OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.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--------------
24GENERATED FILE
25--------------
26*/
27
28
29#include <string>
39
40
41namespace OnixS {
42namespace Mts {
43namespace BondVision {
44namespace SDP {
45
46
47
49class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO
50{
51public:
53 legSummary(3)
54
55 {
56 sellSideMemberCode.reserve(12);
57 sellSideTraderName.reserve(12);
58 buySideMemberCode.reserve(12);
59 buySideMemberDesc.reserve(36);
60 buySideMemberShortDesc.reserve(12);
61 buySideTraderName.reserve(12);
62 comment.reserve(100);
63 areaCodeShortDesc.reserve(12);
64 areaCodeDesc.reserve(36);
65 }
66
68
70 std::string sellSideMemberCode; // maxSize = 12
71
73 std::string sellSideTraderName; // maxSize = 12
74
77
80
82 UInt64 creationTime; // UTIME presentation
83
86
89
92
95
98
101
104
106 UInt64 dueInTimeout; // UTIME presentation
107
110
113
116
119
121 std::string buySideMemberCode; // maxSize = 12
122
124 std::string buySideMemberDesc; // maxSize = 36
125
127 std::string buySideMemberShortDesc; // maxSize = 12
128
130 std::string buySideTraderName; // maxSize = 12
131
134
137
140
142 UInt64 closingTime; // UTIME presentation
143
146
149
152
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158
161
164
167
169 Double grossYieldSpread; // DOUBLE presentation
170
172 Double proceedsSpread; // DOUBLE presentation
173
175 Double riskWeightedYieldSpread; // DOUBLE presentation
176
179
182
184 static const size_t legSummarySize = 3;
185 std::vector<BV_RFCQ_LEG_SUMMARY> legSummary;
186
188 std::string comment; // maxSize = 100
189
191 std::string areaCodeShortDesc; // maxSize = 12
192
194 std::string areaCodeDesc; // maxSize = 36
195
196
198 size_t deserialize(const void* buf, size_t inLen);
199
201 std::string toString () const;
202
204 size_t serializationBufSize() const { return 6792; }
205
207 size_t serialize(void* buf) const;
208
209};
210
211
212
213
214}
215}
216}
217}
UInt16 dueInTime
Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
SInt32 responseTimeDifference
Delay between the first quote sent to the Buy Side Member by the Sell Side Member and the first quote...
std::string toString() const
Provides string presentation.
BV_RFCQ_COVER_INFO priceCoverInfo
Price cover information (only for Outright, Multileg and Double-sided RFCQs)
BV_RFCQ_COVER_INFO durWeightedYieldCoverInfo
Duration weighted yield cover information (only for Butterfly RFCQs)
Double proceedsSpread
Only valid for Switch (Proceeds Spread) and Butterfly RFCQ (Proceeds Weighted Spread)
TI_FLAG::Enum preAgreedFg
Specifies if the RFCQ is sent to one and only provider.
TI_RFCQ_ORIGIN::Enum rfcqOrigin
RFCQ Origin(From Scratch, From Single Dealer Page, From Inventory)
TI_FLAG::Enum preTradeFg
Specifies whether the RFCQ is subject to pre-trade transparency.
BV_RFCQ_COVER_INFO proceedsCoverInfo
Proceeds cover information (only for Switch and Butterfly RFCQs)
TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation
Type of quantity calculation carried out by the Buy Side member.
TI_FLAG::Enum msgFg
If True, messages have been exchanged during the RFCQ between the Sell Side Member and the Buy Side M...
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
BV_RFCQ_COVER_INFO grossYieldCoverInfo
Gross yield cover information (only for Switch and Butterfly RFCQs)
UInt32 delay
Difference between RFCQ creation time and the time of the first quote sent by the Sell Side Member.
std::string sellSideMemberCode
Code of the Sell Side Member to whom the RFCQ summary is addressed.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45