OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_INSTRUMENT.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_INSTRUMENT : public Class
44{
45public:
47 {
48 miFIRIdentifier.reserve(12);
49 }
50
51 virtual ~BV_INSTRUMENT() {}
52
54 virtual ClassId::Enum id() const
55 {
57 }
58
61
64
66 Double quotedMargin; // DOUBLE presentation
67
70
73
76
79
82
84 std::string miFIRIdentifier; // maxSize = 12
85
88
91
94
96 Double sSTIPreTradeQty; // DOUBLE presentation
97
99 Double sSTIPostTradeQty; // DOUBLE presentation
100
102 Double lISPreTradeQty; // DOUBLE presentation
103
105 Double lISPostTradeQty; // DOUBLE presentation
106
107
109 size_t deserialize(const void* buf, size_t inLen);
110
112 virtual std::string toString () const;
113
115 virtual size_t serializationBufSize() const { return 96; }
116
118 virtual BV_INSTRUMENT* clone() const;
119
120 virtual BV_INSTRUMENT* clone(void*) const;
121
122private:
123 virtual size_t serialize(void* buf) const;
124
125};
126
127
128}
129}
130}
131}
Double lISPostTradeQty
LIS threshold level for post-trade transparency (configured for 'EU' Area Code)
virtual ClassId::Enum id() const
Class id.
Double lISPreTradeQty
LIS threshold level for pre-trade transparency (configured for 'EU' Area Code)
TI_FLAG::Enum mWCProvisionFg
Flag identifying MWC bonds.
BV_DISCOUNT_MARGIN_FORMULA_TYPE::Enum discountMarginFormulaType
Unique ID code of the method for calculating the discount margin of the instrument.
UInt32 financialInstrumentId
Unique ID of the financial instrument (Bond)
UInt32 bondSeniorityId
Unique ID of the Bond Seniority.
TI_FLAG::Enum unseasonedBondFg
Flag to determine wheter a bond is unseasoned or not.
virtual BV_INSTRUMENT * clone() const
Double sSTIPreTradeQty
SSTI threshold level for pre-trade transparency (configured for 'EU' Area Code)
TI_FLAG::Enum liquidFg
Liquid flag (configured for 'EU' Area Code)
TI_FLAG::Enum callProvisionFg
Flag identifying callable bonds.
Double quotedMargin
Quoted Margin in basis points.
virtual BV_INSTRUMENT * clone(void *) const
TI_FLAG::Enum perpetualFg
Flag identifying perpetual bonds.
UInt32 miFIRBondTypeId
Unique ID of the Bond Type.
Double sSTIPostTradeQty
SSTI threshold level for post-trade transparency (configured for 'EU' Area Code)
UInt32 benchmarkIndexId
Unique ID of the Benchmark Index.
size_t deserialize(const void *buf, size_t inLen)
virtual std::string toString() const
Provides string presentation.