OnixS C++ MTS Bond Vision SDP Handler
1.2.0
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SMP.Substructures.BV_ANALYTICS.h
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#pragma once
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* of this source code or associated reference material to any other location for further reproduction
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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/*
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--------------
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GENERATED FILE
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--------------
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*/
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#include <string>
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#include <
OnixS/MTS/BondVision/SDP/Defines.h
>
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#include <
OnixS/MTS/BondVision/SDP/SMP.Enumerations.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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#include <
OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h
>
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namespace
OnixS
{
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namespace
Mts {
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namespace
BondVision {
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namespace
SDP {
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///
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class
ONIXS_MTS_BONDVISION_SDP_API
BV_ANALYTICS
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{
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public
:
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BV_ANALYTICS
()
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{
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}
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~BV_ANALYTICS
() {}
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/// I-Spread(YTM)
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BV_VALUE
iSpreadYTM
;
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/// I-Spread(YTC)
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BV_VALUE
iSpreadYTC
;
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/// I-Spread(YTW)
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BV_VALUE
iSpreadYTW
;
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/// Z-Spread(YTM)
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BV_VALUE
zSpreadYTM
;
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/// Z-Spread(YTC)
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BV_VALUE
zSpreadYTC
;
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/// Z-Spread(YTW)
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BV_VALUE
zSpreadYTW
;
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/// G-Spread(YTM)
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BV_VALUE
gSpreadYTM
;
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/// G-Spread(YTC)
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BV_VALUE
gSpreadYTC
;
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/// G-Spread(YTW)
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BV_VALUE
gSpreadYTW
;
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/// OIS-Spread(YTM)
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BV_VALUE
oISSpreadYTM
;
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/// OIS-Spread(YTC)
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BV_VALUE
oISSpreadYTC
;
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/// OIS-Spread(YTW)
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BV_VALUE
oISSpreadYTW
;
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/// ASW-Spread(YTM)
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BV_VALUE
aSWSpreadYTM
;
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/// ASW-Spread(YTC)
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BV_VALUE
aSWSpreadYTC
;
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/// ASW-Spread(YTW)
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BV_VALUE
aSWSpreadYTW
;
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/// CDS-Spread(YTM)
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BV_VALUE
cDSSpreadYTM
;
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/// CDS-Spread(YTC)
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BV_VALUE
cDSSpreadYTC
;
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/// CDS-Spread(YTW)
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BV_VALUE
cDSSpreadYTW
;
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/// CDS Basis(YTM)
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BV_VALUE
cDSBasisYTM
;
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/// CDS Basis(YTC)
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BV_VALUE
cDSBasisYTC
;
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/// CDS Basis(YTW)
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BV_VALUE
cDSBasisYTW
;
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///
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size_t
deserialize(
const
void
* buf,
size_t
inLen);
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/// Provides string presentation
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std::string toString ()
const
;
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///
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size_t
serializationBufSize
()
const
{
return
252; }
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///
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size_t
serialize(
void
* buf)
const
;
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};
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}
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}
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}
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}
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::cDSBasisYTC
BV_VALUE cDSBasisYTC
CDS Basis(YTC)
Definition:
SMP.Substructures.BV_ANALYTICS.h:130
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::zSpreadYTM
BV_VALUE zSpreadYTM
Z-Spread(YTM)
Definition:
SMP.Substructures.BV_ANALYTICS.h:82
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::serializationBufSize
size_t serializationBufSize() const
Definition:
SMP.Substructures.BV_ANALYTICS.h:143
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::cDSSpreadYTM
BV_VALUE cDSSpreadYTM
CDS-Spread(YTM)
Definition:
SMP.Substructures.BV_ANALYTICS.h:118
OnixS::Mts::BondVision::SDP::BV_ANALYTICS
Definition:
SMP.Substructures.BV_ANALYTICS.h:63
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::cDSBasisYTW
BV_VALUE cDSBasisYTW
CDS Basis(YTW)
Definition:
SMP.Substructures.BV_ANALYTICS.h:133
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::iSpreadYTC
BV_VALUE iSpreadYTC
I-Spread(YTC)
Definition:
SMP.Substructures.BV_ANALYTICS.h:76
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::zSpreadYTW
BV_VALUE zSpreadYTW
Z-Spread(YTW)
Definition:
SMP.Substructures.BV_ANALYTICS.h:88
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::cDSSpreadYTC
BV_VALUE cDSSpreadYTC
CDS-Spread(YTC)
Definition:
SMP.Substructures.BV_ANALYTICS.h:121
Defines.h
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::BV_ANALYTICS
BV_ANALYTICS()
Definition:
SMP.Substructures.BV_ANALYTICS.h:66
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::oISSpreadYTM
BV_VALUE oISSpreadYTM
OIS-Spread(YTM)
Definition:
SMP.Substructures.BV_ANALYTICS.h:100
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::zSpreadYTC
BV_VALUE zSpreadYTC
Z-Spread(YTC)
Definition:
SMP.Substructures.BV_ANALYTICS.h:85
SMP.Enumerations.h
OnixS
Definition:
ActResultListener.h:23
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::aSWSpreadYTC
BV_VALUE aSWSpreadYTC
ASW-Spread(YTC)
Definition:
SMP.Substructures.BV_ANALYTICS.h:112
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::cDSBasisYTM
BV_VALUE cDSBasisYTM
CDS Basis(YTM)
Definition:
SMP.Substructures.BV_ANALYTICS.h:127
OnixS::Mts::BondVision::SDP::BV_VALUE
Definition:
SMP.Substructures.BV_VALUE.h:42
SMP.Substructures.BV_VALUE.h
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::gSpreadYTC
BV_VALUE gSpreadYTC
G-Spread(YTC)
Definition:
SMP.Substructures.BV_ANALYTICS.h:94
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::iSpreadYTW
BV_VALUE iSpreadYTW
I-Spread(YTW)
Definition:
SMP.Substructures.BV_ANALYTICS.h:79
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::oISSpreadYTC
BV_VALUE oISSpreadYTC
OIS-Spread(YTC)
Definition:
SMP.Substructures.BV_ANALYTICS.h:103
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::~BV_ANALYTICS
~BV_ANALYTICS()
Definition:
SMP.Substructures.BV_ANALYTICS.h:70
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::gSpreadYTM
BV_VALUE gSpreadYTM
G-Spread(YTM)
Definition:
SMP.Substructures.BV_ANALYTICS.h:91
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::oISSpreadYTW
BV_VALUE oISSpreadYTW
OIS-Spread(YTW)
Definition:
SMP.Substructures.BV_ANALYTICS.h:106
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::aSWSpreadYTW
BV_VALUE aSWSpreadYTW
ASW-Spread(YTW)
Definition:
SMP.Substructures.BV_ANALYTICS.h:115
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::gSpreadYTW
BV_VALUE gSpreadYTW
G-Spread(YTW)
Definition:
SMP.Substructures.BV_ANALYTICS.h:97
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::aSWSpreadYTM
BV_VALUE aSWSpreadYTM
ASW-Spread(YTM)
Definition:
SMP.Substructures.BV_ANALYTICS.h:109
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::cDSSpreadYTW
BV_VALUE cDSSpreadYTW
CDS-Spread(YTW)
Definition:
SMP.Substructures.BV_ANALYTICS.h:124
OnixS::Mts::BondVision::SDP::BV_ANALYTICS::iSpreadYTM
BV_VALUE iSpreadYTM
I-Spread(YTM)
Definition:
SMP.Substructures.BV_ANALYTICS.h:73