Class QuotePartsDef.LegFields.Builder

  • Enclosing class:
    QuotePartsDef.LegFields

    public static final class QuotePartsDef.LegFields.Builder
    extends java.lang.Object
    • Method Detail

      • addField

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder addField​(@NotNull
                                                                 @NotNull java.lang.String key,
                                                                 @NotNull
                                                                 @NotNull java.lang.String value)
      • toString

        @NotNull
        public @NotNull java.lang.String toString()
        Overrides:
        toString in class java.lang.Object
      • setTenor

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setTenor​(@NotNull
                                                                 @NotNull java.lang.String tenor)
        Parameters:
        tenor - e.g. 1M
        Returns:
        Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. broken indicates that a SettlementDate must be sent
      • setRiskDate

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setRiskDate​(@NotNull
                                                                    @NotNull java.lang.String riskDate)
        Parameters:
        riskDate - e.g. 20160314
        Returns:
        The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
      • setRiskTenor

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setRiskTenor​(@NotNull
                                                                     @NotNull java.lang.String riskTenor)
        Parameters:
        riskTenor - e.g. 1W
        Returns:
        The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
      • setSettlementDate

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setSettlementDate​(@NotNull
                                                                          @NotNull java.lang.String settlementDate)
        Returns:
        settlementDate
      • setAllInRateDPS

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setAllInRateDPS​(int allInRateDPS)
        Parameters:
        allInRateDPS - e.g. 5
        Returns:
        The number of decimal places to display after the decimal point.
      • setAllInRateDPS

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setAllInRateDPS​(@NotNull
                                                                        @NotNull java.lang.String allInRateDPS)
        Parameters:
        allInRateDPS - e.g. 5
        Returns:
        The number of decimal places to display after the decimal point.
      • setAllInBidRate

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setAllInBidRate​(@NotNull
                                                                        @NotNull java.math.BigDecimal allInBidRate)
        Parameters:
        allInBidRate - e.g. 1.091790
        Returns:
        The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
      • setAllInBidRate

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setAllInBidRate​(@NotNull
                                                                        @NotNull java.lang.String allInBidRate)
        Parameters:
        allInBidRate - e.g. 1.091790
        Returns:
        The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
      • setFwdBidPoints

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setFwdBidPoints​(@NotNull
                                                                        @NotNull java.math.BigDecimal fwdBidPoints)
        Parameters:
        fwdBidPoints - e.g. 0.005390
        Returns:
        The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
      • setFwdBidPoints

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setFwdBidPoints​(@NotNull
                                                                        @NotNull java.lang.String fwdBidPoints)
        Parameters:
        fwdBidPoints - e.g. 0.005390
        Returns:
        The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
      • setAllInAskRate

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setAllInAskRate​(@NotNull
                                                                        @NotNull java.math.BigDecimal allInAskRate)
        Parameters:
        allInAskRate - e.g. 1.091790
        Returns:
        The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
      • setAllInAskRate

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setAllInAskRate​(@NotNull
                                                                        @NotNull java.lang.String allInAskRate)
        Parameters:
        allInAskRate - e.g. 1.091790
        Returns:
        The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
      • setFwdAskPoints

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setFwdAskPoints​(@NotNull
                                                                        @NotNull java.math.BigDecimal fwdAskPoints)
        Parameters:
        fwdAskPoints - e.g. 0.005390
        Returns:
        The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
      • setFwdAskPoints

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setFwdAskPoints​(@NotNull
                                                                        @NotNull java.lang.String fwdAskPoints)
        Parameters:
        fwdAskPoints - e.g. 0.005390
        Returns:
        The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
      • setFwdMidPoints

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setFwdMidPoints​(@NotNull
                                                                        @NotNull java.math.BigDecimal fwdMidPoints)
        Parameters:
        fwdMidPoints - e.g. 0.005390
        Returns:
        The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
      • setFwdMidPoints

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setFwdMidPoints​(@NotNull
                                                                        @NotNull java.lang.String fwdMidPoints)
        Parameters:
        fwdMidPoints - e.g. 0.005390
        Returns:
        The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
      • setFwdBidPips

        @Deprecated
        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setFwdBidPips​(@NotNull
                                                                      @NotNull java.lang.String fwdBidPips)
        Deprecated.
        Parameters:
        fwdBidPips - e.g. 53.90
        Returns:
        fwdBidPips
      • setFwdAskPips

        @Deprecated
        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setFwdAskPips​(@NotNull
                                                                      @NotNull java.lang.String fwdAskPips)
        Deprecated.
        Parameters:
        fwdAskPips - e.g. 53.90
        Returns:
        fwdAskPips
      • setAllInMidRate

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setAllInMidRate​(@NotNull
                                                                        @NotNull java.math.BigDecimal allInMidRate)
        Parameters:
        allInMidRate - e.g. 1.091790
        Returns:
        The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
      • setAllInMidRate

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setAllInMidRate​(@NotNull
                                                                        @NotNull java.lang.String allInMidRate)
        Parameters:
        allInMidRate - e.g. 1.091790
        Returns:
        The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
      • setAmount

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setAmount​(@NotNull
                                                                  @NotNull java.math.BigDecimal amount)
        Returns:
        The amount of a trade or order in the DealtCurrency.
      • setAmount

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setAmount​(@NotNull
                                                                  @NotNull java.lang.String amount)
        Returns:
        The amount of a trade or order in the DealtCurrency.
      • setBuySell

        @NotNull
        public @NotNull QuotePartsDef.LegFields.Builder setBuySell​(@NotNull
                                                                   @NotNull java.lang.String buySell)
        Returns:
        The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.