OnixS C++ CME Streamlined Market Data Handler
API documentation
InstrumentDefinitionEris363::LegsEntry Struct Reference

#include <Messages.h>

Collaboration diagram for InstrumentDefinitionEris363::LegsEntry:


struct  LegSecurityAltIDEntry

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
typedef BinaryGroup< LegSecurityAltIDEntry, GroupSize, MessageSizeLegSecurityAltID

Public Member Functions

 LegsEntry ()
 LegsEntry (const void *data, EncodedLength length, SchemaVersion version)
bool legBenchmarkCurveName (StrRef &value) const
bool rateDescriptor (StrRef &value) const
bool previousFixingDate (Timestamp &value) const
bool legPayFrequencey (StrRef &value) const
Decimal previousFixingRate () const
bool legSymbol (StrRef &value) const
bool legRatioQty (Int32 &value) const
bool legSide (UInt8 &value) const
StrRef legCurrency () const
bool legSecurityType (StrRef &value) const
bool legSecurityGroup (StrRef &value) const
bool legDateOffset (Int8 &value) const
Decimal interpolationFactor () const
LegSecurityAltID legSecurityAltId () const
LegsEntry next (SchemaVersion) const

Static Public Member Functions

static ONIXS_CMESTREAMLINEDMDH_EXPORTED BlockLength blockLength (SchemaVersion)

Detailed Description

Number of legs (repeating groups). Entry of LegsEntry repeating group.

Definition at line 5843 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 5855 of file Messages.h.

Repeating group containing LegSecurityAltIDEntry entries.

Definition at line 5947 of file Messages.h.

Constructor & Destructor Documentation

LegsEntry ( )

Initializes blank instance.

Definition at line 5858 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 5864 of file Messages.h.

Member Function Documentation

static ONIXS_CMESTREAMLINEDMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )

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

Definition at line 6094 of file Messages.h.

static ONIXS_CMESTREAMLINEDMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 6111 of file Messages.h.

Decimal interpolationFactor ( ) const

Multiplier that when applied on longer rate results in previous fixing rate.

Definition at line 6076 of file Messages.h.

bool legBenchmarkCurveName ( StrRef value) const

Required for Floating Rate Leg. Floating rate reference.

Definition at line 5950 of file Messages.h.

StrRef legCurrency ( ) const

Currency associated with a particular Leg's quantity.

Definition at line 6037 of file Messages.h.

bool legDateOffset ( Int8 value) const

Float reset date offset, specified when LegType = FLOAT.

Definition at line 6065 of file Messages.h.

bool legPayFrequencey ( StrRef value) const

Payment frequency of fixed and floating rates expresses as a period.

Definition at line 5988 of file Messages.h.

bool legRatioQty ( Int32 value) const

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

Definition at line 6017 of file Messages.h.

LegSecurityAltID legSecurityAltId ( ) const

Returns instance of LegSecurityAltID repeating group.

Definition at line 6084 of file Messages.h.

bool legSecurityGroup ( StrRef value) const

Leg equivalent of body tag 1151-SecurityGroup (i.e. leg 'product code').

Definition at line 6056 of file Messages.h.

bool legSecurityType ( StrRef value) const

Identifies the type of instrument.

Definition at line 6046 of file Messages.h.

bool legSide ( UInt8 value) const

The side of this individual leg.

Definition at line 6027 of file Messages.h.

bool legSymbol ( StrRef value) const

For Eris Interest rate swaps values would be FIXED, FLOAT and for Spread, value would be underline instrument.

Definition at line 6007 of file Messages.h.

LegsEntry next ( SchemaVersion  ) const

Returns reference to the next item.

Definition at line 6100 of file Messages.h.

bool previousFixingDate ( Timestamp value) const

Issue date for one leg of a multi-issue trade. It is the previous fixing date on the float leg.

Definition at line 5969 of file Messages.h.

Decimal previousFixingRate ( ) const

The Rate set on the last reset date. It is the previous fixing rate.

Definition at line 5998 of file Messages.h.

bool rateDescriptor ( StrRef value) const

Rate Descriptor.

Definition at line 5959 of file Messages.h.

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