Apama Capital Markets Foundation Documentation : Capital Markets Foundation : Analytics : Creating and configuring a currency converter
Creating and configuring a currency converter
Overview of using a currency converter
Creating a currency calculation extension
Creating a currency converter
Connecting to a currency converter
Default settings for currency converter parameters
Configuring a currency converter factory
Configuring currency converter instances
Getting values from the currency converter
You can use interfaces in the com.apama.ccyconverter package to define a currency converter. A currency converter is used to normalize positions, values and prices from their trading currency to a base currency that you specify.
When you create a currency converter you are provided with an interface to that currency converter. For example, when you create a realized profit and loss default position tracker you must specify a currency converter. The tracker uses the currency converter's interface to obtain data required to normalize values.
This section provides information and instructions for creating and configuring a currency converter. Sample code is in the samples\Currency Converter Sample directory in your CMF installation directory. The code examples in this section are taken from that sample.
For details about the realized profit and loss position tracker, see Creating and subscribing to the realized profit and loss tracker.
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