OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
SMP.Classes.BV_BOND_EXT.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4 *
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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.
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17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
33 
34 
35 namespace OnixS {
36 namespace Mts {
37 namespace BondVision {
38 namespace SDP {
39 
40 
41 
42 ///
43 class ONIXS_MTS_BONDVISION_SDP_API BV_BOND_EXT : public Class
44 {
45 public:
47  {
48  instrumentCode.reserve(12);
49  instrumentDesc.reserve(36);
50  }
51 
52  virtual ~BV_BOND_EXT() {}
53 
54  /// Class id
55  virtual ClassId::Enum id() const
56  {
57  return ClassId::BV_BOND_EXT;
58  }
59 
60  /// Unique ID of the bond (tradable instrument)
62 
63  /// Alphanumeric code of the Cash bond (tradable instrument). This code could be different from the InstrumentCode in the TI_INSTRUMENTclass
64  std::string instrumentCode; // maxSize = 12
65 
66  /// Description of the Cash bond (tradable instrument). This description could be different from the InstrumentDesc in the TI_INSTRUMENT class
67  std::string instrumentDesc; // maxSize = 36
68 
69  /// Unique ID of the financial instrument (bond) in the TI_INSTRUMENT class (external reference key)
71 
72  /// Unique ID of the underlying bond
74 
75  /// Unique ID of the instrument class
77 
78  /// Number of decimals to be used (precision) in the calculations to be made for settlement purposes
80 
81  /// Flag indicating whether the bond belongs to the Grey Market or not
83 
84  /// End date for trading the bond on the Grey Market
86 
87  /// Date of settlement of bond (tradable instrument)
89 
90  /// Instrument sorting number
92 
93  /// If True, inventory quotes are allowed for this tradable instrument
95 
96  /// Date when the coupon plan changes from Fixed to Floating (for Variable Coupon Bonds)
98 
99  /// Number indicating the frequency according to which the coupon rate changes, i.e. how many times per year coupon reset takes place (e.g. value '2' indicates that reset takes place twice per year - every 6 months)
101 
102  /// Flag stating whether Price/Yield conversion is not available for the Bond.
104 
105  /// Flag indicating if DLT Settlement is eligible
107 
108 
109  ///
110  size_t deserialize(const void* buf, size_t inLen);
111 
112  /// Provides string presentation
113  virtual std::string toString () const;
114 
115  ///
116  virtual size_t serializationBufSize() const { return 112; }
117 
118  ///
119  virtual BV_BOND_EXT* clone() const;
120 
121  virtual BV_BOND_EXT* clone(void*) const;
122 
123 private:
124  virtual size_t serialize(void* buf) const;
125 
126 };
127 
128 
129 }
130 }
131 }
132 }
TI_FLAG::Enum noYieldConvFg
Flag stating whether Price/Yield conversion is not available for the Bond.
UInt16 accIntPrecision
Number of decimals to be used (precision) in the calculations to be made for settlement purposes...
TI_FLAG::Enum inventoryQuotingFg
If True, inventory quotes are allowed for this tradable instrument.
UInt32 sortNumber
Instrument sorting number.
UInt32 fix2FloatResetDate
Date when the coupon plan changes from Fixed to Floating (for Variable Coupon Bonds) ...
UInt32 settlDate
Date of settlement of bond (tradable instrument)
UInt32 instrumentId
Unique ID of the bond (tradable instrument)
UInt32 underlyingInstrumentId
Unique ID of the underlying bond.
UInt32 instrumentClassId
Unique ID of the instrument class.
TI_FLAG::Enum dLTSettlementEligibleFg
Flag indicating if DLT Settlement is eligible.
UInt16 couponResetFrequency
Number indicating the frequency according to which the coupon rate changes, i.e. how many times per y...
UInt32 financialInstrumentId
Unique ID of the financial instrument (bond) in the TI_INSTRUMENT class (external reference key) ...
TI_FLAG::Enum greyMarketFlag
Flag indicating whether the bond belongs to the Grey Market or not.
std::string instrumentDesc
Description of the Cash bond (tradable instrument). This description could be different from the Inst...
std::string instrumentCode
Alphanumeric code of the Cash bond (tradable instrument). This code could be different from the Instr...
unsigned short UInt16
Definition: Defines.h:45
UInt32 greyMarketEndDate
End date for trading the bond on the Grey Market.
virtual ClassId::Enum id() const
Class id.