Package com.caplin.motif.fx.ret.calendar.request

Interface CalendarDataTransformer

public interface CalendarDataTransformer
An extension point for transforming settlement date and tenor date data.

To attach a CalendarDataTransformer use CalendarConfiguration.setDataTransformer(CalendarDataTransformer).

See Also:

  • Method Details

    • onSettlementDatesReceived

      Set<String> onSettlementDatesReceived(String currencyPair, String year, String month, Set<String> settlementDates)
      Invoked with a Set of settlement dates.
      Parameters:
      currencyPair - a currency pair
      year - a year
      month - a month
      settlementDates - a Set of dates, formatted yyyyMMdd
      Returns:
      the transformed Set

    • onTenorDatesReceived

      Map<com.caplin.motif.fx.common.Tenor,String> onTenorDatesReceived(String currencyPair, Map<com.caplin.motif.fx.common.Tenor,String> tenorDates)
      Invoked with a Map of tenor dates.
      Parameters:
      currencyPair - a currency pair
      tenorDates - a Map of Tenors and corresponding dates, formatted yyyyMMdd
      Returns:
      the transformed map
      See Also:
      • Tenor