OnixS C++ MTS Bond Vision SDP Handler 1.5.1
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
46#if defined (_MSC_VER)
47#pragma warning (push)
48#pragma warning (disable: 4251)
49#endif
50
51namespace OnixS {
52namespace Mts {
53namespace BondVision {
54namespace SDP {
55
56
57
59class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_BUY_SIDE_LEG_SUMMARY
60{
61public:
63 {
64 instrumentIsinCode.reserve(12);
65 instrumentDescription.reserve(20);
66 sectionCode.reserve(4);
67 instrumentClassCode.reserve(12);
68 currency.reserve(3);
69 accountCode.reserve(200);
70 accountInfo.reserve(200);
71 clientOrderId.reserve(50);
72 settlementInfo.reserve(200);
73 benchmarkISINCode.reserve(12);
74 benchmarkDescription.reserve(36);
75 micCode.reserve(12);
76 }
77
79
82
84 std::string instrumentIsinCode; // maxSize = 12
85
87 std::string instrumentDescription; // maxSize = 20
88
90 std::string sectionCode; // maxSize = 4
91
93 std::string instrumentClassCode; // maxSize = 12
94
97
99 Double quantity; // DOUBLE presentation
100
102 Double minQty; // DOUBLE presentation
103
105 Double executedQuantity; // DOUBLE presentation
106
108 Double nominalValue; // DOUBLE presentation
109
112
114 Double price; // DOUBLE presentation
115
117 Double yield; // DOUBLE presentation
118
121
124
127
130
132 Double principal; // DOUBLE presentation
133
135 Double accrued; // DOUBLE presentation
136
139
141 std::string currency; // maxSize = 3
142
144 Double bpv; // DOUBLE presentation
145
148
151
153 std::string accountCode; // maxSize = 200
154
156 std::string accountInfo; // maxSize = 200
157
160
162 std::string clientOrderId; // maxSize = 50
163
165 std::string settlementInfo; // maxSize = 200
166
168 Double modDuration; // DOUBLE presentation
169
172
175
178
181
183 Double bVBestMidPrice; // DOUBLE presentation
184
186 Double bVBestMidYield; // DOUBLE presentation
187
190
193
196
198 Double bvBestMidMWCPriceTh; // DOUBLE presentation
199
202
205
208
211
213 std::string benchmarkISINCode; // maxSize = 12
214
216 std::string benchmarkDescription; // maxSize = 36
217
219 Double benchmarkPrice; // DOUBLE presentation
220
222 Double benchmarkYield; // DOUBLE presentation
223
225 Double benchmarkSpreadValue; // DOUBLE presentation
226
229
232
234 std::string micCode; // maxSize = 12
235
238
241
244
245
247 size_t deserialize(const void* buf, size_t inLen);
248
250 std::string toString () const;
251
253 size_t serializationBufSize() const { return 2228; }
254
256 size_t serialize(void* buf) const;
257
258};
259
260
261
262
263}
264}
265}
266}
267
268#if defined (_MSC_VER)
269#pragma warning (pop)
270#endif
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