Caplin FXIntegrationAPI Documentation - Version 3.53.0-3121-ab928da
Message Builder Example - SwapQuote
package com.caplin.examples.fxapi.generated.motif.fx.rates.QuoteTypesDef;
import java.math.BigInteger;
import com.caplin.generated.motif.fx.rates.QuotePartsDef;
import com.caplin.generated.motif.fx.rates.QuoteTypesDef;
public class SwapQuoteExample {
public static void main(String[] args) {
QuoteTypesDef.SwapQuote swapQuote =
QuoteTypesDef.SwapQuote
.newBuilder()
.setCommonFields(
QuotePartsDef.CommonFields
.newBuilder()
.setAskCostAmount("150000.00")
.setAskCostPercentage(BigDecimal.valueOf(1.5))
.setAskCostRate(BigDecimal.valueOf(0.0))
.setAskIndicative(true)
.setAskPips("11.98")
.setAskQuoteID("")
.setBidCostAmount(BigDecimal.valueOf(150000.00))
.setBidCostPercentage("1.5")
.setBidCostRate("")
.setBidIndicative("")
.setBidPips("11.98")
.setBidQuoteID("")
.setCostCurrency("GBP")
.setCostCurrencyDPS("2")
.setCurrencyPair("")
.setDigitsBeforePips("2")
.setGFA("1000000")
.setNumberOfFractionalPips("")
.setNumberOfPips(2)
.setOverallTimeOut("")
.setPriceUpdateSource("")
.setRemainingTimeOutMillis("")
.setSpotAskRate(BigDecimal.valueOf(1.08349))
.setSpotBidRate("1.08341")
.setSpotMidRate("1.08345")
.setSpotRateDPS("5")
.setSwapGFA("1 000 000")
.setTimePriceReceived("")
.setWarningCode("001")
.setWarningMessage("You do not have sufficient credit for EUR")
.build())
.setFarLegFields(
QuotePartsDef.LegFields
.newBuilder()
.setAllInAskRate(BigDecimal.valueOf(1.091790))
.setAllInBidRate("1.091790")
.setAllInMidRate(BigDecimal.valueOf(1.091790))
.setAllInRateDPS("5")
.setAmount(BigDecimal.valueOf(0))
.setBuySell("")
.setFwdAskPips("53.90")
.setFwdAskPoints("0.005390")
.setFwdBidPips("53.90")
.setFwdBidPoints(BigDecimal.valueOf(0.005390))
.setFwdMidPoints(BigDecimal.valueOf(0.005390))
.setRiskDate("20160314")
.setRiskTenor("1W")
.setSettlementDate("")
.setTenor("1M")
.build())
.setNearLegFields(
QuotePartsDef.LegFields
.newBuilder()
.build())
.setSwapFields(
QuotePartsDef.SwapQuoteFields
.newBuilder()
.setSwapAskPips("49.34")
.setSwapAskPoints("0.004934")
.setSwapBidPips("41.71")
.setSwapBidPoints(BigDecimal.valueOf(0.004171))
.setSwapMidPoints("0.004553")
.build())
.build();
}
}