OnixS C++ MTS Bond Vision SDP Handler 1.4.0
API documentation
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SMP.Substructures.BV_PORTFOLIO_RFCQ_BUY_SIDE_LEG_SUMMARY.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>
37
38
39namespace OnixS {
40namespace Mts {
41namespace BondVision {
42namespace SDP {
43
44
45
47class ONIXS_MTS_BONDVISION_SDP_API BV_PORTFOLIO_RFCQ_BUY_SIDE_LEG_SUMMARY
48{
49public:
51 {
52 instrumentIsinCode.reserve(12);
53 instrumentDescription.reserve(36);
54 instrumentClassCode.reserve(12);
55 currency.reserve(3);
56 accountCode.reserve(200);
57 accountInfo.reserve(200);
58 clientOrderId.reserve(50);
59 settlementInfo.reserve(200);
60 micCode.reserve(12);
61 }
62
64
67
69 std::string instrumentIsinCode; // maxSize = 12
70
72 std::string instrumentDescription; // maxSize = 36
73
75 std::string instrumentClassCode; // maxSize = 12
76
79
82
85
87 Double quantity; // DOUBLE presentation
88
90 Double nominalValue; // DOUBLE presentation
91
94
96 Double price; // DOUBLE presentation
97
100
102 Double countervalue; // DOUBLE presentation
103
105 Double principal; // DOUBLE presentation
106
108 Double proceeds; // DOUBLE presentation
109
111 Double accrued; // DOUBLE presentation
112
115
117 std::string currency; // maxSize = 3
118
121
124
126 std::string accountCode; // maxSize = 200
127
129 std::string accountInfo; // maxSize = 200
130
133
135 std::string clientOrderId; // maxSize = 50
136
138 Double referenceLevelPrice; // DOUBLE presentation
139
142
144 std::string settlementInfo; // maxSize = 200
145
147 Double bVBestMidPrice; // DOUBLE presentation
148
150 Double bVBestMidYield; // DOUBLE presentation
151
153 Double bVBestMidProceeds; // DOUBLE presentation
154
156 Double bpv; // DOUBLE presentation
157
159 Double markup; // DOUBLE presentation
160
163
166
169
171 std::string micCode; // maxSize = 12
172
175
176
178 size_t deserialize(const void* buf, size_t inLen);
179
181 std::string toString () const;
182
184 size_t serializationBufSize() const { return 1140; }
185
187 size_t serialize(void* buf) const;
188
189};
190
191
192
193
194}
195}
196}
197}
std::string toString() const
Provides string presentation.
std::string clientOrderId
Unique ID of the executed order within the client institution.
UInt32 allocationId
If specified, it reports the ID of a single account or of a pre-allocation split depending on the fie...
unsigned short UInt16
Definition Defines.h:45