SMP.Classes.TI_INSTRUMENT.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>
 
 
#if defined (_MSC_VER)
#pragma warning (push)
#pragma warning (disable: 4251)
#endif
 
namespace OnixS {
namespace Mts {
namespace BondVision {
namespace SDP {
 
 

class ONIXS_MTS_BONDVISION_SDP_API TI_INSTRUMENT : public Class
{
public:
    TI_INSTRUMENT()
    {
        instrumentCode.reserve(12);
        instrumentDesc.reserve(36);
        bondTypology.reserve(6);
        currencyCode.reserve(3);
        settlCurrencyCode.reserve(3);
        alternativeCode.reserve(16);
    }
 
    virtual ~TI_INSTRUMENT() {}

    virtual ClassId::Enum id() const
    {
        return ClassId::TI_INSTRUMENT;
    }

    UInt32 financialInstrumentId;

    std::string instrumentCode; // maxSize = 12

    std::string instrumentDesc; // maxSize = 36

    TI_INSTRUMENT_TYPOLOGY::Enum instrumentTipology;

    UInt32 issuerId;

    UInt32 issueDate;

    UInt32 maturityDate;

    Double couponRate; // DOUBLE presentation

    UInt16 couponFrequency;

    TI_COUPON_TYPE::Enum couponType;

    UInt32 firstCouponDate;

    UInt32 lastCouponDate;

    UInt16 maturityBucket;

    UInt32 residualMaturityId;

    UInt32 residualMaturityDays;

    UInt32 firstAccrualDate;

    Double auctionInstrumentPrice; // DOUBLE presentation

    Double auctionInstrumentYield; // DOUBLE presentation

    Double redemptionPrice; // DOUBLE presentation

    TI_FLAG::Enum benchmarkFlag;

    UInt16 settlPeriod;

    UInt16 settlExpiryPeriod;

    UInt32 firstSettlDate;

    UInt16 startExceptionDays;

    UInt16 stopExceptionDays;

    TI_EXCEPTION_DATE_TYPE::Enum exceptionDateType;

    TI_YIELD_FORMULA_TYPE::Enum yieldFormulaType;

    TI_DISCOUNT_RATE_FORMULA_TYPE::Enum discountRateFormulaType;

    TI_DAY_COUNT_CONVENTION_TYPE::Enum dayCountConventionType;

    UInt16 baseCoefficientIndex;

    UInt16 inflationIndexId;

    std::string bondTypology; // maxSize = 6

    std::string currencyCode; // maxSize = 3

    std::string settlCurrencyCode; // maxSize = 3

    Double bPV; // DOUBLE presentation

    UInt16 mTSClassification;

    std::string alternativeCode; // maxSize = 16

    Double outstanding; // DOUBLE presentation

    TI_FLAG::Enum cCPEligibleFg;
 

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

    virtual std::string toString () const;

    virtual size_t serializationBufSize() const { return 260; }

    virtual TI_INSTRUMENT* clone() const;
 
    virtual TI_INSTRUMENT* clone(void*) const;
 
private:
    virtual size_t serialize(void* buf) const;
 
};
 
 
}
}
}
}
 
#if defined (_MSC_VER)
#pragma warning (pop)
#endif