SMP.Classes.BV_INSTRUMENT.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_INSTRUMENT : public Class
{
public:
    BV_INSTRUMENT()
    {
        miFIRIdentifier.reserve(12);
    }

    virtual ~BV_INSTRUMENT() {}

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

    /// Unique ID of the financial instrument (Bond)
    UInt32 financialInstrumentId;

    /// Unique ID of the Benchmark Index
    UInt32 benchmarkIndexId;

    /// Quoted Margin in basis points
    Double quotedMargin; // DOUBLE presentation

    /// Unique ID code of the method for calculating the discount margin of the instrument
    BV_DISCOUNT_MARGIN_FORMULA_TYPE::Enum discountMarginFormulaType;

    /// Flag identifying callable bonds
    TI_FLAG::Enum callProvisionFg;

    /// Flag identifying MWC bonds
    TI_FLAG::Enum mWCProvisionFg;

    /// Flag identifying perpetual bonds
    TI_FLAG::Enum perpetualFg;

    /// Flag to determine wheter a bond is unseasoned or not
    TI_FLAG::Enum unseasonedBondFg;

    /// MiFIR Identifier
    std::string miFIRIdentifier; // maxSize = 12

    /// Unique ID of the Bond Type
    UInt32 miFIRBondTypeId;

    /// Unique ID of the Bond Seniority
    UInt32 bondSeniorityId;

    /// Liquid flag (configured for 'EU' Area Code)
    TI_FLAG::Enum liquidFg;

    /// SSTI threshold level for pre-trade transparency (configured for 'EU' Area Code)
    Double sSTIPreTradeQty; // DOUBLE presentation

    /// SSTI threshold level for post-trade transparency (configured for 'EU' Area Code)
    Double sSTIPostTradeQty; // DOUBLE presentation

    /// LIS threshold level for pre-trade transparency (configured for 'EU' Area Code)
    Double lISPreTradeQty; // DOUBLE presentation

    /// LIS threshold level for post-trade transparency (configured for 'EU' Area Code)
    Double lISPostTradeQty; // DOUBLE presentation


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

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

    /// 
    virtual size_t serializationBufSize() const { return 96; }

    /// 
    virtual BV_INSTRUMENT* clone() const;

    virtual BV_INSTRUMENT* clone(void*) const;

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

};


}
}
}
}