OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_MWC_BOND.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_MWC_BOND : public Class
44{
45public:
47 {
48 }
49
50 virtual ~BV_MWC_BOND() {}
51
53 virtual ClassId::Enum id() const
54 {
56 }
57
60
63
65 Double margin; // DOUBLE presentation
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84 size_t deserialize(const void* buf, size_t inLen);
85
87 virtual std::string toString () const;
88
90 virtual size_t serializationBufSize() const { return 36; }
91
93 virtual BV_MWC_BOND* clone() const;
94
95 virtual BV_MWC_BOND* clone(void*) const;
96
97private:
98 virtual size_t serialize(void* buf) const;
99
100};
101
102
103}
104}
105}
106}
UInt32 benchmarkId
Id of the Benchmark Bond.
Double margin
In case of MWC exercise, the yield at which the bond will be repurchased will be the yield of the ben...
virtual ClassId::Enum id() const
Class id.
UInt32 financialInstrumentId
Unique ID of the financial instrument (Bond)
virtual BV_MWC_BOND * clone(void *) const
BV_NOTICE_DAY_TYPE::Enum noticeDayType
Call days type, related to the minimum notice.
TI_BUSINESS_DAY_CONV::Enum businessDayConvention
Convention used for call day.
UInt16 minimumNotice
Minimum days notice to announce exercise of the MWC provision.
size_t deserialize(const void *buf, size_t inLen)
UInt32 terminationDate
Termination date of the MWC provision.
virtual std::string toString() const
Provides string presentation.
virtual BV_MWC_BOND * clone() const
TI_FLAG::Enum callAnnouncementFg
Flag indicating whether a Call Exercise has been announced.
unsigned short UInt16
Definition Defines.h:45