SMP.Classes.BV_YIELD_PRICE_PREVIEW.h

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#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/


/*
--------------
GENERATED FILE
--------------
*/


#include <string>
#include <OnixS/MTS/BondVision/SDP/Defines.h>
#include <OnixS/MTS/BondVision/SDP/SMP.ClassIds.h>
#include <OnixS/MTS/BondVision/SDP/SMP.Enumerations.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_ANALYTICS.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_ANALYTICS.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_ANALYTICS.h>


namespace OnixS {
namespace Mts {
namespace BondVision {
namespace SDP {



///
class ONIXS_MTS_BONDVISION_SDP_API BV_YIELD_PRICE_PREVIEW : public Class
{
public:
    BV_YIELD_PRICE_PREVIEW()
    {
        userData.reserve(8);
    }

    virtual ~BV_YIELD_PRICE_PREVIEW() {}

    /// Class id
    virtual ClassId::Enum id() const
    {
        return ClassId::BV_YIELD_PRICE_PREVIEW;
    }

    /// ID of the preview request
    UInt32 yieldPricePreviewId;

    /// ID of the first tradable instrument
    UInt32 firstLegId;

    /// ID of the second tradable instrument
    UInt32 secondLegId;

    /// ID of the third tradable instrument
    UInt32 thirdLegId;

    /// Trading Modality (RFCQ)
    TI_TRADING_MODALITY::Enum tradingModality;

    /// Conversion type for the first leg
    BV_YIELD_PRICE_PREVIEW_TYPE::Enum firstLegPreviewType;

    /// Conversion type for the second leg
    BV_YIELD_PRICE_PREVIEW_TYPE::Enum secondLegPreviewType;

    /// Conversion type for the third leg
    BV_YIELD_PRICE_PREVIEW_TYPE::Enum thirdLegPreviewType;

    /// Price of the first instrument
    Double firstLegPrice; // DOUBLE presentation

    /// Price of the second instrument
    Double secondLegPrice; // DOUBLE presentation

    /// Price of the third instrument
    Double thirdLegPrice; // DOUBLE presentation

    /// Discount Rate of the first instrument
    Double firstLegDiscountRate; // DOUBLE presentation

    /// Discount Rate of the second instrument
    Double secondLegDiscountRate; // DOUBLE presentation

    /// Discount Rate of the third instrument
    Double thirdLegDiscountRate; // DOUBLE presentation

    /// CMDP Yield of the first instrument
    Double firstLegCMPDYield; // DOUBLE presentation

    /// CMDP Yield of the second instrument
    Double secondLegCMPDYield; // DOUBLE presentation

    /// CMDP Yield of the third instrument
    Double thirdLegCMPDYield; // DOUBLE presentation

    /// MME Yield of the first instrument
    Double firstLegMMEYield; // DOUBLE presentation

    /// MME Yield of the second instrument
    Double secondLegMMEYield; // DOUBLE presentation

    /// MME Yield of the third instrument
    Double thirdLegMMEYield; // DOUBLE presentation

    /// Yield To Call of the first instrument
    BV_VALUE firstLegYTC;

    /// Yield to Worst of the first instrument
    BV_VALUE firstLegYTW;

    /// YMW Theoretical of the first instrument
    BV_VALUE firstLegYMWTh;

    /// MWC Price Theoretical of the first instrument
    Double firstLegMWCPriceTh; // DOUBLE presentation

    /// YMW Exercised of the first instrument
    BV_VALUE firstLegYMWExrc;

    /// Yield to Reset of the first instrument
    BV_VALUE firstLegYTR;

    /// Analytics of the First Instrument
    BV_ANALYTICS firstLegAnalytics;

    /// Yield To Call of the second instrument
    BV_VALUE secondLegYTC;

    /// Yield to Worst of the second instrument
    BV_VALUE secondLegYTW;

    /// YMW Theoretical of the second instrument
    BV_VALUE secondLegYMWTh;

    /// MWC Price Theoretical of the second instrument
    Double secondLegMWCPriceTh; // DOUBLE presentation

    /// YMW Exercised of the second instrument
    BV_VALUE secondLegYMWExrc;

    /// Yield to Reset of the second instrument
    BV_VALUE secondLegYTR;

    /// Analytics of the Second Instrument
    BV_ANALYTICS secondLegAnalytics;

    /// Yield To Call of the third instrument
    BV_VALUE thirdLegYTC;

    /// Yield to Worst of the third instrument
    BV_VALUE thirdLegYTW;

    /// YMW Theoretical of the third instrument
    BV_VALUE thirdLegYMWTh;

    /// MWC Price Theoretical of the third instrument
    Double thirdLegMWCPriceTh; // DOUBLE presentation

    /// YMW Exercised of the third instrument
    BV_VALUE thirdLegYMWExrc;

    /// Yield to Reset of the third instrument
    BV_VALUE thirdLegYTR;

    /// Analytics of the Third Instrument
    BV_ANALYTICS thirdLegAnalytics;

    /// Settlement date of the first instrument
    UInt32 firstLegSettlementDate;

    /// Settlement date of the second instrument
    UInt32 secondLegSettlementDate;

    /// Settlement date of the third instrument
    UInt32 thirdLegSettlementDate;

    /// Free field used by the client
    std::string userData; // maxSize = 8


    /// 
    size_t deserialize(const void* buf, size_t inLen);

    /// Provides string presentation
    virtual std::string toString () const;

    /// 
    virtual size_t serializationBufSize() const { return 1112; }

    /// 
    virtual BV_YIELD_PRICE_PREVIEW* clone() const;

    virtual BV_YIELD_PRICE_PREVIEW* clone(void*) const;

private:
    virtual size_t serialize(void* buf) const;

};


}
}
}
}