MMParameterGrpElem Class Reference

#include <OnixS/Eurex/Trading/Messages/InquireMMParameterResponse.h>

Public Member Functions
	MMParameterGrpElem ()
std::string	toString () const

Public Attributes
SInt64	exposureDuration
SInt64	cumQty
SInt64	delta
SInt64	vega
SInt32	pctCount
UInt32	targetPartyIdSessionId
MMRiskLimitActionType::Enum	mmRiskLimitActionType

Friends
class	Serializer

Detailed Description

Definition at line 36 of file InquireMMParameterResponse.h.

Constructor & Destructor Documentation

MMParameterGrpElem

(

)

Initialize default instance.

Member Function Documentation

std::string toString

(

)

const

Returns string representation.

Friends And Related Function Documentation

friend class Serializer

friend

Definition at line 68 of file InquireMMParameterResponse.h.

Member Data Documentation

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 46 of file InquireMMParameterResponse.h.

SInt64 delta

Absolute number of (long calls + short puts) - (short calls + long puts).

Definition at line 49 of file InquireMMParameterResponse.h.

SInt64 exposureDuration

Participant defined time frame the risk protection parameters should be counted.

Definition at line 43 of file InquireMMParameterResponse.h.

MMRiskLimitActionType::Enum mmRiskLimitActionType

Action for reaching risk limit.

Definition at line 62 of file InquireMMParameterResponse.h.

SInt32 pctCount

Percentage threshold: the system counts each trade as a percentage of the original volume and sums the percentages.

Definition at line 56 of file InquireMMParameterResponse.h.

UInt32 targetPartyIdSessionId

Owning Session ID.

Definition at line 59 of file InquireMMParameterResponse.h.

SInt64 vega

Absolute number of contracts purchased reduced by the number of contracts sold.

Definition at line 52 of file InquireMMParameterResponse.h.

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

• include/OnixS/Eurex/Trading/Messages/InquireMMParameterResponse.h