SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h

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#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/


/*
--------------
GENERATED FILE
--------------
*/


#include <string>
#include <OnixS/MTS/BondVision/SDP/Defines.h>
#include <OnixS/MTS/BondVision/SDP/SMP.ClassIds.h>
#include <OnixS/MTS/BondVision/SDP/SMP.Enumerations.h>


namespace OnixS {
namespace Mts {
namespace BondVision {
namespace SDP {



///
class ONIXS_MTS_BONDVISION_SDP_API BV_BUTTERFLY_MOD_DURATION_PREVIEW : public Class
{
public:
    BV_BUTTERFLY_MOD_DURATION_PREVIEW()
    {
        userData.reserve(8);
    }

    virtual ~BV_BUTTERFLY_MOD_DURATION_PREVIEW() {}

    /// Class id
    virtual ClassId::Enum id() const
    {
        return ClassId::BV_BUTTERFLY_MOD_DURATION_PREVIEW;
    }

    /// ID of the preview request
    UInt32 butterflyModDurationtPreviewId;

    /// ID of the tradable instrument of the body
    UInt32 bodyId;

    /// ID of the tradable instrument of the first wing
    UInt32 firstWingId;

    /// ID of the tradable instrument of the second wing
    UInt32 secondWingId;

    /// Nominal value of the body
    Double bodyNominalValue; // DOUBLE presentation

    /// Nominal value of the first wing
    Double firstWingNominalValue; // DOUBLE presentation

    /// Nominal value of the second wing
    Double secondWingNominalValue; // DOUBLE presentation

    /// Clean price of the body
    Double bodyCleanPrice; // DOUBLE presentation

    /// Clean price of the first wing
    Double firstWingCleanPrice; // DOUBLE presentation

    /// Clean price of the second wing
    Double secondWingCleanPrice; // DOUBLE presentation

    /// Settlement date of the body
    UInt32 bodySettlementDate;

    /// Settlement date of the first wing
    UInt32 firstWingSettlementDate;

    /// Settlement date of the second wing
    UInt32 secondWingSettlementDate;

    /// Modified duration of the body
    Double bodyModDuration; // DOUBLE presentation

    /// Modified duration of the first wing
    Double firstWingModDuration; // DOUBLE presentation

    /// Modified duration of the second wing
    Double secondWingModDuration; // DOUBLE presentation

    /// Accrued interest of the body
    Double bodyAccruedInterest; // DOUBLE presentation

    /// Accrued interest of the first wing
    Double firstWingAccruedInterest; // DOUBLE presentation

    /// Accrued interest of the second wing
    Double secondWingAccruedInterest; // DOUBLE presentation

    /// Free field used by the client
    std::string userData; // maxSize = 8


    /// 
    size_t deserialize(const void* buf, size_t inLen);

    /// Provides string presentation
    virtual std::string toString () const;

    /// 
    virtual size_t serializationBufSize() const { return 136; }

    /// 
    virtual BV_BUTTERFLY_MOD_DURATION_PREVIEW* clone() const;

    virtual BV_BUTTERFLY_MOD_DURATION_PREVIEW* clone(void*) const;

private:
    virtual size_t serialize(void* buf) const;

};


}
}
}
}