OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
SMP.Substructures.BV_ANALYTICS.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 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
53 
54 
55 namespace OnixS {
56 namespace Mts {
57 namespace BondVision {
58 namespace SDP {
59 
60 
61 
62 ///
63 class ONIXS_MTS_BONDVISION_SDP_API BV_ANALYTICS
64 {
65 public:
67  {
68  }
69 
71 
72  /// I-Spread(YTM)
74 
75  /// I-Spread(YTC)
77 
78  /// I-Spread(YTW)
80 
81  /// Z-Spread(YTM)
83 
84  /// Z-Spread(YTC)
86 
87  /// Z-Spread(YTW)
89 
90  /// G-Spread(YTM)
92 
93  /// G-Spread(YTC)
95 
96  /// G-Spread(YTW)
98 
99  /// OIS-Spread(YTM)
101 
102  /// OIS-Spread(YTC)
104 
105  /// OIS-Spread(YTW)
107 
108  /// ASW-Spread(YTM)
110 
111  /// ASW-Spread(YTC)
113 
114  /// ASW-Spread(YTW)
116 
117  /// CDS-Spread(YTM)
119 
120  /// CDS-Spread(YTC)
122 
123  /// CDS-Spread(YTW)
125 
126  /// CDS Basis(YTM)
128 
129  /// CDS Basis(YTC)
131 
132  /// CDS Basis(YTW)
134 
135 
136  ///
137  size_t deserialize(const void* buf, size_t inLen);
138 
139  /// Provides string presentation
140  std::string toString () const;
141 
142  ///
143  size_t serializationBufSize() const { return 252; }
144 
145  ///
146  size_t serialize(void* buf) const;
147 
148 };
149 
150 
151 
152 
153 }
154 }
155 }
156 }