OnixS C++ MTS Bond Vision SDP Handler 1.5.1
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
53#if defined (_MSC_VER)
54#pragma warning (push)
55#pragma warning (disable: 4251)
56#endif
57
58namespace OnixS {
59namespace Mts {
60namespace BondVision {
61namespace SDP {
62
63
64
66class ONIXS_MTS_BONDVISION_SDP_API BV_YIELD_PRICE_PREVIEW : public Class
67{
68public:
70 {
71 userData.reserve(8);
72 }
73
75
77 virtual ClassId::Enum id() const
78 {
80 }
81
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105
107 Double firstLegPrice; // DOUBLE presentation
108
110 Double secondLegPrice; // DOUBLE presentation
111
113 Double thirdLegPrice; // DOUBLE presentation
114
116 Double firstLegDiscountRate; // DOUBLE presentation
117
119 Double secondLegDiscountRate; // DOUBLE presentation
120
122 Double thirdLegDiscountRate; // DOUBLE presentation
123
125 Double firstLegCMPDYield; // DOUBLE presentation
126
128 Double secondLegCMPDYield; // DOUBLE presentation
129
131 Double thirdLegCMPDYield; // DOUBLE presentation
132
134 Double firstLegMMEYield; // DOUBLE presentation
135
137 Double secondLegMMEYield; // DOUBLE presentation
138
140 Double thirdLegMMEYield; // DOUBLE presentation
141
144
147
150
152 Double firstLegMWCPriceTh; // DOUBLE presentation
153
156
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171
173 Double secondLegMWCPriceTh; // DOUBLE presentation
174
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194 Double thirdLegMWCPriceTh; // DOUBLE presentation
195
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210
213
215 std::string userData; // maxSize = 8
216
217
219 size_t deserialize(const void* buf, size_t inLen);
220
222 virtual std::string toString () const;
223
225 virtual size_t serializationBufSize() const { return 1112; }
226
229
230 virtual BV_YIELD_PRICE_PREVIEW* clone(void*) const;
231
232private:
233 virtual size_t serialize(void* buf) const;
234
235};
236
237
238}
239}
240}
241}
242
243#if defined (_MSC_VER)
244#pragma warning (pop)
245#endif
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.