OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.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>
40
41
42namespace OnixS {
43namespace Mts {
44namespace BondVision {
45namespace SDP {
46
47
48
50class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_SELL_SIDE_SUMMARY : public Class
51{
52public:
54 legSummary(3)
55
56 {
57 buySideTraderName.reserve(12);
58 comment.reserve(100);
59 }
60
62
64 virtual ClassId::Enum id() const
65 {
67 }
68
71
74
77
80
82 UInt64 creationTime; // UTIME presentation
83
86
89
92
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98
101
104
106 UInt64 dueInTimeout; // UTIME presentation
107
110
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116
119
122
124 std::string buySideTraderName; // maxSize = 12
125
128
131
134
136 UInt64 closingTime; // UTIME presentation
137
140
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146
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152
155
158
161
163 Double grossYieldSpread; // DOUBLE presentation
164
166 Double proceedsSpread; // DOUBLE presentation
167
169 Double riskWeightedYieldSpread; // DOUBLE presentation
170
173
176
178 static const size_t legSummarySize = 3;
179 std::vector<BV_RFCQ_LEG_SUMMARY> legSummary;
180
183
185 std::string comment; // maxSize = 100
186
187
189 size_t deserialize(const void* buf, size_t inLen);
190
192 virtual std::string toString () const;
193
195 virtual size_t serializationBufSize() const { return 6648; }
196
199
200 virtual BV_RFCQ_SELL_SIDE_SUMMARY* clone(void*) const;
201
202private:
203 virtual size_t serialize(void* buf) const;
204
205};
206
207
208}
209}
210}
211}
UInt16 dueInTime
Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
SInt32 responseTimeDifference
Delay between the first quote sent to the Buy Side Member by the Sell Side Member and the first quote...
UInt32 sellSideMemberId
Unique ID of the member to whom the RFCQ summary is addressed.
TI_RFCQ_REQUEST_STATUS::Enum finalStatus
Specifies the final status of the RFCQ.
BV_RFCQ_COVER_INFO priceCoverInfo
Price cover information (only for Outright, Multileg and Double-sided RFCQs)
TI_RFCQ_PROVIDER_STATUS::Enum providerStatus
Final status of the Sell Side Member.
UInt16 participatingSellSideNr
Number of Sell Side Members that took part in the RFCQ.
UInt16 sellSideNr
Number of Sell Side Members to whom the RFCQ was addressed.
BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo
Client identification info.
BV_RFCQ_COVER_INFO durWeightedYieldCoverInfo
Duration weighted yield cover information (only for Butterfly RFCQs)
Double proceedsSpread
Only valid for Switch (Proceeds Spread) and Butterfly RFCQ (Proceeds Weighted Spread)
UInt16 numOfTradableLegs
Number of tradable bonds in the trading list.
TI_FLAG::Enum preAgreedFg
Specifies if the RFCQ is sent to one and only provider.
TI_RFCQ_ORIGIN::Enum rfcqOrigin
RFCQ Origin(From Scratch, From Single Dealer Page, From Inventory)
TI_FLAG::Enum preTradeFg
Specifies whether the RFCQ is subject to pre-trade transparency.
BV_RFCQ_COVER_INFO proceedsCoverInfo
Proceeds cover information (only for Switch and Butterfly RFCQs)
TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation
Type of quantity calculation carried out by the Buy Side member.
virtual BV_RFCQ_SELL_SIDE_SUMMARY * clone() const
BV_RFCQ_DEALER_SELECTION_TYPE::Enum dealerSelectionType
Dealer Selection Type.
TI_FLAG::Enum msgFg
If True, messages have been exchanged during the RFCQ between the Sell Side Member and the Buy Side M...
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
std::string buySideTraderName
Unique name of the trader of the Buy Side Member.
BV_RFCQ_COVER_INFO grossYieldCoverInfo
Gross yield cover information (only for Switch and Butterfly RFCQs)
virtual BV_RFCQ_SELL_SIDE_SUMMARY * clone(void *) const
size_t deserialize(const void *buf, size_t inLen)
UInt32 delay
Difference between RFCQ creation time and the time of the first quote sent by the Sell Side Member.
virtual std::string toString() const
Provides string presentation.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45