OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
SMP.Classes.BV_BEST.h
Go to the documentation of this file.
1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4 *
5 * This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
6 * and international copyright treaties.
7 *
8 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
9 * Services Agreement (the Agreement) and Customer end user license agreements granting
10 * a non-assignable, non-transferable and non-exclusive license to use the software
11 * for it's own data processing purposes under the terms defined in the Agreement.
12 *
13 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
14 * of this source code or associated reference material to any other location for further reproduction
15 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
16 *
17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18 * the terms of the Agreement is a violation of copyright law.
19 */
20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
42 
43 
44 namespace OnixS {
45 namespace Mts {
46 namespace BondVision {
47 namespace SDP {
48 
49 
50 
51 ///
52 class ONIXS_MTS_BONDVISION_SDP_API BV_BEST : public Class
53 {
54 public:
56  {
57  }
58 
59  virtual ~BV_BEST() {}
60 
61  /// Class id
62  virtual ClassId::Enum id() const
63  {
64  return ClassId::BV_BEST;
65  }
66 
67  /// Data regarding the tradable instrument
69 
70  /// Unique ID of the section
72 
73  /// Market BV Best on the Bid side
75 
76  /// Market BV Best on the Ask side
78 
79  /// Mid price
80  Double midPrice; // DOUBLE presentation
81 
82  /// Mid yield
83  Double midYield; // DOUBLE presentation
84 
85  /// Mid Yield To Call
87 
88  /// Mid Yield To Worst
90 
91  /// Mid YMW Theoretical
93 
94  /// Mid MWC Price Theoretical
95  Double midMWCPriceTh; // DOUBLE presentation
96 
97  /// Mid YMW Exercised
99 
100  /// Mid Yield to Reset
102 
103  /// Mid Analytics
105 
106  /// Flag indicating whether the mid-price set in fields MidPrice/MidYield is valid or not.
108 
109  /// Time at which the data was last updated
110  UInt64 updateTime; // UTIME presentation
111 
112 
113  ///
114  size_t deserialize(const void* buf, size_t inLen);
115 
116  /// Provides string presentation
117  virtual std::string toString () const;
118 
119  ///
120  virtual size_t serializationBufSize() const { return 1056; }
121 
122  ///
123  virtual BV_BEST* clone() const;
124 
125  virtual BV_BEST* clone(void*) const;
126 
127 private:
128  virtual size_t serialize(void* buf) const;
129 
130 };
131 
132 
133 }
134 }
135 }
136 }
virtual ClassId::Enum id() const
Class id.
UInt32 sectionId
Unique ID of the section.
BV_VALUE midYTR
Mid Yield to Reset.
BV_VALUE midYTW
Mid Yield To Worst.
Double midMWCPriceTh
Mid MWC Price Theoretical.
BV_ANALYTICS midAnalytics
Mid Analytics.
BV_BEST_TRADING_INFO ask
Market BV Best on the Ask side.
BV_VALUE midYMWExrc
Mid YMW Exercised.
BV_VALUE midYMWTh
Mid YMW Theoretical.
TI_FLAG::Enum midPriceValidityFg
Flag indicating whether the mid-price set in fields MidPrice/MidYield is valid or not...
UInt64 updateTime
Time at which the data was last updated.
BV_VALUE midYTC
Mid Yield To Call.
BV_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
virtual size_t serializationBufSize() const
BV_BEST_TRADING_INFO bid
Market BV Best on the Bid side.
unsigned long long UInt64
Definition: Defines.h:47