OnixS C++ MTS Bond Vision SDP Handler 1.5.1
API documentation
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SMP.Substructures.BV_HIST_RFCQ_TRADING_LEVEL.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>
33
34
35#if defined (_MSC_VER)
36#pragma warning (push)
37#pragma warning (disable: 4251)
38#endif
39
40namespace OnixS {
41namespace Mts {
42namespace BondVision {
43namespace SDP {
44
45
46
48class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_RFCQ_TRADING_LEVEL
49{
50public:
52 tradingLeg(3)
53
54 {
55 memberCode.reserve(12);
56 memberDesc.reserve(36);
57 memberShortDesc.reserve(12);
58 }
59
61
63 std::string memberCode; // maxSize = 12
64
66 std::string memberDesc; // maxSize = 36
67
69 std::string memberShortDesc; // maxSize = 12
70
73
75 UInt64 quoteUpdateTime; // UTIME presentation
76
79
82
84 static const size_t tradingLegSize = 3;
85 std::vector<BV_RFCQ_TRADING_LEG> tradingLeg;
86
88 Double grossYieldSpread; // DOUBLE presentation
89
91 Double proceedsSpread; // DOUBLE presentation
92
94 Double riskWeightedYieldSpread; // DOUBLE presentation
95
96
98 size_t deserialize(const void* buf, size_t inLen);
99
101 std::string toString () const;
102
104 size_t serializationBufSize() const { return 1188; }
105
107 size_t serialize(void* buf) const;
108
109};
110
111
112
113
114}
115}
116}
117}
118
119#if defined (_MSC_VER)
120#pragma warning (pop)
121#endif
std::string toString() const
Provides string presentation.
Double proceedsSpread
Only valid for Switch (Proceeds Spread) and Butterfly RFCQ (Proceeds Weighted Spread)
size_t deserialize(const void *buf, size_t inLen)
unsigned long long UInt64
Definition Defines.h:47