Variance Struct Reference

#include <OnixS/CboeCFE/MarketData/Pitch/Messages/Variance.h>

Public Member Functions
SignedBinary8	realizedVariance () const ONIXS_BATS_PITCH_NOTHROW
Binary2	numExpectedPrices () const ONIXS_BATS_PITCH_NOTHROW
Binary2	numElapsedReturns () const ONIXS_BATS_PITCH_NOTHROW
BinaryPrice	previousSettlement () const ONIXS_BATS_PITCH_NOTHROW
SignedBinary8	discountFactor () const ONIXS_BATS_PITCH_NOTHROW
BinaryPrice	initialStrike () const ONIXS_BATS_PITCH_NOTHROW
SignedBinary8	previousARMVM () const ONIXS_BATS_PITCH_NOTHROW
SignedBinary8	fedFundsRate () const ONIXS_BATS_PITCH_NOTHROW
	Variance (const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_BATS_PITCH_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_BATS_PITCH_NOTHROW
ONIXS_BATS_PITCH_EXPLICIT	operator bool () const ONIXS_BATS_PITCH_NOTHROW
const void *	binary () const ONIXS_BATS_PITCH_NOTHROW
MessageSize	binarySize () const ONIXS_BATS_PITCH_NOTHROW
BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_BATS_PITCH_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 54

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
const SubMessage	submessage (MessageSizeoffset, MessageSizesize) const ONIXS_BATS_PITCH_NOTHROW
FieldValue	ordinary (MessageSizeoffset) const ONIXS_BATS_PITCH_NOTHROW
const FieldValue &	ordinaryRef (MessageSizeoffset) const ONIXS_BATS_PITCH_NOTHROW
Enumeration::Enum	enumeration (MessageSizeoffset) const ONIXS_BATS_PITCH_NOTHROW
StrRef	fixedStr (MessageSizeoffset) const ONIXS_BATS_PITCH_NOTHROW

Detailed Description

Definition at line 36 of file Variance.h.

Constructor & Destructor Documentation

Variance ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 106 of file Variance.h.

Member Function Documentation

SignedBinary8 discountFactor ( ) const

inline

Discount Factor (signed 64-bit decimal with 16 implied decimal places)

Definition at line 67 of file Variance.h.

SignedBinary8 fedFundsRate ( ) const

inline

Fed Funds rate of prior day (signed 64-bit number with 6 implied decimal places)

Definition at line 89 of file Variance.h.

BinaryPrice initialStrike ( ) const

inline

Initial strike.

Definition at line 74 of file Variance.h.

Binary2 numElapsedReturns ( ) const

inline

Number of returns elapsed as of the beginning of the trading day.

Definition at line 53 of file Variance.h.

Binary2 numExpectedPrices ( ) const

inline

Number of expected SP500 prices to be used for calculating returns during the life of the contract.

Definition at line 46 of file Variance.h.

SignedBinary8 previousARMVM ( ) const

inline

ARMVM that was used to adjust the previous day settlement price (signed 64-bit decimal value with 6 implied decimal places)

Definition at line 82 of file Variance.h.

BinaryPrice previousSettlement ( ) const

inline

Previous day Settlement Value.

Definition at line 60 of file Variance.h.

SignedBinary8 realizedVariance ( ) const

inline

Realized Variance to date (signed 64-bit decimal with 8 implied decimal places)

Definition at line 39 of file Variance.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 99 of file Variance.h.

Member Data Documentation

ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 54

static

Total message size.

Definition at line 96 of file Variance.h.

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

• include/OnixS/CboeCFE/MarketData/Pitch/Messages/Variance.h