PreTradeRiskLimitsDefinitionRequest Class Reference

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

Public Member Functions
	PreTradeRiskLimitsDefinitionRequest ()
TemplateId::Enum	templateId () const
std::string	toString () const
Public Member Functions inherited from Message
virtual	~Message ()

Public Attributes
UInt32	senderSubId
SInt64	nettingCoefficient
SInt64	quoteWeightingCoefficient
SInt32	marketSegmentId
RiskLimitPlatform::Enum	riskLimitPlatform
PartyDetailStatus::Enum	partyDetailStatus
std::string	riskLimitGroup
std::string	partyDetailExecutingUnit
std::vector< RiskLimitQtyGrpElem >	riskLimitQtyGrp

Friends
class	Serializer

Detailed Description

Definition at line 60 of file PreTradeRiskLimitsDefinitionRequest.h.

Constructor & Destructor Documentation

PreTradeRiskLimitsDefinitionRequest

(

)

Initialize default instance.

Member Function Documentation

TemplateId::Enum templateId ( ) const

virtual

Returns template ID.

Implements Message.

std::string toString ( ) const

virtual

Returns string representation.

Implements Message.

Friends And Related Function Documentation

friend class Serializer

friend

Definition at line 100 of file PreTradeRiskLimitsDefinitionRequest.h.

Member Data Documentation

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 76 of file PreTradeRiskLimitsDefinitionRequest.h.

SInt64 nettingCoefficient

Weighting factor used in the Extended PTRL consumption calculation.

Definition at line 70 of file PreTradeRiskLimitsDefinitionRequest.h.

std::string partyDetailExecutingUnit

Detail BusinessUnit name.

Definition at line 88 of file PreTradeRiskLimitsDefinitionRequest.h.

PartyDetailStatus::Enum partyDetailStatus

Party detail status.

Definition at line 82 of file PreTradeRiskLimitsDefinitionRequest.h.

SInt64 quoteWeightingCoefficient

Quote Weighting factor for open positions in PTRL calculation.

Definition at line 73 of file PreTradeRiskLimitsDefinitionRequest.h.

std::string riskLimitGroup

User Pre-Trade risk group.

Definition at line 85 of file PreTradeRiskLimitsDefinitionRequest.h.

RiskLimitPlatform::Enum riskLimitPlatform

Scope for Pre-Trade risk limits.

Definition at line 79 of file PreTradeRiskLimitsDefinitionRequest.h.

std::vector<RiskLimitQtyGrpElem> riskLimitQtyGrp

Risk Limit Qty Group.

Definition at line 91 of file PreTradeRiskLimitsDefinitionRequest.h.

UInt32 senderSubId

User ID.

Definition at line 67 of file PreTradeRiskLimitsDefinitionRequest.h.

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

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