OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.TI_INSTRUMENT.h
Go to the documentation of this file.
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>
33
34
35namespace OnixS {
36namespace Mts {
37namespace BondVision {
38namespace SDP {
39
40
41
43class ONIXS_MTS_BONDVISION_SDP_API TI_INSTRUMENT : public Class
44{
45public:
47 {
48 instrumentCode.reserve(12);
49 instrumentDesc.reserve(36);
50 bondTypology.reserve(6);
51 currencyCode.reserve(3);
52 settlCurrencyCode.reserve(3);
53 alternativeCode.reserve(16);
54 }
55
56 virtual ~TI_INSTRUMENT() {}
57
59 virtual ClassId::Enum id() const
60 {
62 }
63
66
68 std::string instrumentCode; // maxSize = 12
69
71 std::string instrumentDesc; // maxSize = 36
72
75
78
81
84
86 Double couponRate; // DOUBLE presentation
87
90
93
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108
111
113 Double auctionInstrumentPrice; // DOUBLE presentation
114
116 Double auctionInstrumentYield; // DOUBLE presentation
117
119 Double redemptionPrice; // DOUBLE presentation
120
123
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153
156
158 std::string bondTypology; // maxSize = 6
159
161 std::string currencyCode; // maxSize = 3
162
164 std::string settlCurrencyCode; // maxSize = 3
165
167 Double bPV; // DOUBLE presentation
168
171
173 std::string alternativeCode; // maxSize = 16
174
176 Double outstanding; // DOUBLE presentation
177
180
181
183 size_t deserialize(const void* buf, size_t inLen);
184
186 virtual std::string toString () const;
187
189 virtual size_t serializationBufSize() const { return 260; }
190
192 virtual TI_INSTRUMENT* clone() const;
193
194 virtual TI_INSTRUMENT* clone(void*) const;
195
196private:
197 virtual size_t serialize(void* buf) const;
198
199};
200
201
202}
203}
204}
205}
TI_INSTRUMENT_TYPOLOGY::Enum instrumentTipology
ID of the type of instrument (for example, Corporate)
UInt32 issuerId
Unique ID of the issuing body.
virtual ClassId::Enum id() const
Class id.
UInt16 startExceptionDays
Number of working days between the start date of the exception period and the date on which the coupo...
UInt32 residualMaturityDays
Number of days to the maturity of the instrument.
UInt32 financialInstrumentId
Unique ID of the financial instrument (Bond)
TI_FLAG::Enum benchmarkFlag
Flag indicating whether the instrument under examination is of the benchmark type or not.
TI_DAY_COUNT_CONVENTION_TYPE::Enum dayCountConventionType
Unique ID code of the type of calculation of the accrual.
UInt16 baseCoefficientIndex
Field used by the Calculation Engine.
virtual TI_INSTRUMENT * clone() const
UInt16 stopExceptionDays
Number of working days between the stop date of the exception period and the date on which the coupon...
TI_YIELD_FORMULA_TYPE::Enum yieldFormulaType
Unique ID code of the method for calculating the price or yield of the instrument.
UInt16 couponFrequency
Frequency of the coupon. Number of months between the payments of the coupons. Not set for instrument...
UInt16 settlPeriod
Time interval between the date on which trading took place and the date on which the operation was se...
UInt32 firstAccrualDate
Start date of interest accrual.
std::string alternativeCode
MIC code of the financial instrument.
std::string bondTypology
It indicates the financial group (for example, BTP, CCT, BTA, BTC, etc.)
UInt32 lastCouponDate
Date on which the last coupon was detached before the instrument is paid.
TI_COUPON_TYPE::Enum couponType
ID of the type of coupon.
Double redemptionPrice
Redemption price of the instrument.
UInt32 residualMaturityId
ID of the residual maturity of the instrument on the current date.
UInt32 maturityDate
Date of payment of the instrument.
std::string instrumentDesc
Description of the instrument.
Double auctionInstrumentYield
Yield of the instrument at the time of the auction expressed as a percentage.
UInt32 issueDate
Date of issue of the instrument.
TI_EXCEPTION_DATE_TYPE::Enum exceptionDateType
Unique ID code of the type of exception date of the coupon.
UInt32 firstCouponDate
Date on which the first coupon was detached.
UInt16 mTSClassification
MTS classification of the financial instrument.
Double couponRate
Current coupon rate, expressed as a percentage.
UInt32 firstSettlDate
First date of settlement of the instrument.
std::string currencyCode
Unique ID code of the Trading Currency related to the instrument.
std::string settlCurrencyCode
Unique ID code of the Settlement Currency related to the instrument.
virtual TI_INSTRUMENT * clone(void *) const
size_t deserialize(const void *buf, size_t inLen)
TI_FLAG::Enum cCPEligibleFg
Allows counterparties with CCP to close a trade in a Bilateral modality.
UInt16 inflationIndexId
Unique ID of the Inflation Index.
virtual std::string toString() const
Provides string presentation.
TI_DISCOUNT_RATE_FORMULA_TYPE::Enum discountRateFormulaType
Unique ID code of the method for calculating the discount rate of the instrument.
Double auctionInstrumentPrice
Auction price of the instrument.
std::string instrumentCode
Alphanumeric ID code of the instrument (ISIN coding)
UInt16 maturityBucket
ID of the group to which the instrument belongs, defined as a function of its maturity.
UInt16 settlExpiryPeriod
Time interval allowed to conclude the settlement of the operation, expressed as a number of working d...
unsigned short UInt16
Definition Defines.h:45