228 virtual size_t serialize(
void* buf)
const;
BV_VALUE secondLegYTR
Yield to Reset of the second instrument.
Double thirdLegPrice
Price of the third instrument.
Double firstLegMMEYield
MME Yield of the first instrument.
TI_TRADING_MODALITY::Enum tradingModality
Trading Modality (RFCQ)
BV_VALUE firstLegYMWExrc
YMW Exercised of the first instrument.
Double thirdLegCMPDYield
CMDP Yield of the third instrument.
BV_VALUE thirdLegYTW
Yield to Worst of the third instrument.
virtual ClassId::Enum id() const
Class id.
Double firstLegCMPDYield
CMDP Yield of the first instrument.
virtual size_t serializationBufSize() const
BV_VALUE thirdLegYTR
Yield to Reset of the third instrument.
Double secondLegDiscountRate
Discount Rate of the second instrument.
BV_VALUE firstLegYTW
Yield to Worst of the first instrument.
BV_VALUE thirdLegYTC
Yield To Call of the third instrument.
Double firstLegDiscountRate
Discount Rate of the first instrument.
BV_YIELD_PRICE_PREVIEW_TYPE::Enum secondLegPreviewType
Conversion type for the second leg.
Double thirdLegMWCPriceTh
MWC Price Theoretical of the third instrument.
UInt32 thirdLegSettlementDate
Settlement date of the third instrument.
UInt32 thirdLegId
ID of the third tradable instrument.
Double thirdLegMMEYield
MME Yield of the third instrument.
BV_VALUE secondLegYTW
Yield to Worst of the second instrument.
virtual BV_YIELD_PRICE_PREVIEW * clone() const
UInt32 secondLegSettlementDate
Settlement date of the second instrument.
UInt32 yieldPricePreviewId
ID of the preview request.
BV_YIELD_PRICE_PREVIEW_TYPE::Enum firstLegPreviewType
Conversion type for the first leg.
BV_VALUE firstLegYTC
Yield To Call of the first instrument.
BV_ANALYTICS secondLegAnalytics
Analytics of the Second Instrument.
BV_VALUE thirdLegYMWExrc
YMW Exercised of the third instrument.
UInt32 firstLegSettlementDate
Settlement date of the first instrument.
BV_VALUE secondLegYMWTh
YMW Theoretical of the second instrument.
Double secondLegMMEYield
MME Yield of the second instrument.
BV_VALUE thirdLegYMWTh
YMW Theoretical of the third instrument.
std::string userData
Free field used by the client.
BV_VALUE secondLegYTC
Yield To Call of the second instrument.
virtual BV_YIELD_PRICE_PREVIEW * clone(void *) const
BV_ANALYTICS thirdLegAnalytics
Analytics of the Third Instrument.
virtual ~BV_YIELD_PRICE_PREVIEW()
BV_VALUE secondLegYMWExrc
YMW Exercised of the second instrument.
Double secondLegPrice
Price of the second instrument.
size_t deserialize(const void *buf, size_t inLen)
Double thirdLegDiscountRate
Discount Rate of the third instrument.
Double firstLegPrice
Price of the first instrument.
BV_VALUE firstLegYMWTh
YMW Theoretical of the first instrument.
UInt32 firstLegId
ID of the first tradable instrument.
UInt32 secondLegId
ID of the second tradable instrument.
BV_YIELD_PRICE_PREVIEW_TYPE::Enum thirdLegPreviewType
Conversion type for the third leg.
Double secondLegMWCPriceTh
MWC Price Theoretical of the second instrument.
virtual std::string toString() const
Provides string presentation.
Double secondLegCMPDYield
CMDP Yield of the second instrument.
Double firstLegMWCPriceTh
MWC Price Theoretical of the first instrument.
BV_ANALYTICS firstLegAnalytics
Analytics of the First Instrument.
BV_VALUE firstLegYTR
Yield to Reset of the first instrument.