OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_YIELD_PRICE_PREVIEW.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>
51
52
53namespace OnixS {
54namespace Mts {
55namespace BondVision {
56namespace SDP {
57
58
59
61class ONIXS_MTS_BONDVISION_SDP_API BV_YIELD_PRICE_PREVIEW : public Class
62{
63public:
65 {
66 userData.reserve(8);
67 }
68
70
72 virtual ClassId::Enum id() const
73 {
75 }
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102 Double firstLegPrice; // DOUBLE presentation
103
105 Double secondLegPrice; // DOUBLE presentation
106
108 Double thirdLegPrice; // DOUBLE presentation
109
111 Double firstLegDiscountRate; // DOUBLE presentation
112
114 Double secondLegDiscountRate; // DOUBLE presentation
115
117 Double thirdLegDiscountRate; // DOUBLE presentation
118
120 Double firstLegCMPDYield; // DOUBLE presentation
121
123 Double secondLegCMPDYield; // DOUBLE presentation
124
126 Double thirdLegCMPDYield; // DOUBLE presentation
127
129 Double firstLegMMEYield; // DOUBLE presentation
130
132 Double secondLegMMEYield; // DOUBLE presentation
133
135 Double thirdLegMMEYield; // DOUBLE presentation
136
139
142
145
147 Double firstLegMWCPriceTh; // DOUBLE presentation
148
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168 Double secondLegMWCPriceTh; // DOUBLE presentation
169
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189 Double thirdLegMWCPriceTh; // DOUBLE presentation
190
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208
210 std::string userData; // maxSize = 8
211
212
214 size_t deserialize(const void* buf, size_t inLen);
215
217 virtual std::string toString () const;
218
220 virtual size_t serializationBufSize() const { return 1112; }
221
224
225 virtual BV_YIELD_PRICE_PREVIEW* clone(void*) const;
226
227private:
228 virtual size_t serialize(void* buf) const;
229
230};
231
232
233}
234}
235}
236}
BV_VALUE secondLegYTR
Yield to Reset of the second instrument.
TI_TRADING_MODALITY::Enum tradingModality
Trading Modality (RFCQ)
BV_VALUE firstLegYMWExrc
YMW Exercised of the first instrument.
BV_VALUE thirdLegYTW
Yield to Worst of the third instrument.
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.
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.
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.
BV_YIELD_PRICE_PREVIEW_TYPE::Enum firstLegPreviewType
Conversion type for the first leg.
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.
BV_VALUE thirdLegYMWTh
YMW Theoretical of the third instrument.
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.
BV_VALUE secondLegYMWExrc
YMW Exercised of the second instrument.
size_t deserialize(const void *buf, size_t inLen)
Double thirdLegDiscountRate
Discount Rate of the third instrument.
BV_VALUE firstLegYMWTh
YMW Theoretical of the first 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 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.