OnixS C++ Cboe CFE Multicast PITCH Market Data Handler  1.12.0
API documentation
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 (const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
 BinaryMessage (const BinaryMessage &other) ONIXS_BATS_PITCH_NOTHROW
const void * binary () const ONIXS_BATS_PITCH_NOTHROW
MessageSize binarySize () const ONIXS_BATS_PITCH_NOTHROW
BinaryMessageoperator= (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 

Initializes instance over given memory block.

Definition at line 106 of file Variance.h.

Member Function Documentation

SignedBinary8 discountFactor ( ) const

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

Definition at line 67 of file Variance.h.

SignedBinary8 fedFundsRate ( ) const

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

Initial strike.

Definition at line 74 of file Variance.h.

Binary2 numElapsedReturns ( ) const

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

Definition at line 53 of file Variance.h.

Binary2 numExpectedPrices ( ) const

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

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

Previous day Settlement Value.

Definition at line 60 of file Variance.h.

SignedBinary8 realizedVariance ( ) const

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)

Check the given size.

Definition at line 99 of file Variance.h.

Member Data Documentation

Total message size.

Definition at line 96 of file Variance.h.

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