135 virtual size_t serialize(
void* buf)
const;
virtual BV_BUTTERFLY_MOD_DURATION_PREVIEW * clone() const
UInt32 secondWingSettlementDate
Settlement date of the second wing.
Double bodyCleanPrice
Clean price of the body.
Double bodyAccruedInterest
Accrued interest of the body.
virtual ClassId::Enum id() const
Class id.
Double bodyNominalValue
Nominal value of the body.
Double secondWingNominalValue
Nominal value of the second wing.
virtual BV_BUTTERFLY_MOD_DURATION_PREVIEW * clone(void *) const
virtual size_t serializationBufSize() const
Double firstWingAccruedInterest
Accrued interest of the first wing.
BV_BUTTERFLY_MOD_DURATION_PREVIEW()
UInt32 butterflyModDurationtPreviewId
ID of the preview request.
Double secondWingCleanPrice
Clean price of the second wing.
UInt32 bodyId
ID of the tradable instrument of the body.
Double bodyModDuration
Modified duration of the body.
Double firstWingModDuration
Modified duration of the first wing.
UInt32 firstWingSettlementDate
Settlement date of the first wing.
UInt32 secondWingId
ID of the tradable instrument of the second wing.
Double firstWingCleanPrice
Clean price of the first wing.
std::string userData
Free field used by the client.
virtual ~BV_BUTTERFLY_MOD_DURATION_PREVIEW()
Double secondWingModDuration
Modified duration of the second wing.
UInt32 bodySettlementDate
Settlement date of the body.
size_t deserialize(const void *buf, size_t inLen)
UInt32 firstWingId
ID of the tradable instrument of the first wing.
virtual std::string toString() const
Provides string presentation.
Double secondWingAccruedInterest
Accrued interest of the second wing.
Double firstWingNominalValue
Nominal value of the first wing.
@ BV_BUTTERFLY_MOD_DURATION_PREVIEW