Class ConfirmationQuoteExtractor
java.lang.Object
com.caplin.motif.fx.ret.fxtrading.confirmation.ConfirmationQuoteExtractor
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Constructor Summary
ConstructorsConstructorDescriptionConfirmationQuoteExtractor(com.caplin.ret.trapi.fx.execution.QuoteEvent quote, boolean isBlock, com.caplin.ret.trapi.fx.Side side) Extracts all the values for each leg for the quote coming from RET -
Method Summary
Modifier and TypeMethodDescriptiongetAllInMidRate(int legId) com.caplin.motif.fx.trading.BuySellSometimes referred to as Fwd Pips Format e.g.com.caplin.ret.trapi.fx.execution.MarginSometimes referred to as Fwd Points Format e.g.getFwdMidPoints(int legId) getLegAllInRate(int legNo) com.caplin.motif.fx.trading.BuySellgetLegBuySell(int legNo) getLegRawFwdPoints(int legNo) Sometimes referred to as Fwd Points Format e.g.com.caplin.motif.fx.trading.BuySellSometimes referred to as Fwd Pips Format e.g.com.caplin.ret.trapi.fx.execution.MarginSometimes referred to as Fwd Points Format e.g.getQuote(int legId) com.caplin.ret.trapi.fx.execution.QuoteEventtoString()
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Constructor Details
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ConfirmationQuoteExtractor
public ConfirmationQuoteExtractor(@Nonnull com.caplin.ret.trapi.fx.execution.QuoteEvent quote, boolean isBlock, com.caplin.ret.trapi.fx.Side side) Extracts all the values for each leg for the quote coming from RET- Parameters:
quote- the quote coming from RET
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Method Details
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getDealtCurrency
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getContraCurrency
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getNearAmount
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getFarAmount
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getNearContraAmount
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getFarContraAmount
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getSpotRate
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getNearAllInRate
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getLegAllInRate
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getFarAllInRate
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getNearRawFwdPoints
Sometimes referred to as Fwd Points Format e.g. 0.00439 -
getFarRawFwdPoints
Sometimes referred to as Fwd Points Format e.g. 0.00439 -
getLegRawFwdPoints
Sometimes referred to as Fwd Points Format e.g. 0.00439 -
getNearFwdPoints
Sometimes referred to as Fwd Pips Format e.g. 4.39 -
getFarFwdPoints
Sometimes referred to as Fwd Pips Format e.g. 4.39 -
getAccount
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getNearMargin
@Nullable public com.caplin.ret.trapi.fx.execution.Margin getNearMargin() -
getFarMargin
@Nullable public com.caplin.ret.trapi.fx.execution.Margin getFarMargin() -
getNearBuySell
@Nullable public com.caplin.motif.fx.trading.BuySell getNearBuySell() -
getFarBuySell
@Nullable public com.caplin.motif.fx.trading.BuySell getFarBuySell() -
getLegBuySell
@Nullable public com.caplin.motif.fx.trading.BuySell getLegBuySell(int legNo) -
getNearFixingDate
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getNearRiskDate
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getNearRiskTenor
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getNearStartDate
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getNearStartTenor
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getNearSpotMidRate
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getFwdMidPoints
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getAllInMidRate
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getNearQuote
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getFarQuote
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getQuote
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getQuotes
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getUnderlyingQuoteEvent
public com.caplin.ret.trapi.fx.execution.QuoteEvent getUnderlyingQuoteEvent() -
toString
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