SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h

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#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/


/*
--------------
GENERATED FILE
--------------
*/


#include <string>
#include <OnixS/MTS/BondVision/SDP/Defines.h>
#include <OnixS/MTS/BondVision/SDP/SMP.Enumerations.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_ALGO_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_CLIENT_IDENTIFICATION_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_RFCQ_COVER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_RFCQ_COVER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_RFCQ_COVER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_RFCQ_COVER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h>


namespace OnixS {
namespace Mts {
namespace BondVision {
namespace SDP {



/// 
class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO 
{
public:
    BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO():
              legSummary(3)

    {
        sellSideMemberCode.reserve(12);
        sellSideTraderName.reserve(12);
        buySideMemberCode.reserve(12);
        buySideMemberDesc.reserve(36);
        buySideMemberShortDesc.reserve(12);
        buySideTraderName.reserve(12);
        comment.reserve(100);
        areaCodeShortDesc.reserve(12);
        areaCodeDesc.reserve(36);
    }

    ~BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO() {}

    /// Code of the Sell Side Member to whom the RFCQ summary is addressed
    std::string sellSideMemberCode; // maxSize = 12

    /// Unique name of the trader of the sell side
    std::string sellSideTraderName; // maxSize = 12

    /// Unique ID of the RFCQ request
    UInt32 rfcqReqId;

    /// Creation date of the RFCQ
    UInt32 creationDate;

    /// Creation time of the RFCQ
    UInt64 creationTime; // UTIME presentation

    /// RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
    TI_RFCQ_TYPE::Enum rfcqType;

    /// RFCQ Origin(From Scratch, From Single Dealer Page, From Inventory)
    TI_RFCQ_ORIGIN::Enum rfcqOrigin;

    /// Algo info
    BV_ALGO_INFO algoInfo;

    /// Client identification info
    BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo;

    /// Specifies if the RFCQ is sent to one and only provider.
    TI_FLAG::Enum preAgreedFg;

    /// Specifies whether the RFCQ is subject to pre-trade transparency
    TI_FLAG::Enum preTradeFg;

    /// Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
    UInt16 dueInTime;

    /// Time at which the MultiLeg RFCQ will start
    UInt64 dueInTimeout; // UTIME presentation

    /// Type of quantity calculation carried out by the Buy Side member
    TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation;

    /// Unique ID of the trading list of bonds
    UInt32 tradingListId;

    /// Unique ID of the trading leg
    UInt16 legId;

    /// If True, messages have been exchanged during the RFCQ between the Sell Side Member and the Buy Side Member.
    TI_FLAG::Enum msgFg;

    /// Code of the Buy Side Member
    std::string buySideMemberCode; // maxSize = 12

    /// Long description of the Buy Side Member
    std::string buySideMemberDesc; // maxSize = 36

    /// Short description of the Buy Side Member
    std::string buySideMemberShortDesc; // maxSize = 12

    /// Unique name of the trader of the Buy Side Member
    std::string buySideTraderName; // maxSize = 12

    /// Dealer Selection Type
    BV_RFCQ_DEALER_SELECTION_TYPE::Enum dealerSelectionType;

    /// Specifies the final status of the RFCQ
    TI_RFCQ_REQUEST_STATUS::Enum finalStatus;

    /// Final status of the Sell Side Member
    TI_RFCQ_PROVIDER_STATUS::Enum providerStatus;

    /// Closing time of the RFCQ
    UInt64 closingTime; // UTIME presentation

    /// Number of Sell Side Members to whom the RFCQ was addressed
    UInt16 sellSideNr;

    /// Number of Sell Side Members that took part in the RFCQ
    UInt16 participatingSellSideNr;

    /// Difference between RFCQ creation time and the time of the first quote sent by the Sell Side Member
    UInt32 delay;

    /// Delay between the first quote sent to the Buy Side Member by the Sell Side Member and the first quote sent by all other competing members.
    SInt32 responseTimeDifference;

    /// Price cover information (only for Outright, Multileg and Double-sided RFCQs)
    BV_RFCQ_COVER_INFO priceCoverInfo;

    /// Proceeds cover information (only for Switch and Butterfly RFCQs)
    BV_RFCQ_COVER_INFO proceedsCoverInfo;

    /// Gross yield cover information (only for Switch and Butterfly RFCQs)
    BV_RFCQ_COVER_INFO grossYieldCoverInfo;

    /// Duration weighted yield cover information (only for Butterfly RFCQs)
    BV_RFCQ_COVER_INFO durWeightedYieldCoverInfo;

    /// Only valid for Switch and Butterfly RFCQ
    Double grossYieldSpread; // DOUBLE presentation

    /// Only valid for Switch (Proceeds Spread) and Butterfly RFCQ (Proceeds Weighted Spread)
    Double proceedsSpread; // DOUBLE presentation

    /// Only valid for Butterfly RFCQ
    Double riskWeightedYieldSpread; // DOUBLE presentation

    /// Trading List - Number of legs
    UInt16 numOfLegs;

    /// Number of tradable bonds in the trading list
    UInt16 numOfTradableLegs;

    /// Leg summay information
    static const size_t legSummarySize = 3;
    std::vector<BV_RFCQ_LEG_SUMMARY> legSummary;

    /// Free text
    std::string comment; // maxSize = 100

    /// Short description of the buy side area code
    std::string areaCodeShortDesc; // maxSize = 12

    /// Long description of the buy side area code
    std::string areaCodeDesc; // maxSize = 36


    ///
    size_t deserialize(const void* buf, size_t inLen);

    /// Provides string presentation
    std::string toString () const;

    ///
    size_t serializationBufSize() const { return 6792; }

    ///
    size_t serialize(void* buf) const;

};




}
}
}
}