OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_INSTRUMENT_CLASS.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_CLASS : public Class
44{
45public:
49
51
53 virtual ClassId::Enum id() const
54 {
56 }
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68 UInt64 statisticsTime; // UTIME presentation
69
71 Double maxSettlSize; // DOUBLE presentation
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150 size_t deserialize(const void* buf, size_t inLen);
151
153 virtual std::string toString () const;
154
156 virtual size_t serializationBufSize() const { return 128; }
157
159 virtual BV_INSTRUMENT_CLASS* clone() const;
160
161 virtual BV_INSTRUMENT_CLASS* clone(void*) const;
162
163private:
164 virtual size_t serialize(void* buf) const;
165
166};
167
168
169}
170}
171}
172}
UInt16 inventoryQuoteFreshness
Freshness in seconds of the Inventory Quote.
BV_YIELD_PRICE_CONV::Enum bVBestYieldPriceConv
Identifier of the yield/price conversion for market BV Best.
BV_YIELD_PRICE_CONV::Enum inventoryYieldPriceConv
Identifier of the yield/price conversion for inventory market depth.
UInt16 iODenialTime
Delay, in seconds, between two consecutive submissions of an Inventory order on the same tradable ins...
UInt16 iOLastLook
Delay in seconds for the manual acceptance of an inventory order.
UInt32 rFCQSummaryDelay
Number of milliseconds after which the Audit Trail Summary will be sent to participants.
UInt16 rFCQMaxOffsetSettlement
Maximum number of working days that can be specified for settlement.
UInt32 instrumentClassId
Unique ID of the instrument class.
TI_FLAG::Enum rFCQMultiLegFg
Specifies whether the trading on the RFCQ Type MultiLeg is enabled or disable.
UInt16 rFCQMinAutomaticMatchingTimeout
Minimum time, expressed as number of milliseconds, after which a Outright RFCQ quote can only be manu...
TI_FLAG::Enum concurrentBidAskRFCQFg
Specifies whether a market member may have two concurrent Outright RFCQs for the same tradable instru...
UInt32 rFCQTimer
Number of seconds for accepting an RFCQ.
UInt64 statisticsTime
Indicates since what time statistics are available. If it is zero statistics are always calculated.
UInt32 outrightRFCQPreTradeTransparencyMaxTime
Pre-Trade transparency maximum time expressed in microseconds for an Outright RFCQ.
TI_TRADING_TYPE::Enum tradingType
Identifier of the price type.
TI_FLAG::Enum rFCQOutrightFg
Specifies whether the trading on the RFCQ Type Outright is enabled or disable.
TI_FLAG::Enum rFCQButterflyFreeFg
Specifies whether the trading on the RFCQ Type Butterfly Free is enabled or disable.
BV_IO_DENIAL_TIME_TYPE::Enum iODenialTimeType
Specifies whether the due in time refers only to the last Sell Side Member or to all counterparties.
UInt16 rFCQAcceptanceTimeout
Time, expressed as number of milliseconds, for manual acceptance of a Outright RFCQ.
TI_FLAG::Enum inventoryOrderFg
Specifies whether the trading on the RFCQ Type Inventory Order is enabled or disabled.
TI_INSTRUMENT_TYPE::Enum instrumentType
Identifier of the tradable instrument type (Bond only)
TI_FLAG::Enum rFCQDoubleSidedFg
Specifies whether the trading on the RFCQ Type DoubleSided is enabled or disable.
Double maxSettlSize
Maximum Settlement Size for the instrument class.
UInt16 rFCQMaxNumRecipients
Maximum number of market member to whom an RFCQ can be addressed.
size_t deserialize(const void *buf, size_t inLen)
virtual BV_INSTRUMENT_CLASS * clone(void *) const
TI_FLAG::Enum tradeRegistration
Specifies whether the trading on the Trade Registration is enabled or disabled.
TI_FLAG::Enum rFCQSwitchFg
Specifies whether the trading on the RFCQ Type Switch is enabled or disable.
UInt16 inventoryDepthFreeze
Inventory Depth Freeze (in seconds) at GUI level.
virtual std::string toString() const
Provides string presentation.
virtual BV_INSTRUMENT_CLASS * clone() const
UInt32 outrightRFCQPreTradeTransparencyMinTime
Pre-Trade transparency minimum time expressed in microseconds for an Outright RFCQ.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45