OnixS C++ MTS Bond Vision SDP Handler 1.3.0
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>
43
44
45namespace OnixS {
46namespace Mts {
47namespace BondVision {
48namespace SDP {
49
50
51
53class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_BUY_SIDE_LEG_SUMMARY
54{
55public:
57 {
58 instrumentIsinCode.reserve(12);
59 instrumentDescription.reserve(20);
60 sectionCode.reserve(4);
61 instrumentClassCode.reserve(12);
62 currency.reserve(3);
63 accountCode.reserve(200);
64 accountInfo.reserve(200);
65 clientOrderId.reserve(50);
66 settlementInfo.reserve(200);
67 benchmarkISINCode.reserve(12);
68 benchmarkDescription.reserve(36);
69 micCode.reserve(12);
70 }
71
73
76
78 std::string instrumentIsinCode; // maxSize = 12
79
81 std::string instrumentDescription; // maxSize = 20
82
84 std::string sectionCode; // maxSize = 4
85
87 std::string instrumentClassCode; // maxSize = 12
88
91
93 Double quantity; // DOUBLE presentation
94
96 Double minQty; // DOUBLE presentation
97
99 Double executedQuantity; // DOUBLE presentation
100
102 Double nominalValue; // DOUBLE presentation
103
106
108 Double price; // DOUBLE presentation
109
111 Double yield; // DOUBLE presentation
112
115
118
121
124
126 Double principal; // DOUBLE presentation
127
129 Double accrued; // DOUBLE presentation
130
133
135 std::string currency; // maxSize = 3
136
138 Double bpv; // DOUBLE presentation
139
142
145
147 std::string accountCode; // maxSize = 200
148
150 std::string accountInfo; // maxSize = 200
151
154
156 std::string clientOrderId; // maxSize = 50
157
159 std::string settlementInfo; // maxSize = 200
160
162 Double modDuration; // DOUBLE presentation
163
166
169
172
175
177 Double bVBestMidPrice; // DOUBLE presentation
178
180 Double bVBestMidYield; // DOUBLE presentation
181
184
187
190
192 Double bvBestMidMWCPriceTh; // DOUBLE presentation
193
196
199
202
205
207 std::string benchmarkISINCode; // maxSize = 12
208
210 std::string benchmarkDescription; // maxSize = 36
211
213 Double benchmarkPrice; // DOUBLE presentation
214
216 Double benchmarkYield; // DOUBLE presentation
217
219 Double benchmarkSpreadValue; // DOUBLE presentation
220
223
225 std::string micCode; // maxSize = 12
226
229
232
235
236
238 size_t deserialize(const void* buf, size_t inLen);
239
241 std::string toString () const;
242
244 size_t serializationBufSize() const { return 2216; }
245
247 size_t serialize(void* buf) const;
248
249};
250
251
252
253
254}
255}
256}
257}
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)
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