OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
38 
39 
40 namespace OnixS {
41 namespace Mts {
42 namespace BondVision {
43 namespace SDP {
44 
45 
46 
47 ///
48 class ONIXS_MTS_BONDVISION_SDP_API BV_INVENTORY_BY_DEALER_TRADING_INFO
49 {
50 public:
52  {
53  dealerReferenceId.reserve(32);
54  quoteDigest.reserve(100);
55  }
56 
58 
59  /// Unique ID of the quote
61 
62  /// Free text
63  std::string dealerReferenceId; // maxSize = 32
64 
65  /// Specifies whether the quote may be hit/lifted by an inventory order
67 
68  /// Quote price
69  Double price; // DOUBLE presentation
70 
71  /// Quote yield
72  Double yield; // DOUBLE presentation
73 
74  /// Yield To Call
76 
77  /// Yield To Worse
79 
80  /// YMW Theoretical
82 
83  /// MWC Price Theoretical
84  Double mWCPriceTh; // DOUBLE presentation
85 
86  /// YMW Exercised
88 
89  /// Yield to Reset
91 
92  /// Analytics
94 
95  /// Quote countervalue
96  Double countervalue; // DOUBLE presentation
97 
98  /// Quantity
99  Double qty; // DOUBLE presentation
100 
101  /// Minimum executable quantity
102  Double minExecQty; // DOUBLE presentation
103 
104  /// Axed Bonds flag
106 
107  /// Encrypted information related to quote data
108  std::string quoteDigest; // maxSize = 100
109 
110  /// Time at which the inventory quote was last updated
111  UInt64 quoteUpdateTime; // UTIME presentation
112 
113  /// Indicates whether the dealer is a Systematic Internaliser
115 
116 
117  ///
118  size_t deserialize(const void* buf, size_t inLen);
119 
120  /// Provides string presentation
121  std::string toString () const;
122 
123  ///
124  size_t serializationBufSize() const { return 524; }
125 
126  ///
127  size_t serialize(void* buf) const;
128 
129 };
130 
131 
132 
133 
134 }
135 }
136 }
137 }
TI_FLAG::Enum systematicInternaliserFg
Indicates whether the dealer is a Systematic Internaliser.
TI_FLAG::Enum executableFg
Specifies whether the quote may be hit/lifted by an inventory order.
unsigned long long UInt64
Definition: Defines.h:47