoints

protected String numberOfFractionalPoints

legFields

protected final Map<String,String> legFields

fields

protected final Map<String,String> fields

isAskIndicative

protected boolean isAskIndicative

isBidIndicative

protected boolean isBidIndicative

settlementDate

protected String settlementDate

tenor

protected Tenor tenor

riskDate

protected String riskDate

riskTenor

protected String riskTenor

allInRateDps

protected Integer allInRateDps

spotRateDps

protected Integer spotRateDps

allInRoundingMode

protected RoundingMode allInRoundingMode

spotRateRoundingMode

protected RoundingMode spotRateRoundingMode

Constructor Detail

QuoteBuilder

public QuoteBuilder()

Method Detail

midRate

public T midRate(String midRate)

Sets the mid rate for the quote.

Parameters:

midRate - The mid rate.

Returns:

The builder.

midRate

public T midRate(String midQuoteId,
                 String midRate)

Deprecated. Please use midRate(String) instead. If a mid quote ID is required, it should be added as a custom field.

Sets the mid rate for the quote.

Parameters:

midRate - The mid rate.

Returns:

The builder.

precision

public T precision(Precision precision)

Sets the precision of the quote. This tells the client how to visually display the rate in terms of number of decimals and which digits are the pips.

Parameters:

precision - The Precision object which tells the client how to display the rate.

Returns:

The builder.

numberOfFractionalPoints

public T numberOfFractionalPoints(String numberOfFractionalPoints)

Number of decimal places the displayed value of the forward points may have, usually 2 but may be other values. Can vary per tenor, so they need to be specified at the leg level as a swap could have different values per leg. If not sent the front end will need derive this data from the L1_FwdBidPips if it needs it.

Parameters:

numberOfFractionalPoints - Number of decimal places the displayed value of the forward points may have, usually 2.

Returns:

The builder.

allInRateDps

public T allInRateDps(int allInRateDps,
                      RoundingMode roundingMode)

Sets the number of decimal places that the All In Rate will be formatted with. If the allInRateDps is less than the number of All In Rate dps, then the All In Rate will be rounded using the roundingMode. If allInRateDps is greater than the number of All In Rate dps, then the All In Rate will be padded.

Parameters:

allInRateDps - Number of decimal places to format the All In Rate.

roundingMode - Rounding mode to use if the allInRateDps is less than the number of All In Rate dps. Throws IllegalArgumentException if null or RoundingMode.UNNECESSARY

Returns:

The builder.

spotRateDps

public T spotRateDps(int spotRateDps,
                     RoundingMode roundingMode)

Sets the number of decimal places that the Spot Rate will be formatted with. If the spotRateDps is less than the number of Spot Rate dps, then the Spot Rate will be rounded using the roundingMode. If spotRateDps is greater than the number of Spot Rate dps, then the Spot Rate will be padded.

Parameters:

spotRateDps - Number of decimal places to format the Spot Rate.

roundingMode - Rounding mode to use if the spotRateDps is less than the number of Spot Rate dps. Throws IllegalArgumentException if null or RoundingMode.UNNECESSARY

Returns:

The builder.

tenor

public T tenor(Tenor tenor)

Sets the tenor for the quote.

Parameters:

tenor - The Tenor.

Returns:

The builder.

settlementDate

public T settlementDate(String settlementDate)

Sets the settlement date for the quote.

Parameters:

settlementDate - the settlement date.

Returns:

The builder.

riskDate

public T riskDate(String riskDate)

Sets the time option's risk date for the quote.

Parameters:

riskDate - the risk date.

Returns:

The builder.

riskTenor

public T riskTenor(String riskTenor)

Sets the time option's risk tenor for the quote.

Parameters:

riskTenor - the risk tenor.

Returns:

The builder.

indicative

public T indicative()

Turns the quote into an indicative quote. Calling this method is equivalent to calling bidIndicative() and askIndicative().

Returns:

The builder.

askIndicative

public T askIndicative()

Turns the ask side of the quote indicative.

Returns:

The builder.

bidIndicative

public T bidIndicative()

Turns the bid side of the quote indicative.

Returns:

The builder.

addField

public T addField(String key,
                  String value)

Adds a field on the quote by name Remember to add any custom fields to your fields.conf file, or the FX API will not be able to send them.

Parameters:

key - The name of the custom field.

value - The value of the custom field.

Returns:

The builder.

addLegField

public T addLegField(String key,
                     String value)

Adds a field on the quote by name. Remember to add any custom fields to your fields.conf file, or the FX API will not be able to send them.

Parameters:

key - The name of the custom field.

value - The value of the custom field.

Returns:

The builder.

build

public abstract LegQuote build()