OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h
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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--------------
24GENERATED FILE
25--------------
26*/
27
28
29#include <string>
33
34
35namespace OnixS {
36namespace Mts {
37namespace BondVision {
38namespace SDP {
39
40
41
43class ONIXS_MTS_BONDVISION_SDP_API BV_BUTTERFLY_MOD_DURATION_PREVIEW : public Class
44{
45public:
47 {
48 userData.reserve(8);
49 }
50
52
54 virtual ClassId::Enum id() const
55 {
57 }
58
61
64
67
70
72 Double bodyNominalValue; // DOUBLE presentation
73
75 Double firstWingNominalValue; // DOUBLE presentation
76
78 Double secondWingNominalValue; // DOUBLE presentation
79
81 Double bodyCleanPrice; // DOUBLE presentation
82
84 Double firstWingCleanPrice; // DOUBLE presentation
85
87 Double secondWingCleanPrice; // DOUBLE presentation
88
91
94
97
99 Double bodyModDuration; // DOUBLE presentation
100
102 Double firstWingModDuration; // DOUBLE presentation
103
105 Double secondWingModDuration; // DOUBLE presentation
106
108 Double bodyAccruedInterest; // DOUBLE presentation
109
111 Double firstWingAccruedInterest; // DOUBLE presentation
112
114 Double secondWingAccruedInterest; // DOUBLE presentation
115
117 std::string userData; // maxSize = 8
118
119
121 size_t deserialize(const void* buf, size_t inLen);
122
124 virtual std::string toString () const;
125
127 virtual size_t serializationBufSize() const { return 136; }
128
131
133
134private:
135 virtual size_t serialize(void* buf) const;
136
137};
138
139
140}
141}
142}
143}
virtual BV_BUTTERFLY_MOD_DURATION_PREVIEW * clone() const
virtual BV_BUTTERFLY_MOD_DURATION_PREVIEW * clone(void *) const
virtual std::string toString() const
Provides string presentation.