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
* 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
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*/


/*
--------------
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() {}

    /// Code of the Sell Side Member
    std::string memberCode; // maxSize = 12

    /// Description of the Sell Side Member
    std::string memberDesc; // maxSize = 36

    /// Short description of the Sell Side Member
    std::string memberShortDesc; // maxSize = 12

    /// Unique ID of the RFCQ quote
    UInt32 quoteId;

    /// Quote last update time
    UInt64 quoteUpdateTime; // UTIME presentation

    /// Automatic matching validity time
    UInt64 automaticMatchingValidityTime; // UTIME presentation

    /// Quote matching type
    TI_RFCQ_MATCHING_TYPE::Enum quoteMatchingType;

    /// Trading information leg
    static const size_t tradingLegSize = 3;
    std::vector<BV_RFCQ_TRADING_LEG> tradingLeg;

    /// 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


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

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

    ///
    size_t serializationBufSize() const { return 1188; }

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

};




}
}
}
}