OnixS C++ MTS Bond Vision SDP Handler 1.5.1
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
41#if defined (_MSC_VER)
42#pragma warning (push)
43#pragma warning (disable: 4251)
44#endif
45
46namespace OnixS {
47namespace Mts {
48namespace BondVision {
49namespace SDP {
50
51
52
54class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO
55{
56public:
58 legSummary(3)
59
60 {
61 sellSideMemberCode.reserve(12);
62 sellSideTraderName.reserve(12);
63 buySideMemberCode.reserve(12);
64 buySideMemberDesc.reserve(36);
65 buySideMemberShortDesc.reserve(12);
66 buySideTraderName.reserve(12);
67 comment.reserve(100);
68 areaCodeShortDesc.reserve(12);
69 areaCodeDesc.reserve(36);
70 }
71
73
75 std::string sellSideMemberCode; // maxSize = 12
76
78 std::string sellSideTraderName; // maxSize = 12
79
82
85
87 UInt64 creationTime; // UTIME presentation
88
91
94
97
100
103
106
109
111 UInt64 dueInTimeout; // UTIME presentation
112
115
118
121
124
126 std::string buySideMemberCode; // maxSize = 12
127
129 std::string buySideMemberDesc; // maxSize = 36
130
132 std::string buySideMemberShortDesc; // maxSize = 12
133
135 std::string buySideTraderName; // maxSize = 12
136
139
142
145
147 UInt64 closingTime; // UTIME presentation
148
151
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157
160
163
166
169
172
174 Double grossYieldSpread; // DOUBLE presentation
175
177 Double proceedsSpread; // DOUBLE presentation
178
180 Double riskWeightedYieldSpread; // DOUBLE presentation
181
184
187
189 static const size_t legSummarySize = 3;
190 std::vector<BV_RFCQ_LEG_SUMMARY> legSummary;
191
193 std::string comment; // maxSize = 100
194
196 std::string areaCodeShortDesc; // maxSize = 12
197
199 std::string areaCodeDesc; // maxSize = 36
200
201
203 size_t deserialize(const void* buf, size_t inLen);
204
206 std::string toString () const;
207
209 size_t serializationBufSize() const { return 6792; }
210
212 size_t serialize(void* buf) const;
213
214};
215
216
217
218
219}
220}
221}
222}
223
224#if defined (_MSC_VER)
225#pragma warning (pop)
226#endif
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