RiskLimitsRptGrpElem Class Reference

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

Public Attributes
SInt64	riskLimitQty
SInt64	riskLimitOpenQty
SInt64	riskLimitNetPositionQty
SInt64	nettingCoefficient
UInt32	activationDate
RiskLimitType::Enum	riskLimitType
RiskLimitRequestingPartyRole::Enum	riskLimitRequestingPartyRole
RiskLimitViolationIndicator::Enum	riskLimitViolationIndicator
std::string	riskLimitGroup

Friends
class	Serializer

Detailed Description

Definition at line 36 of file PreTradeRiskLimitResponse.h.

Constructor & Destructor Documentation

RiskLimitsRptGrpElem()

RiskLimitsRptGrpElem

(

)

Initialize default instance.

Member Function Documentation

toString()

std::string toString

(

)

const

Returns string representation.

Friends And Related Symbol Documentation

Serializer

friend class Serializer

friend

Definition at line 73 of file PreTradeRiskLimitResponse.h.

Member Data Documentation

activationDate

UInt32 activationDate

Business date when change is active.

Definition at line 55 of file PreTradeRiskLimitResponse.h.

nettingCoefficient

SInt64 nettingCoefficient

Weighting factor used in the Extended PTRL consumption calculation.

Definition at line 52 of file PreTradeRiskLimitResponse.h.

riskLimitGroup

std::string riskLimitGroup

User Pre-Trade risk group.

Definition at line 67 of file PreTradeRiskLimitResponse.h.

riskLimitNetPositionQty

SInt64 riskLimitNetPositionQty

Net position quantity for a requested pre-trade risk limit scope.

Definition at line 49 of file PreTradeRiskLimitResponse.h.

riskLimitOpenQty

SInt64 riskLimitOpenQty

Open quantity for orders or TES trades.

Definition at line 46 of file PreTradeRiskLimitResponse.h.

riskLimitQty

SInt64 riskLimitQty

Risk limit quantity.

Definition at line 43 of file PreTradeRiskLimitResponse.h.

riskLimitRequestingPartyRole

RiskLimitRequestingPartyRole::Enum riskLimitRequestingPartyRole

Requesting party role for a pre-trade risk limit.

Definition at line 61 of file PreTradeRiskLimitResponse.h.

riskLimitType

RiskLimitType::Enum riskLimitType

Type of risk limits.

Definition at line 58 of file PreTradeRiskLimitResponse.h.

riskLimitViolationIndicator

RiskLimitViolationIndicator::Enum riskLimitViolationIndicator

Indicator for a pre-trade risk limit violation.

Definition at line 64 of file PreTradeRiskLimitResponse.h.