#include <OnixS/B3/MarketData/UMDF/messaging/Fields.h>
Public Types | |
| enum | Enum |
| typedef UInt8 | Base |
| enum Enum |
Code to represent how the multileg price is to be interpreted when applied to the legs.
| Enumerator | ||
|---|---|---|
| NET_PRICE | 0 | Net Price. |
| REVERSED_NET_PRICE | 1 | Reversed Net Price. |
| YIELD_DIFFERENCE | 2 | Yield Difference. |
| INDIVIDUAL | 3 | Individual. |
| CONTRACT_WEIGHTED_AVERAGE_PRICE | 4 | Contract Weighted Average Price. |
| MULTIPLIED_PRICE | 5 | Multiplied Price. |
