OnixS C++ B3 Binary UMDF Market Data Handler  1.3.0
API documentation
Public Types | Static Public Member Functions | List of all members
MultiLegPriceMethod Struct Reference

#include <OnixS/B3/MarketData/UMDF/messaging/Fields.h>

Public Types

enum  Enum {
  NET_PRICE = 0, REVERSED_NET_PRICE = 1, YIELD_DIFFERENCE = 2, INDIVIDUAL = 3,
  CONTRACT_WEIGHTED_AVERAGE_PRICE = 4, MULTIPLIED_PRICE = 5
}
 
typedef UInt8 Base
 

Static Public Member Functions

static ONIXS_B3_UMDF_MD_NODISCARD std::string toString (Enum)
 

Detailed Description

Definition at line 1262 of file Fields.h.

Member Typedef Documentation

typedef UInt8 Base

Definition at line 1264 of file Fields.h.

Member Enumeration Documentation

enum Enum

Code to represent how the multileg price is to be interpreted when applied to the legs.

Enumerator
NET_PRICE 

Net Price..

REVERSED_NET_PRICE 

Reversed Net Price..

YIELD_DIFFERENCE 

Yield Difference..

INDIVIDUAL 

Individual..

CONTRACT_WEIGHTED_AVERAGE_PRICE 

Contract Weighted Average Price..

MULTIPLIED_PRICE 

Multiplied Price..

Definition at line 1267 of file Fields.h.

Member Function Documentation

std::string toString ( MultiLegPriceMethod::Enum  value)
inlinestatic
Returns
a human-readable presentation.

Definition at line 2336 of file Serialization.h.

The documentation for this struct was generated from the following files: