InstrumentDefinitionEris363::LegsEntry Struct Reference

Classes
struct	LegSecurityAltIDEntry

Public Types
typedef BinaryGroupEntry< GroupSize::BlockLength >	Base
typedef BinaryGroup< LegSecurityAltIDEntry, GroupSize, MessageSize >	LegSecurityAltID
Public Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength	BodySize

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
Public Member Functions inherited from BinaryGroupEntry< GroupSize::BlockLength >
	BinaryGroupEntry ()
	BinaryGroupEntry (const void *body, BodySize size, SchemaVersion version)
	BinaryGroupEntry (const BinaryGroupEntry &other)
	operator bool () const
const void *	body () const
BodySize	bodySize () const
SchemaVersion	version () const
BinaryGroupEntry &	operator= (const BinaryGroupEntry &other)

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

Additional Inherited Members
Protected Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef BinaryGroupList< MessageSize >	GroupList
Protected Member Functions inherited from BinaryGroupEntry< GroupSize::BlockLength >
GroupList	groups () const
Protected Member Functions inherited from BinaryFields< Block, BlockSize >
	BinaryFields ()
	~BinaryFields ()
template<class FieldValue>
const FieldValue &	ordinary (BlockSize offset) const
template<class FieldValue, class NullValue>
bool	ordinary (FieldValue &value, BlockSize offset, const NullValue &null) const
template<class Value>
Decimal	decimal (BlockSize offset) const
template<class NullValue>
bool	decimal (Decimal &value, BlockSize offset, const NullValue &null) const
template<class FieldValue, class NullValue>
bool	ordinary (FieldValue &value, BlockSize offset, const NullValue &null, SchemaVersion since) const
template<class Enumeration>
Enumeration::Enum	enumeration (BlockSize offset) const
template<class Enumeration, class NullValue>
bool	enumeration (typename Enumeration::Enum &value, BlockSize offset, const NullValue &null) const
template<class Enumeration, class NullValue>
bool	enumeration (typename Enumeration::Enum &value, BlockSize offset, const NullValue &null, SchemaVersion since) const
template<BlockSize Size>
StrRef	fixedStr (BlockSize offset) const
template<BlockSize Size>
StrRef	fixedStr (BlockSize offset, SchemaVersion since) const
template<BlockSize Size>
bool	fixedStr (StrRef &value, BlockSize offset) const

Detailed Description

Entry of LegsEntry repeating group.

Definition at line 5843 of file Messages.h.

Member Typedef Documentation

Base

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 5855 of file Messages.h.

LegSecurityAltID

typedef BinaryGroup<LegSecurityAltIDEntry, GroupSize, MessageSize> LegSecurityAltID

Repeating group containing LegSecurityAltIDEntry entries.

Definition at line 5947 of file Messages.h.

Constructor & Destructor Documentation

LegsEntry() [1/2]

LegsEntry ( )

inline

Initializes blank instance.

Definition at line 5858 of file Messages.h.

LegsEntry() [2/2]

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

inline

Initializes instance of given version over given memory block.

Definition at line 5864 of file Messages.h.

Member Function Documentation

blockLength()

BlockLength blockLength ( SchemaVersion )

inlinestatic

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

Definition at line 6094 of file Messages.h.

className()

const Char * className ( )

inlinestatic

Entity class name.

Definition at line 6111 of file Messages.h.

interpolationFactor()

Decimal interpolationFactor ( ) const

inline

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

Definition at line 6076 of file Messages.h.

legBenchmarkCurveName()

bool legBenchmarkCurveName ( StrRef & value ) const

inline

Required for Floating Rate Leg. Floating rate reference.

Definition at line 5950 of file Messages.h.

legCurrency()

StrRef legCurrency ( ) const

inline

Currency associated with a particular Leg's quantity.

Definition at line 6037 of file Messages.h.

legDateOffset()

bool legDateOffset ( Int8 & value ) const

inline

Float reset date offset, specified when LegType = FLOAT.

Definition at line 6065 of file Messages.h.

legPayFrequencey()

bool legPayFrequencey ( StrRef & value ) const

inline

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

Definition at line 5988 of file Messages.h.

legRatioQty()

bool legRatioQty ( Int32 & value ) const

inline

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 legSecurityAltId ( ) const

inline

Returns instance of LegSecurityAltID repeating group.

Definition at line 6084 of file Messages.h.

legSecurityGroup()

bool legSecurityGroup ( StrRef & value ) const

inline

Leg equivalent of body tag 1151-SecurityGroup (i.e.

leg 'product code').

Definition at line 6056 of file Messages.h.

legSecurityType()

bool legSecurityType ( StrRef & value ) const

inline

Identifies the type of instrument.

Definition at line 6046 of file Messages.h.

legSide()

bool legSide ( UInt8 & value ) const

inline

The side of this individual leg.

Definition at line 6027 of file Messages.h.

legSymbol()

bool legSymbol ( StrRef & value ) const

inline

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.

next()

LegsEntry next ( SchemaVersion ) const

inline

Returns reference to the next item.

Definition at line 6100 of file Messages.h.

previousFixingDate()

bool previousFixingDate ( Timestamp & value ) const

inline

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.

previousFixingRate()

Decimal previousFixingRate ( ) const

inline

The Rate set on the last reset date.

It is the previous fixing rate.

Definition at line 5998 of file Messages.h.

rateDescriptor()

bool rateDescriptor ( StrRef & value ) const

inline

Rate Descriptor.

Definition at line 5959 of file Messages.h.