InstrumentDefinitionSpread56::LegsEntry Struct Reference

#include <OnixS/CME/MDH/Messages.h>

Public Types
typedef BinaryGroupEntry< GroupSize::BlockLength >	Base

Public Member Functions
	LegsEntry ()
	LegsEntry (const void *data, EncodedLength length, SchemaVersion version)
Int32	legSecurityId () const
SecurityIDSource	legSecurityIdSource () const
LegSide::Enum	legSide () const
Int8	legRatioQty () const
bool	legPrice (Decimal &value) const
bool	legOptionDelta (Decimal &value) const

Static Public Member Functions
static ONIXS_CMEMDH_EXPORTED BlockLength	blockLength (SchemaVersion)
static ONIXS_CMEMDH_EXPORTED const Char *	className ()

Detailed Description

Number of Leg entries. Entry of LegsEntry repeating group.

Definition at line 2580 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 2592 of file Messages.h.

Constructor & Destructor Documentation

LegsEntry ( )

inline

Initializes blank instance.

Definition at line 2595 of file Messages.h.

LegsEntry ( const void *  data, EncodedLength  length, SchemaVersion  version  )

inline

Initializes instance of given version over given memory block.

Definition at line 2601 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )

inlinestatic

Returns size of entry body in bytes for given version of message template.

Definition at line 2666 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

inlinestatic

Entity class name.

Definition at line 2673 of file Messages.h.

bool legOptionDelta ( Decimal &  value ) const

inline

Delta used to calculate the quantity of futures used to cover the option or option strategy.

Definition at line 2654 of file Messages.h.

bool legPrice ( Decimal &  value ) const

inline

Price for the future leg of a UDS Covered instrument.

Definition at line 2643 of file Messages.h.

Int8 legRatioQty ( ) const

inline

Leg ratio of quantity for this individual leg relative to the entire multi-leg instrument.

Definition at line 2635 of file Messages.h.

Int32 legSecurityId ( ) const

inline

Leg Security ID.

Definition at line 2612 of file Messages.h.

SecurityIDSource legSecurityIdSource ( ) const

inline

Identifies source of tag 602-LegSecurityID value.

Definition at line 2620 of file Messages.h.

LegSide::Enum legSide ( ) const

inline

Leg side.

Definition at line 2626 of file Messages.h.

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

• include/OnixS/CME/MDH/Messages.h