UInt32 benchmarkId
Benchmark Tradable Instrument Id.
BV_IOI_VALUE dMSpread
Discount Margin spread.
TI_FLAG::Enum axeFg
IOI Axe Flag (Yes or No)
Double quantity
Quantity of the IOI.
BV_IOI_VALUE oISSpread
OIS spread.
std::string toString() const
Provides string presentation.
BV_IOI_VALUE oASpread
Option Adjusted spread.
BV_IOI_VALUE cDSBasis
CDS Basis value.
BV_IOI_VALUE iSpread
Interpolated spread.
size_t serializationBufSize() const
TI_FLAG::Enum inventoryFg
Inventory or Portfolio Shown Flag (Yes or No)
BV_IOI_VALUE zSpread
Zero Coupon spread.
BV_IOI_VALUE aSWSpread
Asset-Swap spread.
TI_FLAG::Enum naturalFg
IOI Natural Flag (Yes or No)
BV_YIELD_TYPE::Enum yieldType
Yield type.
BV_IOI_VALUE gSpread
Government Bonds spread.
BV_IOI_VALUE cDSInterpolatedBasis
CDS Interpolated Basis value.
size_t deserialize(const void *buf, size_t inLen)
TI_FLAG::Enum moreBehindFg
IOI More Behind Flag (Yes or No)
Double price
Price of the IOI.
size_t serialize(void *buf) const
std::string currency
Currency.