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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |
Member Summary | |
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string | cross
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string | leg1
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string | leg2
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string | intermediate
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boolean | parity1
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boolean | parity2
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Action Summary | |
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boolean |
determineParity(string cross, string leg1, string leg2)
This function validates that the synthetic cross can be calculated based on the two input legs. It also calculates the parity of each leg (IE the direction of the input legs are correct or if they are inverted). |
string |
getCrossSymbol()
Helper function to get the name of the synthetic cross rate. |
boolean |
getLeg1Parity()
Helper function to get the parity of the front leg used for the synthetic cross rate. |
string |
getLeg1Symbol()
Helper function to get the name of the front leg used for the synthetic cross rate. |
boolean |
getLeg2Parity()
Helper function to get the parity of the back leg used for the synthetic cross rate. |
string |
getLeg2Symbol()
Helper function to get the name of the back leg used for the synthetic cross rate. |
string |
getOtherLegSymbol(string symbol)
Helper function to get the opposite legs symbol name based on the symbol passed in. |
boolean |
initialise(string cross, string leg1, string leg2)
This function initialises the CrossRateLegPair event and used to determine the validity of the synthetic cross based on the two input legs. |
Member Detail |
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string cross
string intermediate
string leg1
string leg2
boolean parity1
boolean parity2
Action Detail |
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boolean determineParity(string cross, string leg1, string leg2)This function validates that the synthetic cross can be calculated based on the two input legs. It also calculates the parity of each leg (IE the direction of the input legs are correct or if they are inverted).
string getCrossSymbol()Helper function to get the name of the synthetic cross rate.
boolean getLeg1Parity()Helper function to get the parity of the front leg used for the synthetic cross rate.
string getLeg1Symbol()Helper function to get the name of the front leg used for the synthetic cross rate.
boolean getLeg2Parity()Helper function to get the parity of the back leg used for the synthetic cross rate.
string getLeg2Symbol()Helper function to get the name of the back leg used for the synthetic cross rate.
string getOtherLegSymbol(string symbol)Helper function to get the opposite legs symbol name based on the symbol passed in.
boolean initialise(string cross, string leg1, string leg2)This function initialises the CrossRateLegPair event and used to determine the validity of the synthetic cross based on the two input legs.
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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |