OnixS C++ MTS Bond Vision SDP Handler 1.4.1
API documentation
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SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.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>
44
45
46namespace OnixS {
47namespace Mts {
48namespace BondVision {
49namespace SDP {
50
51
52
54class ONIXS_MTS_BONDVISION_SDP_API BV_LIQUID_INSTRUMENT_THRESHOLDS : public Class
55{
56public:
58 {
59 ratingCategory.reserve(16);
60 creditRating.reserve(16);
61 lISCurrency.reserve(3);
62 }
63
65
67 virtual ClassId::Enum id() const
68 {
70 }
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88 Double eCBFxRate; // DOUBLE presentation
89
91 Double sSTIPreTradeQty; // DOUBLE presentation
92
94 Double sSTIPostTradeQty; // DOUBLE presentation
95
97 Double lISPreTradeQty; // DOUBLE presentation
98
100 Double lISPostTradeQty; // DOUBLE presentation
101
104
106 std::string ratingCategory; // maxSize = 16
107
109 std::string creditRating; // maxSize = 16
110
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118 std::string lISCurrency; // maxSize = 3
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176 size_t deserialize(const void* buf, size_t inLen);
177
179 virtual std::string toString () const;
180
182 virtual size_t serializationBufSize() const { return 280; }
183
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188
189private:
190 virtual size_t serialize(void* buf) const;
191
192};
193
194
195}
196}
197}
198}
Double eCBFxRate
ECB Exchange rate between the Financial Instrument currency and the LIS Currency.
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS3PostTradeDeferral
Value of the Post Trade Deferral Field in case the trade size (X) is: X greater LIS3 (UK),...
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS1PostTradeDeferral
Post-Trade Deferral case the trade size (X) is: LIS1 less X less or equal LIS2 (UK),...
TI_POST_TRADE_DEFERRAL::Enum aTBelowLIS1PostTradeDeferral
Post-Trade Deferral in case the trade size (X) is: X less or equal LIS1 (UK), X less LIS1 (EU)
UInt32 financialInstrumentId
Unique ID of the financial instrument in the TI_INSTRUMENT and BV_INSTRUMENT classes (external refere...
TI_POST_TRADE_DEFERRAL::Enum atAboveLISPostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: X greater or equal LIS.
virtual BV_LIQUID_INSTRUMENT_THRESHOLDS * clone() const
virtual BV_LIQUID_INSTRUMENT_THRESHOLDS * clone(void *) const
TI_POST_TRADE_DEFERRAL::Enum belowLISPostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: X less LIS.
size_t deserialize(const void *buf, size_t inLen)
virtual std::string toString() const
Provides string presentation.
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS2PostTradeDeferral
Post-Trade Deferral in case the trade size (X) is: LIS2 less X less or equal LIS3 (UK),...
TI_POST_TRADE_DEFERRAL::Enum noLISPostTradeDeferral
Value of the Post Trade Deferral Field in case of No LIS (EU)
unsigned short UInt16
Definition Defines.h:45
Enum