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

Interface SwapQuoteFactory

All Known Implementing Classes:
DefaultSwapQuoteFactory
public interface SwapQuoteFactory
Invoked when the toolkit receives a Swap Quote from RET and requires an FX API Swap Quote.

  • Method Summary

    Modifier and Type
    Method
    Description
    com.caplin.motif.datasource.Message
    createSwapQuote(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 swap quote and requires the factory to build the FX API quote object
    void
    initialise(Context context)
    Invoked by the toolkit.

  • Method Details

    • initialise

      void initialise(Context context)
      Invoked by the toolkit. The context provides objects that aid in creating the Quote object.
      Parameters:
      context - The context

    • createSwapQuote

      com.caplin.motif.datasource.Message createSwapQuote(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide) throws QuoteCreationException
      Invoked when the toolkit receives a RET swap quote and requires the factory to build the FX API quote object
      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.
      Throws:
      QuoteCreationException - if a quote cannot be created.