47 namespace BondVision {
58 instrumentIsinCode.reserve(12);
59 instrumentDescription.reserve(20);
60 sectionCode.reserve(4);
61 instrumentClassCode.reserve(12);
63 accountCode.reserve(200);
64 accountInfo.reserve(200);
65 clientOrderId.reserve(50);
66 settlementInfo.reserve(200);
67 benchmarkISINCode.reserve(12);
68 benchmarkDescription.reserve(36);
238 size_t deserialize(
const void* buf,
size_t inLen);
241 std::string toString ()
const;
247 size_t serialize(
void* buf)
const;
Double minQty
Minimum quantity.
std::string benchmarkDescription
Benchmark description.
UInt32 dealId
Unique ID of the deal.
Double benchmarkSpreadValue
Benchmark Spread Value.
BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo
Client Identification information.
Double modDuration
Modified Duration.
UInt32 allocationId
If specified reports the ID of a single account or of a pre-allocation split depending on the fields ...
std::string benchmarkISINCode
Benchmark ISIN Code.
std::string currency
Currency code.
std::string clientOrderId
Unique ID of the executed order within the client institution.
std::string sectionCode
Code of the section.
std::string micCode
MIC Code.
~BV_RFCQ_BUY_SIDE_LEG_SUMMARY()
BV_VALUE bVBestMidYTW
Mid Yield to Worst.
std::string accountCode
Account code.
Double bVBestMidYield
MidYield Value.
UInt32 instrumentId
Unique ID of the tradable Instrument.
std::string instrumentIsinCode
ISIN code of the tradable Instrument.
BV_VALUE bvBestMidYTR
Mid Yield to Reset.
BV_BEST_TRADING_INFO bVBestBid
Market BV Best on the Bid side.
Double principal
Principal amount.
Double executedQuantity
Traded quantity.
UInt32 settlementDate
Settlement date.
std::string settlementInfo
Settlement information.
Double bvBestMidMWCPriceTh
Mid MWC Price Theoretical.
Double benchmarkPrice
Benchmark Price.
TI_FLAG::Enum quotationFg
Specifies if the quotation is specified Quotation DOUBLE Price(Yield)
Double bpv
BPV of the tradable instrument when RFCQ was created.
BV_ALGO_INFO algoInfo
Algo information.
Double benchmarkYield
Benchmark Yield.
BV_SETTLEMENT_MODE::Enum settlementMode
Settlement mode.
TI_ALLOCATION_TYPE::Enum allocationType
Type of allocation.
UInt16 accrualDays
Number of accrual days.
std::string accountInfo
Additional account information.
std::string instrumentDescription
Description of the tradable Instrument.
TI_FLAG::Enum bVBestMidValidityFg
Flag indicating whether the mid-price set in fields BvBestMidPrice or BvBestMidYield is valid or not...
BV_VALUE bVBestMidYTC
Mid Yield To Call.
BV_RFCQ_BUY_SIDE_LEG_SUMMARY()
BV_BEST_TRADING_INFO bVBestAsk
Market BV Best on the Ask side.
BV_VALUE bvBestMidYMWTh
Mid YMW Theoretical.
Double accrued
Accrued interests.
BV_EXEC_SETTLEMENT_MODE::Enum execSettlementMode
Execution settlement mode.
BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator
Short Selling Indicator.
std::string instrumentClassCode
Code of the instrument class.
Double nominalValue
Nominal value.
BV_TRANSPARENCY_INFO transparencyInfo
Pre and Post-Trade Transparency information.
BV_VALUE bvBestMidYMWExrc
Mid YMW Exercised.
TI_FLAG::Enum discloseIOIFg
If true, quotation must be sent to providers.
size_t serializationBufSize() const
UInt32 stageOrderNr
Stage order number.
BV_ANALYTICS bvBestMidAnalytics
Analytics.
UInt16 settlementOffset
Settlement offset.
Double bVBestMidPrice
MidPrice Value.