InstrumentLeg Class Reference

#include <OnixS/Eurex/MarketData/InstrumentLeg.h>

Public Member Functions
UInt32	legSymbol () const
SecurityId	legSecurityId () const
LegSide::Enum	legSide () const
LegSecurityType::Enum	legSecurityType () const
UInt32	legRatioQty () const
bool	legPrice (Decimal &price) const
bool	relatedPrice (Decimal &price) const
RelatedPriceType::Enum	relatedPriceType () const
TradingStyle::Enum	tradingStyle () const

Friends
class	TypedGroup< InstrumentLeg >

Detailed Description

Definition at line 65 of file InstrumentLeg.h.

Member Function Documentation

bool legPrice ( Decimal &  price ) const

inline

Underlying price for the instrument leg (for VOLA strategies)

Definition at line 100 of file InstrumentLeg.h.

UInt32 legRatioQty ( ) const

inline

The ratio of quantity for this individual leg relative to the entire multileg security.

Definition at line 94 of file InstrumentLeg.h.

SecurityId legSecurityId ( ) const

inline

Instrument ID from Eurex Exchange’s new trading architecture.

Definition at line 76 of file InstrumentLeg.h.

LegSecurityType::Enum legSecurityType ( ) const

inline

Type of leg security.

Definition at line 88 of file InstrumentLeg.h.

LegSide::Enum legSide ( ) const

inline

Buy or Sell code.

Definition at line 82 of file InstrumentLeg.h.

UInt32 legSymbol ( ) const

inline

Product identifier of the leg security.

Definition at line 70 of file InstrumentLeg.h.

bool relatedPrice ( Decimal &  price ) const

inline

Definition at line 106 of file InstrumentLeg.h.

RelatedPriceType::Enum relatedPriceType ( ) const

inline

Definition at line 112 of file InstrumentLeg.h.

TradingStyle::Enum tradingStyle ( ) const

inline

Definition at line 118 of file InstrumentLeg.h.

Friends And Related Function Documentation

friend class TypedGroup< InstrumentLeg >

friend

Definition at line 125 of file InstrumentLeg.h.

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

• OnixS/Eurex/MarketData/InstrumentLeg.h