OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.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_VARIABLE_COUPON_BOND_SCHEDULE : public Class
44 {
45 public:
47  {
48  }
49 
51 
52  /// Class id
53  virtual ClassId::Enum id() const
54  {
56  }
57 
58  /// Unique ID of the financial instrument (Bond)
60 
61  /// Date when the coupon plan changes type or formula
63 
64  /// Specifies if the Coupon Type is Fixed or Floating
66 
67  /// Coupon Rate
68  Double couponRate; // DOUBLE presentation
69 
70  /// ID of the Benchmark used in the coupon rate calculation in case of floating coupons
72 
73  /// Margin used in the coupon rate calculation in case of floating coupons
74  Double margin; // DOUBLE presentation
75 
76  /// Day Count used in the coupon rate calculation in case of floating coupons
78 
79  /// Coupon Frequency
81 
82  /// Maximum value the coupon can assume
83  Double cap; // DOUBLE presentation
84 
85  /// Minimum value the coupon can assume
86  Double floor; // DOUBLE presentation
87 
88 
89  ///
90  size_t deserialize(const void* buf, size_t inLen);
91 
92  /// Provides string presentation
93  virtual std::string toString () const;
94 
95  ///
96  virtual size_t serializationBufSize() const { return 56; }
97 
98  ///
99  virtual BV_VARIABLE_COUPON_BOND_SCHEDULE* clone() const;
100 
101  virtual BV_VARIABLE_COUPON_BOND_SCHEDULE* clone(void*) const;
102 
103 private:
104  virtual size_t serialize(void* buf) const;
105 
106 };
107 
108 
109 }
110 }
111 }
112 }
UInt32 formulaResetDate
Date when the coupon plan changes type or formula.
Double margin
Margin used in the coupon rate calculation in case of floating coupons.
TI_COUPON_TYPE::Enum couponType
Specifies if the Coupon Type is Fixed or Floating.
UInt32 benchmarkId
ID of the Benchmark used in the coupon rate calculation in case of floating coupons.
TI_DAY_COUNT_CONVENTION_TYPE::Enum dayCountConventionType
Day Count used in the coupon rate calculation in case of floating coupons.
unsigned short UInt16
Definition: Defines.h:45