Underlying Struct Reference

Underlying representation. More...

Public Types
typedef std::vector< OMexDate >	Coupons
	Alias for coolection of coupons.

Public Member Functions
std::string	toString () const
	String representation.
	Underlying ()
	Constructor.
	Underlying (const UnderlyingId &underlyingId)
	Constructor.

Public Attributes
UnderlyingId	id
	Typed id of underlying (Commodity Code).
std::string	symbol
	Underlying identity.
std::string	name
	Long name of underlying.
std::string	isinCode
	ISIN code.
std::string	currency
	Defines the trading currency for the underlying.
std::string	indexValue
	Index value identity.
uint32	priceDenominator
	Price denominator. More...
OMexDate	releaseDate
	Issue date for fixed income underlying.
OMexDate	datedDate
	Dated date for bond underlying.
OMexDate	terminationDate
	Maturity date for fixed income underlying.
OMexDate	callDate
	The call date for the underlying.
UnderlyingType::Enum	underlyingType
	What type of underlying is it.
PriceUnit::Enum	priceUnit
	The price unit for the underlying.
FixedIncomeType::Enum	fixedIncomeType
	Type of fixed income security.
DayCalcRule::Enum	dayCalcRule
	Specifies the day calculation rule for the underlying.
OMexBool::Enum	deliverable
	Defines if a series can be delivered or not (Cash settlement)
int64	nominal
	Nominal value for bond security [underlying] including decimals.
uint32	nominalDenominator
	Nominal value denominator.
uint16	couponFrequency
	Number of coupons per year for bond underlying.
uint32	couponInterest
	Coupon interest, decimal value stored with 6 decimals, e.g. 11% is stored as 110000.
uint16	couponSettlementDays
	Number of settlement days at coupon.
int32	indexAtDated
	Index value of the index linked bond at the dated date.
uint16	lagInIndex
	Number of month the index is lagging.
uint32	indexDenominator
	Number of decimals that are used when calculating the index for the settlement date.
OMexBool::Enum	protectCoupon
	Tells if the index value can be negative for the coupons.
OMexBool::Enum	protectRedempt
	Tells if the index value can be negative for the redemption value.
Coupons	coupons
	Collection of coupon date/dividend for bond underlying or dividend date/dividend for stock underlying for given commodity.

Detailed Description

Underlying representation.

Member Data Documentation

uint32 priceDenominator

Price denominator.

Number of implicit decimals in the underlying price received from external sources.