Double benchmarkYield
Benchmark Yield.
BV_BEST_TRADING_INFO bVBestAsk
Market BV Best on the Ask side.
std::string benchmarkDescription
Benchmark description.
Double bVBestMidYield
Mid Yield Value.
std::string toString() const
Provides string presentation.
Double benchmarkPrice
Benchmark Price.
Double bvBestMidMWCPriceTh
Mid MWC Price Theoretical.
~BV_HIST_RFCQ_ORDER_LEG()
std::string benchmarkISINCode
Benchmark ISIN Code.
Double quotation
Price (or Yield) of the order.
BV_HIST_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
size_t serializationBufSize() const
BV_ANALYTICS bvBestMidAnalytics
Analytics.
TI_FLAG::Enum useIoIFg
Specifies whether to use the Indication of Interest as limit price.
BV_VALUE bvBestMidYMWTh
Mid YMW Theoretical.
Double bVBestMidPrice
Mid Price Value.
BV_BEST_TRADING_INFO bVBestBid
Market BV Best on the Bid side.
BV_VALUE bvBestMidYTR
Mid Yield to Reset.
std::string sectionCode
Section Code.
BV_VALUE bvBestMidYMWExrc
Mid YMW Exercised.
Double benchmarkSpreadValue
Benchmark Spread Value.
BV_VALUE bVBestMidYTW
Mid Yield to Worst.
size_t deserialize(const void *buf, size_t inLen)
BV_VALUE bVBestMidYTC
Mid Yield To Call.
size_t serialize(void *buf) const
TI_FLAG::Enum bVBestMidValidityFg
Flag indicating whether the mid-price set in fields BvBestMidPrice/BvBestMidYield is valid or not.