OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  8.1.0
API documentation
InstrumentLeg Class Reference

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

Collaboration diagram for InstrumentLeg:

Public Member Functions

bool legSymbol (UInt32 &symbol) const
 
SecurityId legSecurityId () const
 
LegSide::Enum legSide () const
 
LegSecurityType::Enum legSecurityType () const
 
bool legRatioQty (UInt32 &quantity) const
 
bool legPrice (Decimal &price) const
 

Friends

class TypedGroup< InstrumentLeg >
 

Detailed Description

Definition at line 52 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 87 of file InstrumentLeg.h.

bool legRatioQty ( UInt32 quantity) const
inline

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

Definition at line 81 of file InstrumentLeg.h.

SecurityId legSecurityId ( ) const
inline

Instrument ID from Eurex Exchange’s new trading architecture.

Definition at line 63 of file InstrumentLeg.h.

LegSecurityType::Enum legSecurityType ( ) const
inline

Type of leg security.

Definition at line 75 of file InstrumentLeg.h.

LegSide::Enum legSide ( ) const
inline

Buy or Sell code.

Definition at line 69 of file InstrumentLeg.h.

bool legSymbol ( UInt32 symbol) const
inline

Product identifier of the leg security.

Definition at line 57 of file InstrumentLeg.h.

Friends And Related Function Documentation

friend class TypedGroup< InstrumentLeg >
friend

Definition at line 93 of file InstrumentLeg.h.


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