152 class ClearingPriceParameters :
public TypedGroup<ClearingPriceParameter>
156 ClearingPriceParameters (
const Group& group)
165 class ONIXS_EUREX_EMDI_API VarianceFuturesStatus :
public Message
190 VarianceFuturesStatus (
const void* impl)
Clearing price parameter.
bool volatility(Decimal &value) const
Accumulated return on modified variation margin represents the economic cost of the variation margin ...
bool standardVariance(Decimal &value) const
Used as a variance reference for the trading price conversion and the settlement price calculation.
bool settlPrice(Decimal &value) const
Settlement price in clearing notation. Only provided for previous day.
bool tradingBusinessDays(UInt32 &value) const
Total number of trading days already passed since the introduction of the instrument.
bool clearingPriceOffset(Decimal &value) const
Price constant defined on the instrument level and used for the clearing price conversion.
CalculationMethodType::Enum calculationMethod() const
Indicates whether the automatic calculation of the parameters has been disabled and parameters have b...
bool totalTradingBusinessDays(UInt32 &value) const
Total number of trading days of the instrument, including the first and the last trading day,...
bool realisedVariance(Decimal &value) const
Calculated from all underlying closing prices since the introduction of the instrument adjusted by An...
bool vegaMultiplier(UInt64 &value) const
Constant multiplier of the Notional Vega defined on the product level and used for the clearing quant...
BusinessDayType::Enum businessDayType() const
Business date type.
bool annualTradingBusinessDays(UInt32 &value) const
Approximate number of trading days during one year defined as a constant on the product level and use...
bool relatedClosePrice(Decimal &value) const
Closing price of the underlying on the product level and used to calculate the realised variance....
friend class VarianceFuturesStatus
Decimal type for better precision.
UInt32 getUInt32(Tag tag) const
Group getGroup(Tag numberOfInstancesTag) const
Int64 getInt64(Tag tag) const
FieldValueRef get(Tag tag) const
GroupInstance(const GroupInstance &other)
Initializes instance as reference to the other one.
Message(const Message &other)
TypedGroup(const Group &group)
ClearingPriceParameters clearingPriceParameters() const
Clearing price parameters.
MarketSegmentId marketSegmentId() const
Product identifier.
SecurityId securityId() const
Instrument identifier.
friend class VarianceFuturesStatusWrapper
Enumeration::Enum getIntEnumFieldValue(const FieldSet &fieldSet, Tag tag)
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Int64 SecurityId
Alias for Security Id type.
Exposes list of available feed types.
@ Undefined
Used to identify absence of value.
@ PrecedingDay
Preceding Day.
Exposes list of available calculation method types.
@ Undefined
Used to identify absence of value.