OnixS C++ MTS Bond Vision SDP Handler 1.5.1
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
35#if defined (_MSC_VER)
36#pragma warning (push)
37#pragma warning (disable: 4251)
38#endif
39
40namespace OnixS {
41namespace Mts {
42namespace BondVision {
43namespace SDP {
44
45
46
48class ONIXS_MTS_BONDVISION_SDP_API BV_BUTTERFLY_MOD_DURATION_PREVIEW : public Class
49{
50public:
52 {
53 userData.reserve(8);
54 }
55
57
59 virtual ClassId::Enum id() const
60 {
62 }
63
66
69
72
75
77 Double bodyNominalValue; // DOUBLE presentation
78
80 Double firstWingNominalValue; // DOUBLE presentation
81
83 Double secondWingNominalValue; // DOUBLE presentation
84
86 Double bodyCleanPrice; // DOUBLE presentation
87
89 Double firstWingCleanPrice; // DOUBLE presentation
90
92 Double secondWingCleanPrice; // DOUBLE presentation
93
96
99
102
104 Double bodyModDuration; // DOUBLE presentation
105
107 Double firstWingModDuration; // DOUBLE presentation
108
110 Double secondWingModDuration; // DOUBLE presentation
111
113 Double bodyAccruedInterest; // DOUBLE presentation
114
116 Double firstWingAccruedInterest; // DOUBLE presentation
117
119 Double secondWingAccruedInterest; // DOUBLE presentation
120
122 std::string userData; // maxSize = 8
123
124
126 size_t deserialize(const void* buf, size_t inLen);
127
129 virtual std::string toString () const;
130
132 virtual size_t serializationBufSize() const { return 136; }
133
136
138
139private:
140 virtual size_t serialize(void* buf) const;
141
142};
143
144
145}
146}
147}
148}
149
150#if defined (_MSC_VER)
151#pragma warning (pop)
152#endif
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.