SMP.Substructures.BV_IOI_QUOTING_DATA.h

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#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* 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
* 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_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_IOI_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_IOI_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_IOI_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_IOI_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_IOI_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_IOI_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_IOI_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_IOI_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_IOI_VALUE.h>


namespace OnixS {
namespace Mts {
namespace BondVision {
namespace SDP {



/// 
class ONIXS_MTS_BONDVISION_SDP_API BV_IOI_QUOTING_DATA 
{
public:
    BV_IOI_QUOTING_DATA()
    {
        currency.reserve(3);
    }

    ~BV_IOI_QUOTING_DATA() {}

    /// Quantity of the IOI
    Double quantity; // DOUBLE presentation

    /// Price of the IOI
    Double price; // DOUBLE presentation

    /// Currency
    std::string currency; // maxSize = 3

    /// Yield
    Double yield; // DOUBLE presentation

    /// Yield type
    BV_YIELD_TYPE::Enum yieldType;

    /// IOI Natural Flag (Yes or No)
    TI_FLAG::Enum naturalFg;

    /// IOI Axe Flag (Yes or No)
    TI_FLAG::Enum axeFg;

    /// IOI More Behind Flag (Yes or No)
    TI_FLAG::Enum moreBehindFg;

    /// Inventory or Portfolio Shown Flag (Yes or No)
    TI_FLAG::Enum inventoryFg;

    /// Benchmark Tradable Instrument Id
    UInt32 benchmarkId;

    /// Spread
    BV_VALUE spread;

    /// Asset-Swap spread
    BV_IOI_VALUE aSWSpread;

    /// OIS spread
    BV_IOI_VALUE oISSpread;

    /// Zero Coupon spread
    BV_IOI_VALUE zSpread;

    /// Discount Margin spread
    BV_IOI_VALUE dMSpread;

    /// Interpolated spread
    BV_IOI_VALUE iSpread;

    /// Option Adjusted spread
    BV_IOI_VALUE oASpread;

    /// Government Bonds spread
    BV_IOI_VALUE gSpread;

    /// CDS Basis value
    BV_IOI_VALUE cDSBasis;

    /// CDS Interpolated Basis value
    BV_IOI_VALUE cDSInterpolatedBasis;


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

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

    ///
    size_t serializationBufSize() const { return 392; }

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

};




}
}
}
}