OnixS C++ MTS Bond Vision SDP Handler 1.5.1
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
46#if defined (_MSC_VER)
47#pragma warning (push)
48#pragma warning (disable: 4251)
49#endif
50
51namespace OnixS {
52namespace Mts {
53namespace BondVision {
54namespace SDP {
55
56
57
59class ONIXS_MTS_BONDVISION_SDP_API BV_LIQUID_INSTRUMENT_THRESHOLDS : public Class
60{
61public:
63 {
64 ratingCategory.reserve(16);
65 creditRating.reserve(16);
66 lISCurrency.reserve(3);
67 }
68
70
72 virtual ClassId::Enum id() const
73 {
75 }
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93 Double eCBFxRate; // DOUBLE presentation
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
109
111 std::string ratingCategory; // maxSize = 16
112
114 std::string creditRating; // maxSize = 16
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123 std::string lISCurrency; // maxSize = 3
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181 size_t deserialize(const void* buf, size_t inLen);
182
184 virtual std::string toString () const;
185
187 virtual size_t serializationBufSize() const { return 280; }
188
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193
194private:
195 virtual size_t serialize(void* buf) const;
196
197};
198
199
200}
201}
202}
203}
204
205#if defined (_MSC_VER)
206#pragma warning (pop)
207#endif
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