SMP.Substructures.BV_HIST_RFCQ_TRADING_LEVEL.h

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#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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* and international copyright treaties.
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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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* a non-assignable, non-transferable and non-exclusive license to use the software
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*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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* 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_RFCQ_TRADING_LEG.h>
 
 
namespace OnixS {
namespace Mts {
namespace BondVision {
namespace SDP {
 
 

class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_RFCQ_TRADING_LEVEL 
{
public:
    BV_HIST_RFCQ_TRADING_LEVEL():
              tradingLeg(3)
 
    {
        memberCode.reserve(12);
        memberDesc.reserve(36);
        memberShortDesc.reserve(12);
    }
 
    ~BV_HIST_RFCQ_TRADING_LEVEL() {}

    std::string memberCode; // maxSize = 12

    std::string memberDesc; // maxSize = 36

    std::string memberShortDesc; // maxSize = 12

    UInt32 quoteId;

    UInt64 quoteUpdateTime; // UTIME presentation

    UInt64 automaticMatchingValidityTime; // UTIME presentation

    TI_RFCQ_MATCHING_TYPE::Enum quoteMatchingType;

    static const size_t tradingLegSize = 3;
    std::vector<BV_RFCQ_TRADING_LEG> tradingLeg;

    Double grossYieldSpread; // DOUBLE presentation

    Double proceedsSpread; // DOUBLE presentation

    Double riskWeightedYieldSpread; // DOUBLE presentation
 

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

    std::string toString () const;

    size_t serializationBufSize() const { return 1188; }

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