OnixS C++ MTS Bond Vision SDP Handler 1.4.3
API documentation
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SMP.Substructures.BV_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>
44
45
46namespace OnixS {
47namespace Mts {
48namespace BondVision {
49namespace SDP {
50
51
52
54class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_BUY_SIDE_LEG_SUMMARY
55{
56public:
58 {
59 instrumentIsinCode.reserve(12);
60 instrumentDescription.reserve(20);
61 sectionCode.reserve(4);
62 instrumentClassCode.reserve(12);
63 currency.reserve(3);
64 accountCode.reserve(200);
65 accountInfo.reserve(200);
66 clientOrderId.reserve(50);
67 settlementInfo.reserve(200);
68 benchmarkISINCode.reserve(12);
69 benchmarkDescription.reserve(36);
70 micCode.reserve(12);
71 }
72
74
77
79 std::string instrumentIsinCode; // maxSize = 12
80
82 std::string instrumentDescription; // maxSize = 20
83
85 std::string sectionCode; // maxSize = 4
86
88 std::string instrumentClassCode; // maxSize = 12
89
92
94 Double quantity; // DOUBLE presentation
95
97 Double minQty; // DOUBLE presentation
98
100 Double executedQuantity; // DOUBLE presentation
101
103 Double nominalValue; // DOUBLE presentation
104
107
109 Double price; // DOUBLE presentation
110
112 Double yield; // DOUBLE presentation
113
116
119
122
125
127 Double principal; // DOUBLE presentation
128
130 Double accrued; // DOUBLE presentation
131
134
136 std::string currency; // maxSize = 3
137
139 Double bpv; // DOUBLE presentation
140
143
146
148 std::string accountCode; // maxSize = 200
149
151 std::string accountInfo; // maxSize = 200
152
155
157 std::string clientOrderId; // maxSize = 50
158
160 std::string settlementInfo; // maxSize = 200
161
163 Double modDuration; // DOUBLE presentation
164
167
170
173
176
178 Double bVBestMidPrice; // DOUBLE presentation
179
181 Double bVBestMidYield; // DOUBLE presentation
182
185
188
191
193 Double bvBestMidMWCPriceTh; // DOUBLE presentation
194
197
200
203
206
208 std::string benchmarkISINCode; // maxSize = 12
209
211 std::string benchmarkDescription; // maxSize = 36
212
214 Double benchmarkPrice; // DOUBLE presentation
215
217 Double benchmarkYield; // DOUBLE presentation
218
220 Double benchmarkSpreadValue; // DOUBLE presentation
221
224
227
229 std::string micCode; // maxSize = 12
230
233
236
239
240
242 size_t deserialize(const void* buf, size_t inLen);
243
245 std::string toString () const;
246
248 size_t serializationBufSize() const { return 2228; }
249
251 size_t serialize(void* buf) const;
252
253};
254
255
256
257
258}
259}
260}
261}
BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator
Short Selling Indicator.
std::string toString() const
Provides string presentation.
std::string clientOrderId
Unique ID of the executed order within the client institution.
BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo
Client Identification information.
TI_FLAG::Enum quotationFg
Specifies if the quotation is specified Quotation DOUBLE Price(Yield)
UInt32 allocationId
If specified reports the ID of a single account or of a pre-allocation split depending on the fields ...
BV_TRANSPARENCY_INFO transparencyInfo
Pre and Post-Trade Transparency information.
size_t deserialize(const void *buf, size_t inLen)
BV_VALUE benchmarkSpreadLimit
If set, indicates that the Buy Side member has specified a Spread Limit vs. the Benchmark yield.
TI_FLAG::Enum discloseIOIFg
If true, quotation must be sent to providers.
TI_FLAG::Enum bVBestMidValidityFg
Flag indicating whether the mid-price set in fields BvBestMidPrice or BvBestMidYield is valid or not.
unsigned short UInt16
Definition Defines.h:45