#include <OnixS/Eurex/Trading/Messages/PreTradeRiskLimitResponse.h>
Public Member Functions | |
RiskLimitsRptGrpElem () | |
std::string | toString () const |
Friends | |
class | Serializer |
Definition at line 37 of file PreTradeRiskLimitResponse.h.
Initialize default instance.
std::string toString | ( | ) | const |
Returns string representation.
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friend |
Definition at line 77 of file PreTradeRiskLimitResponse.h.
UInt32 activationDate |
Business date when change is active.
Definition at line 59 of file PreTradeRiskLimitResponse.h.
SInt64 nettingCoefficient |
Weighting factor used in the Extended PTRL consumption calculation.
Definition at line 53 of file PreTradeRiskLimitResponse.h.
SInt64 quoteWeightingCoefficient |
Quote Weighting factor for open positions in PTRL calculation.
Definition at line 56 of file PreTradeRiskLimitResponse.h.
std::string riskLimitGroup |
User Pre-Trade risk group.
Definition at line 71 of file PreTradeRiskLimitResponse.h.
SInt64 riskLimitNetPositionQty |
Net position quantity for a requested pre-trade risk limit scope.
Definition at line 50 of file PreTradeRiskLimitResponse.h.
SInt64 riskLimitOpenQty |
Open quantity for orders or TES trades.
Definition at line 47 of file PreTradeRiskLimitResponse.h.
SInt64 riskLimitQty |
Risk limit quantity.
Definition at line 44 of file PreTradeRiskLimitResponse.h.
RiskLimitRequestingPartyRole::Enum riskLimitRequestingPartyRole |
Requesting party role for a pre-trade risk limit.
Definition at line 65 of file PreTradeRiskLimitResponse.h.
RiskLimitType::Enum riskLimitType |
Type of risk limits.
Definition at line 62 of file PreTradeRiskLimitResponse.h.
RiskLimitViolationIndicator::Enum riskLimitViolationIndicator |
Indicator for a pre-trade risk limit violation.
Definition at line 68 of file PreTradeRiskLimitResponse.h.