SMP.Substructures.BV_ALLOCATION_REPORT_INFO.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.Enumerations.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.TI_MSG_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_ALLOCATION_REPORT_MEMBER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_ALLOCATION_REPORT_MEMBER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_ALLOCATION_REPORT_INSTRUMENT_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_SPLIT_TRADE_INFO.h>


namespace OnixS {
namespace Mts {
namespace BondVision {
namespace SDP {



/// 
class ONIXS_MTS_BONDVISION_SDP_API BV_ALLOCATION_REPORT_INFO 
{
public:
    BV_ALLOCATION_REPORT_INFO():
              splitTradeList(100)

    {
        clientOrderId.reserve(50);
        clientAllocationId.reserve(100);
        currency.reserve(3);
        micCode.reserve(12);
        allocationDescription.reserve(50);
        orderTraderName.reserve(12);
    }

    ~BV_ALLOCATION_REPORT_INFO() {}

    /// Report number, date and hour, assigned by the central system
    TI_MSG_INFO reportMsgInfo;

    /// Information about the Buy Side member
    BV_ALLOCATION_REPORT_MEMBER_INFO buySideMember;

    /// Information about the Sell Side member
    BV_ALLOCATION_REPORT_MEMBER_INFO sellSideMember;

    /// Unique identifier of the RFCQ Request or Inventory Order
    UInt32 transactionId;

    /// Unique identifier of the trading leg
    UInt16 legId;

    /// RFCQ type
    TI_RFCQ_TYPE::Enum rfcqType;

    /// Stage Order identifier
    UInt32 stageOrderId;

    /// Identifier of the order within the client institution
    std::string clientOrderId; // maxSize = 50

    /// Unique identifier o f the pre-allocation or of the allocation during the trade splitting phase
    UInt32 allocationId;

    /// Identifier of the allocation within the client institution
    std::string clientAllocationId; // maxSize = 100

    /// Unique identifier of the allocated trade
    UInt32 tradeId;

    /// Currency code
    std::string currency; // maxSize = 3

    /// MIC code
    std::string micCode; // maxSize = 12

    /// Information about the instrument
    BV_ALLOCATION_REPORT_INSTRUMENT_INFO instrument;

    /// Verb
    TI_VERB::Enum verb;

    /// Settlement date
    UInt32 settlDate;

    /// Price or Yield or Qty information
    BV_TRADING_INFO tradingInfo;

    /// Yield to Worst
    Double yTW; // DOUBLE presentation

    /// Discount Rate
    Double discountRate; // DOUBLE presentation

    /// Discount Margin
    Double discountMargin; // DOUBLE presentation

    /// Weighted Average Price, calculated after fill or partial fill
    Double averagePrice; // DOUBLE presentation

    /// Total quantity traded specified as Nominal Value
    Double nominalValue; // DOUBLE presentation

    /// Countervalue of the interests rate paid by the buyer to the seller, expressed in the trade currency
    Double accruedInterest; // DOUBLE presentation

    /// Gross trade amount
    Double grossTradeAmt; // DOUBLE presentation

    /// Number of Split Trades
    UInt16 splitTradeListNr;

    /// List of Split Trades
    static const size_t splitTradeListSize = 100;
    std::vector<BV_SPLIT_TRADE_INFO> splitTradeList;

    /// Split event
    BV_TRADE_SPLIT_EVENT::Enum splitEvent;

    /// Description of the allocation
    std::string allocationDescription; // maxSize = 50

    /// Time when the pre-allocation was made
    UInt64 preAllocationTime; // UTIME presentation

    /// Id of the trader owner of the Stage Order. This field is zero if the Allocation Report is addressed to a Sell Side Member (classes BV_SELL_SIDE_ALLOCATION_REPORT, BV_HIST_SELL_SIDE_ALLOCATION_REPORT)
    UInt32 orderTraderId;

    /// Name of the trader owner of the Stage Order. This field is empty if the Allocation Report is addressed to a Sell Side Member (classes BV_SELL_SIDE_ALLOCATION_REPORT, BV_HIST_SELL_SIDE_ALLOCATION_REPORT)
    std::string orderTraderName; // maxSize = 12


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

    /// Provides string presentation
    std::string toString () const;

    ///
    size_t serializationBufSize() const { return 25664; }

    ///
    size_t serialize(void* buf) const;

};




}
}
}
}