Interface CancellableTenorDateRequestListener<T extends TenorDateSubjectInfo>

  • All Known Subinterfaces:

    public interface CancellableTenorDateRequestListener<T extends TenorDateSubjectInfo>
    A TenorDateRequestListener provides an interface to a calendar service which can provide tenor dates for the frontend. The implementation supports both synchronous and asynchronous callbacks.
    • Method Detail

      • getTenorDates

        void getTenorDates​(T subjectInfo,
                           Callback<Map<Tenor,​String>> callback)

        Called when a request for tenor dates for the specified currency pair is made from the frontend. The provided callback object allows for asynchronous invocations to a calendar service. Once a result is provided, it can be returned to the frontend via a call to with the provided tenors.

        Only SPOT and FWD tenors need to be provided, which should include TODAY, TOM, SPOT, 1D, 1W, 2W, 3W, 1M etc up to the maximum tenor provided by the system. ON, TN and SN are not required as these are mapped to TODAY, TOM and 1D respectively.

        subjectInfo - The subject info describing the tenor date request
        callback - The callback to call when a result has been provided.
      • cancelTenorDateRequest

        void cancelTenorDateRequest​(T subjectInfo)
        Called when a subscription to tenor dates is discarded
        subjectInfo -