OnixS C++ MTS Bond Vision SDP Handler 1.5.1
API documentation
Loading...
Searching...
No Matches
SMP.Substructures.BV_ALLOCATION_REPORT_INFO.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>
38
39
40#if defined (_MSC_VER)
41#pragma warning (push)
42#pragma warning (disable: 4251)
43#endif
44
45namespace OnixS {
46namespace Mts {
47namespace BondVision {
48namespace SDP {
49
50
51
53class ONIXS_MTS_BONDVISION_SDP_API BV_ALLOCATION_REPORT_INFO
54{
55public:
58
59 {
60 clientOrderId.reserve(50);
61 clientAllocationId.reserve(100);
62 currency.reserve(3);
63 micCode.reserve(12);
64 allocationDescription.reserve(50);
65 orderTraderName.reserve(12);
66 }
67
69
72
75
78
81
84
87
90
92 std::string clientOrderId; // maxSize = 50
93
96
98 std::string clientAllocationId; // maxSize = 100
99
102
105
107 std::string currency; // maxSize = 3
108
110 std::string micCode; // maxSize = 12
111
114
117
120
123
125 Double yTW; // DOUBLE presentation
126
128 Double discountRate; // DOUBLE presentation
129
131 Double discountMargin; // DOUBLE presentation
132
134 Double averagePrice; // DOUBLE presentation
135
137 Double nominalValue; // DOUBLE presentation
138
140 Double accruedInterest; // DOUBLE presentation
141
143 Double grossTradeAmt; // DOUBLE presentation
144
147
149 static const size_t splitTradeListSize = 100;
150 std::vector<BV_SPLIT_TRADE_INFO> splitTradeList;
151
154
156 std::string allocationDescription; // maxSize = 50
157
159 UInt64 preAllocationTime; // UTIME presentation
160
163
165 std::string orderTraderName; // maxSize = 12
166
167
169 size_t deserialize(const void* buf, size_t inLen);
170
172 std::string toString () const;
173
175 size_t serializationBufSize() const { return 25668; }
176
178 size_t serialize(void* buf) const;
179
180};
181
182
183
184
185}
186}
187}
188}
189
190#if defined (_MSC_VER)
191#pragma warning (pop)
192#endif
UInt32 transactionId
Unique identifier of the RFCQ Request or Inventory Order.
std::string toString() const
Provides string presentation.
std::string clientOrderId
Identifier of the order within the client institution.
BV_ALLOCATION_REPORT_MEMBER_INFO buySideMember
Information about the Buy Side member.
UInt32 allocationId
Unique identifier o f the pre-allocation or of the allocation during the trade splitting phase.
UInt32 orderTraderId
Id of the trader owner of the Stage Order. This field is zero if the Allocation Report is addressed t...
Double averagePrice
Weighted Average Price, calculated after fill or partial fill.
BV_ALLOCATION_REPORT_INSTRUMENT_INFO instrument
Information about the instrument.
TI_MSG_INFO reportMsgInfo
Report number, date and hour, assigned by the central system.
std::string clientAllocationId
Identifier of the allocation within the client institution.
std::string orderTraderName
Name of the trader owner of the Stage Order. This field is empty if the Allocation Report is addresse...
Double accruedInterest
Countervalue of the interests rate paid by the buyer to the seller, expressed in the trade currency.
size_t deserialize(const void *buf, size_t inLen)
BV_ALLOCATION_REPORT_MEMBER_INFO sellSideMember
Information about the Sell Side member.
Double nominalValue
Total quantity traded specified as Nominal Value.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45