OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
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
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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.
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17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
43 
44 
45 namespace OnixS {
46 namespace Mts {
47 namespace BondVision {
48 namespace SDP {
49 
50 
51 
52 ///
53 class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_BUY_SIDE_LEG_SUMMARY
54 {
55 public:
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 
74  /// Unique ID of the tradable Instrument
76 
77  /// ISIN code of the tradable Instrument
78  std::string instrumentIsinCode; // maxSize = 12
79 
80  /// Description of the tradable Instrument
81  std::string instrumentDescription; // maxSize = 20
82 
83  /// Code of the section
84  std::string sectionCode; // maxSize = 4
85 
86  /// Code of the instrument class
87  std::string instrumentClassCode; // maxSize = 12
88 
89  /// Verb
91 
92  /// Quantity
93  Double quantity; // DOUBLE presentation
94 
95  /// Minimum quantity
96  Double minQty; // DOUBLE presentation
97 
98  /// Traded quantity
99  Double executedQuantity; // DOUBLE presentation
100 
101  /// Nominal value
102  Double nominalValue; // DOUBLE presentation
103 
104  /// Unique ID of the deal
106 
107  /// Price
108  Double price; // DOUBLE presentation
109 
110  /// Yield
111  Double yield; // DOUBLE presentation
112 
113  /// Settlement date
115 
116  /// Settlement mode
118 
119  /// Execution settlement mode
121 
122  /// Settlement offset
124 
125  /// Principal amount
126  Double principal; // DOUBLE presentation
127 
128  /// Accrued interests
129  Double accrued; // DOUBLE presentation
130 
131  /// Number of accrual days
133 
134  /// Currency code
135  std::string currency; // maxSize = 3
136 
137  /// BPV of the tradable instrument when RFCQ was created
138  Double bpv; // DOUBLE presentation
139 
140  /// Type of allocation
142 
143  /// If specified reports the ID of a single account or of a pre-allocation split depending on the fields above
145 
146  /// Account code
147  std::string accountCode; // maxSize = 200
148 
149  /// Additional account information
150  std::string accountInfo; // maxSize = 200
151 
152  /// Stage order number
154 
155  /// Unique ID of the executed order within the client institution
156  std::string clientOrderId; // maxSize = 50
157 
158  /// Settlement information
159  std::string settlementInfo; // maxSize = 200
160 
161  /// Modified Duration
162  Double modDuration; // DOUBLE presentation
163 
164  /// Specifies if the quotation is specified Quotation DOUBLE Price(Yield)
166 
167  /// If true, quotation must be sent to providers
169 
170  /// Market BV Best on the Bid side
172 
173  /// Market BV Best on the Ask side
175 
176  /// MidPrice Value
177  Double bVBestMidPrice; // DOUBLE presentation
178 
179  /// MidYield Value
180  Double bVBestMidYield; // DOUBLE presentation
181 
182  /// Mid Yield To Call
184 
185  /// Mid Yield to Worst
187 
188  /// Mid YMW Theoretical
190 
191  /// Mid MWC Price Theoretical
192  Double bvBestMidMWCPriceTh; // DOUBLE presentation
193 
194  /// Mid YMW Exercised
196 
197  /// Mid Yield to Reset
199 
200  /// Analytics
202 
203  /// Flag indicating whether the mid-price set in fields BvBestMidPrice or BvBestMidYield is valid or not.
205 
206  /// Benchmark ISIN Code
207  std::string benchmarkISINCode; // maxSize = 12
208 
209  /// Benchmark description
210  std::string benchmarkDescription; // maxSize = 36
211 
212  /// Benchmark Price
213  Double benchmarkPrice; // DOUBLE presentation
214 
215  /// Benchmark Yield
216  Double benchmarkYield; // DOUBLE presentation
217 
218  /// Benchmark Spread Value
219  Double benchmarkSpreadValue; // DOUBLE presentation
220 
221  /// Short Selling Indicator
223 
224  /// MIC Code
225  std::string micCode; // maxSize = 12
226 
227  /// Pre and Post-Trade Transparency information
229 
230  /// Algo information
232 
233  /// Client Identification information
235 
236 
237  ///
238  size_t deserialize(const void* buf, size_t inLen);
239 
240  /// Provides string presentation
241  std::string toString () const;
242 
243  ///
244  size_t serializationBufSize() const { return 2216; }
245 
246  ///
247  size_t serialize(void* buf) const;
248 
249 };
250 
251 
252 
253 
254 }
255 }
256 }
257 }
BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo
Client Identification information.
UInt32 allocationId
If specified reports the ID of a single account or of a pre-allocation split depending on the fields ...
std::string clientOrderId
Unique ID of the executed order within the client institution.
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.
TI_FLAG::Enum bVBestMidValidityFg
Flag indicating whether the mid-price set in fields BvBestMidPrice or BvBestMidYield is valid or not...
BV_EXEC_SETTLEMENT_MODE::Enum execSettlementMode
Execution settlement mode.
BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator
Short Selling Indicator.
BV_TRANSPARENCY_INFO transparencyInfo
Pre and Post-Trade Transparency information.
TI_FLAG::Enum discloseIOIFg
If true, quotation must be sent to providers.
unsigned short UInt16
Definition: Defines.h:45