TotalReturnFuturesStatus.h

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/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable OnixS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/
 
#pragma once
 
#include <OnixS/Eurex/MarketData/Defines.h>
#include <OnixS/Eurex/MarketData/Message.h>
#include <OnixS/Eurex/MarketData/Group.h>
#include <OnixS/Eurex/MarketData/Tags.h>
#include <OnixS/Eurex/MarketData/InstrumentSnapshot.h>
#include <OnixS/Eurex/MarketData/VarianceFuturesStatus.h>
 
namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            struct ONIXS_EUREX_EMDI_API ConversionMode
            {
                enum Enum
                {
                    Undefined = -1,

                    Initial = 0,

                    Preliminary,

                    Final
                };
            };

            struct ONIXS_EUREX_EMDI_API ConversionModeQualifier
            {
                enum Enum
                {
                    Undefined = -1,

                    Early = 0,

                    Late
                };
            };

            class ONIXS_EUREX_EMDI_API TrfsClearingPriceParameter : GroupInstance
            {
                public:

                    BusinessDayType::Enum businessDayType() const
                    {
                        return getIntEnumFieldValue<BusinessDayType> (*this, Tags::BusinessDayType);
                    }

                    bool annualCalendarDays (UInt32& value) const
                    {
                        return get (Tags::AnnualCalendarDays).toNumber (value);
                    }

                    bool remainingCalendarDays (Int32& value) const
                    {
                        return get (Tags::RemainingCalendarDays).toNumber (value);
                    }

                    bool overnightInterestRate (Decimal& value) const
                    {
                        return get (Tags::OvernightInterestRate).toNumber (value);
                    }

                    bool overnightInterestRateName(StringRef& id) const
                    {
                        return get(Tags::OvernightInterestRateName).toStringRef(id);
                    }

                    bool currentPaymentParameter (Decimal& value) const
                    {
                        return get (Tags::CurrentPaymentParameter).toNumber (value);
                    }

                    bool accruedPaymentParameter (Decimal& value) const
                    {
                        return get (Tags::AccruedPaymentParameter).toNumber (value);
                    }

                    bool relatedIndexValue (Decimal& value) const
                    {
                        return get (Tags::RelatedIndexValue).toNumber (value);
                    }

                    bool currentCollectionParameter (Decimal& value) const
                    {
                        return get (Tags::CurrentCollectionParameter).toNumber (value);
                    }

                    bool accruedCollectionParameter (Decimal& value) const
                    {
                        return get (Tags::AccruedCollectionParameter).toNumber (value);
                    }

                    bool currentAccruedInterestAmt(Decimal& value) const
                    {
                        return get(Tags::CurrentAccruedInterestAmt).toNumber(value);
                    }

                    bool relatedClosePrice (Decimal& value) const
                    {
                        return get (Tags::RelatedClosePrice).toNumber (value);
                    }
 
 
                private:
                    friend class TypedGroup<TrfsClearingPriceParameter>;
 
                    TrfsClearingPriceParameter (const GroupInstance& groupInstance)
                        : GroupInstance (groupInstance)
                    {
                    }
            };
 
            class TrfsClearingPriceParameters : public TypedGroup<TrfsClearingPriceParameter>
            {
                private:
                    explicit
                    TrfsClearingPriceParameters (const Group& group)
                        : TypedGroup<TrfsClearingPriceParameter> (group)
                    {
                    }
 
                    friend class TotalReturnFuturesStatus;
            };

            class ONIXS_EUREX_EMDI_API TotalReturnFuturesStatus : public Message
            {
                public:

                    MarketSegmentId marketSegmentId() const
                    {
                        return getUInt32 (Tags::MarketSegmentID);
                    }

                    SecurityId securityId() const
                    {
                        return getInt64 (Tags::SecurityID);
                    }

                    SecurityType::Enum securityType() const
                    {
                        return getIntEnumFieldValue<SecurityType> (*this, Tags::SecurityType);
                    }

                    Decimal priorSettlPrice() const
                    {
                        return getDecimal(Tags::PriorSettlPrice);
                    }

                    bool settlPrice (Decimal& price) const
                    {
                        return get (Tags::SettlPrice).toNumber (price);
                    }
 

                    TrfsClearingPriceParameters clearingPriceParameters() const
                    {
                        return TrfsClearingPriceParameters ( getGroup (Tags::NoClearingPriceParameters) );
                    }

                    ConversionMode::Enum conversionMode() const
                    {
                        return getIntEnumFieldValue<ConversionMode> (*this, Tags::ConversionMode);
                    }

                    ConversionModeQualifier::Enum conversionModeQualifier() const
                    {
                        return getIntEnumFieldValue<ConversionModeQualifier> (*this, Tags::ConversionModeQualifier);
                    }
 
            private:
                    friend class TotalReturnFuturesStatusWrapper;
 
                    TotalReturnFuturesStatus (const void* impl)
                        : Message (impl)
                    {
                    }
            };
        }
    }
}