OnixS C++ MTS Bond Vision SDP Handler 1.5.1
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
39#if defined (_MSC_VER)
40#pragma warning (push)
41#pragma warning (disable: 4251)
42#endif
43
44namespace OnixS {
45namespace Mts {
46namespace BondVision {
47namespace SDP {
48
49
50
52class ONIXS_MTS_BONDVISION_SDP_API BV_PORTFOLIO_RFCQ_BUY_SIDE_LEG_SUMMARY
53{
54public:
56 {
57 instrumentIsinCode.reserve(12);
58 instrumentDescription.reserve(36);
59 instrumentClassCode.reserve(12);
60 currency.reserve(3);
61 accountCode.reserve(200);
62 accountInfo.reserve(200);
63 clientOrderId.reserve(50);
64 settlementInfo.reserve(200);
65 micCode.reserve(12);
66 }
67
69
72
74 std::string instrumentIsinCode; // maxSize = 12
75
77 std::string instrumentDescription; // maxSize = 36
78
80 std::string instrumentClassCode; // maxSize = 12
81
84
87
90
92 Double quantity; // DOUBLE presentation
93
95 Double nominalValue; // DOUBLE presentation
96
99
101 Double price; // DOUBLE presentation
102
105
107 Double countervalue; // DOUBLE presentation
108
110 Double principal; // DOUBLE presentation
111
113 Double proceeds; // DOUBLE presentation
114
116 Double accrued; // DOUBLE presentation
117
120
122 std::string currency; // maxSize = 3
123
126
129
131 std::string accountCode; // maxSize = 200
132
134 std::string accountInfo; // maxSize = 200
135
138
140 std::string clientOrderId; // maxSize = 50
141
143 Double referenceLevelPrice; // DOUBLE presentation
144
147
149 std::string settlementInfo; // maxSize = 200
150
152 Double bVBestMidPrice; // DOUBLE presentation
153
155 Double bVBestMidYield; // DOUBLE presentation
156
158 Double bVBestMidProceeds; // DOUBLE presentation
159
161 Double bpv; // DOUBLE presentation
162
164 Double markup; // DOUBLE presentation
165
168
171
174
176 std::string micCode; // maxSize = 12
177
180
181
183 size_t deserialize(const void* buf, size_t inLen);
184
186 std::string toString () const;
187
189 size_t serializationBufSize() const { return 1140; }
190
192 size_t serialize(void* buf) const;
193
194};
195
196
197
198
199}
200}
201}
202}
203
204#if defined (_MSC_VER)
205#pragma warning (pop)
206#endif
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