OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
TrfsClearingPriceParameter Class Reference

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

Collaboration diagram for TrfsClearingPriceParameter:

Public Member Functions

BusinessDayType::Enum businessDayType () const
 
bool annualCalendarDays (UInt32 &value) const
 
bool remainingCalendarDays (UInt32 &value) const
 
bool overnightInterestRate (Decimal &value) const
 
bool currentPaymentParameter (Decimal &value) const
 
bool accruedPaymentParameter (Decimal &value) const
 
bool relatedIndexValue (Decimal &value) const
 
bool currentCollectionParameter (Decimal &value) const
 
bool accruedCollectionParameter (Decimal &value) const
 
bool relatedClosePrice (Decimal &value) const
 

Friends

class TypedGroup< TrfsClearingPriceParameter >
 

Detailed Description

Definition at line 37 of file TotalReturnFuturesStatus.h.

Member Function Documentation

bool accruedCollectionParameter ( Decimal value) const
inline

Accrued distribution, accumulated from the daily distributions since the product launch. Used for the trade price conversion from trading to clearing notation.

Definition at line 95 of file TotalReturnFuturesStatus.h.

bool accruedPaymentParameter ( Decimal value) const
inline

Accrued funding, accumulated from the daily fundings since the product launch. Used for the trade price conversion from trading to clearing notation.

Definition at line 76 of file TotalReturnFuturesStatus.h.

bool annualCalendarDays ( UInt32 value) const
inline

Annualisation Factor, a constant value that represents the number of calendar days during one year as applied in the calculations.

Definition at line 48 of file TotalReturnFuturesStatus.h.

BusinessDayType::Enum businessDayType ( ) const
inline

Business date type.

Definition at line 42 of file TotalReturnFuturesStatus.h.

bool currentCollectionParameter ( Decimal value) const
inline

Daily distribution, calculated from the difference between the current and the previous day distribution index.

Definition at line 88 of file TotalReturnFuturesStatus.h.

bool currentPaymentParameter ( Decimal value) const
inline

Daily funding, calculated from the funding rate applied to the previous day underlying index.

Definition at line 68 of file TotalReturnFuturesStatus.h.

bool overnightInterestRate ( Decimal value) const
inline

Funding rate, used for the funding calculation of the current day. Represents the overnight or the periodic interest rate established on the previous day. Becomes available in the morning before trading starts.

Definition at line 62 of file TotalReturnFuturesStatus.h.

bool relatedClosePrice ( Decimal value) const
inline

The previous day�s underlying index close value.

Definition at line 101 of file TotalReturnFuturesStatus.h.

bool relatedIndexValue ( Decimal value) const
inline

Distribution index, defined for the current day. Becomes available in the morning before trading starts.

Definition at line 82 of file TotalReturnFuturesStatus.h.

bool remainingCalendarDays ( UInt32 value) const
inline

Days to maturity, number of calendar days between the current day settlement date and the instrument expiration settlement date. Used for the trade price conversion from trading to clearing notation.

Definition at line 55 of file TotalReturnFuturesStatus.h.

Friends And Related Function Documentation

friend class TypedGroup< TrfsClearingPriceParameter >
friend

Definition at line 108 of file TotalReturnFuturesStatus.h.


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