OnixS C++ MTS Bond Vision SDP Handler  1.1.0
API documentation
SMP.Classes.BV_MWC_BOND.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
33 
34 
35 namespace OnixS {
36 namespace Mts {
37 namespace BondVision {
38 namespace SDP {
39 
40 
41 
42 ///
43 class ONIXS_MTS_BONDVISION_SDP_API BV_MWC_BOND : public Class
44 {
45 public:
47  {
48  }
49 
50  virtual ~BV_MWC_BOND() {}
51 
52  /// Class id
53  virtual ClassId::Enum id() const
54  {
55  return ClassId::BV_MWC_BOND;
56  }
57 
58  /// Unique ID of the financial instrument (Bond)
60 
61  /// Termination date of the MWC provision
63 
64  /// In case of MWC exercise, the yield at which the bond will be repurchased will be the yield of the benchmark bond plus the margin
65  Double margin; // DOUBLE presentation
66 
67  /// Id of the Benchmark Bond
69 
70  /// Minimum days notice to announce exercise of the MWC provision
72 
73  /// Call days type, related to the minimum notice
75 
76  /// Convention used for call day
78 
79  /// Flag indicating whether a Call Exercise has been announced
81 
82 
83  ///
84  size_t deserialize(const void* buf, size_t inLen);
85 
86  /// Provides string presentation
87  virtual std::string toString () const;
88 
89  ///
90  virtual size_t serializationBufSize() const { return 36; }
91 
92  ///
93  virtual BV_MWC_BOND* clone() const;
94 
95  virtual BV_MWC_BOND* clone(void*) const;
96 
97 private:
98  virtual size_t serialize(void* buf) const;
99 
100 };
101 
102 
103 }
104 }
105 }
106 }
TI_FLAG::Enum callAnnouncementFg
Flag indicating whether a Call Exercise has been announced.
BV_NOTICE_DAY_TYPE::Enum noticeDayType
Call days type, related to the minimum notice.
UInt16 minimumNotice
Minimum days notice to announce exercise of the MWC provision.
UInt32 financialInstrumentId
Unique ID of the financial instrument (Bond)
virtual ClassId::Enum id() const
Class id.
Double margin
In case of MWC exercise, the yield at which the bond will be repurchased will be the yield of the ben...
UInt32 terminationDate
Termination date of the MWC provision.
UInt32 benchmarkId
Id of the Benchmark Bond.
unsigned short UInt16
Definition: Defines.h:45
TI_BUSINESS_DAY_CONV::Enum businessDayConvention
Convention used for call day.