Package com.caplin.motif.fx.ret.fxtrading.extension.quote

Class DefaultQuoteFactory

java.lang.Object

com.caplin.motif.fx.ret.fxtrading.extension.quote.DefaultQuoteFactory

All Implemented Interfaces:

QuoteFactory

public class DefaultQuoteFactory
extends java.lang.Object
implements QuoteFactory

Constructor Summary

Constructors

Constructor	Description
DefaultQuoteFactory()

Method Summary

Modifier and Type	Method	Description
static com.caplin.generated.motif.fx.rates.QuotePartsDef.CommonFields	createCommonFields(java.lang.String username, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, PrecisionFactory precisionFactory, com.caplin.motif.fx.trading.PricingSide pricingSide, boolean isSpot)
static com.caplin.generated.motif.fx.rates.QuotePartsDef.CommonFields	createCommonFields(java.lang.String username, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.ret.trapi.fx.execution.LegQuote legQuote, PrecisionFactory precisionFactory, com.caplin.motif.fx.trading.PricingSide pricingSide, boolean isSpot, boolean isEvenBlock)
com.caplin.generated.motif.fx.rates.QuoteTypesDef.ForwardQuote	createFwdQuote(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide)	Invoked when the toolkit receives a RET forward quote and requires the factory to build the FX API quote object
static com.caplin.generated.motif.fx.rates.QuotePartsDef.LegFields	createLegFields(java.lang.String username, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.ret.trapi.fx.execution.LegQuote legQuote, com.caplin.motif.fx.trading.PricingSide pricingSide, PrecisionFactory precisionFactory, boolean isSpot)
com.caplin.generated.motif.fx.rates.QuoteTypesDef.SpotQuote	createSpotQuote(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide)	Invoked when the toolkit receives a RET spot quote and requires the factory to build the FX API quote object
static java.util.Map<java.lang.String,java.lang.String>	getPrefixedLegFields(int leg, java.util.Map<java.lang.String,java.lang.String> legFields)
void	initialise(Context context)	Invoked by the toolkit.

Methods inherited from class java.lang.Object

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

Constructor Detail

DefaultQuoteFactory

public DefaultQuoteFactory()

Method Detail

createCommonFields

public static com.caplin.generated.motif.fx.rates.QuotePartsDef.CommonFields createCommonFields(java.lang.String username,
                                                                                                com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                                                                PrecisionFactory precisionFactory,
                                                                                                com.caplin.motif.fx.trading.PricingSide pricingSide,
                                                                                                boolean isSpot)

createCommonFields

public static com.caplin.generated.motif.fx.rates.QuotePartsDef.CommonFields createCommonFields(java.lang.String username,
                                                                                                com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                                                                com.caplin.ret.trapi.fx.execution.LegQuote legQuote,
                                                                                                PrecisionFactory precisionFactory,
                                                                                                com.caplin.motif.fx.trading.PricingSide pricingSide,
                                                                                                boolean isSpot,
                                                                                                boolean isEvenBlock)

createLegFields

public static com.caplin.generated.motif.fx.rates.QuotePartsDef.LegFields createLegFields(java.lang.String username,
                                                                                          com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                                                          com.caplin.ret.trapi.fx.execution.LegQuote legQuote,
                                                                                          com.caplin.motif.fx.trading.PricingSide pricingSide,
                                                                                          PrecisionFactory precisionFactory,
                                                                                          boolean isSpot)

getPrefixedLegFields

public static java.util.Map<java.lang.String,java.lang.String> getPrefixedLegFields(int leg,
                                                                                          java.util.Map<java.lang.String,java.lang.String> legFields)

initialise

public void initialise(Context context)

Description copied from interface: QuoteFactory

Invoked by the toolkit. The context provides objects that aid in creating the Quote object.

Specified by:

initialise in interface QuoteFactory

Parameters:

context - The context

createSpotQuote

public com.caplin.generated.motif.fx.rates.QuoteTypesDef.SpotQuote createSpotQuote(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade,
                                                                                   com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                                                   com.caplin.motif.fx.trading.PricingSide pricingSide)

Description copied from interface: QuoteFactory

Invoked when the toolkit receives a RET spot quote and requires the factory to build the FX API quote object

Specified by:

createSpotQuote in interface QuoteFactory

Parameters:

trade - The FX Integration API RFS Trade object

quote - The RET Quote

pricingSide - The side, defining whether just Bid or Ask values should be set, or both.

createFwdQuote

public com.caplin.generated.motif.fx.rates.QuoteTypesDef.ForwardQuote createFwdQuote(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade,
                                                                                     com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                                                     com.caplin.motif.fx.trading.PricingSide pricingSide)

Description copied from interface: QuoteFactory

Invoked when the toolkit receives a RET forward quote and requires the factory to build the FX API quote object

Specified by:

createFwdQuote in interface QuoteFactory

Parameters:

trade - The FX Integration API RFS Trade object

quote - The RET Quote

pricingSide - The side, defining whether just Bid or Ask values should be set, or both.