OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Substructures.BV_RFCQ_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>
41
42
43namespace OnixS {
44namespace Mts {
45namespace BondVision {
46namespace SDP {
47
48
49
51class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_LEG_SUMMARY
52{
53public:
55 {
56 instrumentIsinCode.reserve(12);
57 instrumentDescription.reserve(36);
58 sectionCode.reserve(4);
59 instrumentClassCode.reserve(12);
60 currency.reserve(3);
61 accountCode.reserve(200);
62 accountInfo.reserve(200);
63 clientOrderId.reserve(50);
64 settlementInfo.reserve(200);
65 benchmarkISINCode.reserve(12);
66 benchmarkDescription.reserve(36);
67 micCode.reserve(12);
68 }
69
71
74
76 std::string instrumentIsinCode; // maxSize = 12
77
79 std::string instrumentDescription; // maxSize = 36
80
82 std::string sectionCode; // maxSize = 4
83
85 std::string instrumentClassCode; // maxSize = 12
86
89
91 Double quantity; // DOUBLE presentation
92
94 Double minQty; // DOUBLE presentation
95
97 Double executedQuantity; // DOUBLE presentation
98
100 Double nominalValue; // DOUBLE presentation
101
104
106 Double price; // DOUBLE presentation
107
109 Double yield; // DOUBLE presentation
110
113
116
118 Double principal; // DOUBLE presentation
119
121 Double accrued; // DOUBLE presentation
122
125
127 std::string currency; // maxSize = 3
128
130 Double bpv; // DOUBLE presentation
131
134
137
139 std::string accountCode; // maxSize = 200
140
142 std::string accountInfo; // maxSize = 200
143
146
148 std::string clientOrderId; // maxSize = 50
149
151 std::string settlementInfo; // maxSize = 200
152
154 Double modDuration; // DOUBLE presentation
155
158
160 Double quotation; // DOUBLE presentation
161
164
167
170
172 Double bVBestMidPrice; // DOUBLE presentation
173
175 Double bVBestMidYield; // DOUBLE presentation
176
179
182
185
187 Double bvBestMidMWCPriceTh; // DOUBLE presentation
188
191
194
197
200
202 std::string benchmarkISINCode; // maxSize = 12
203
205 std::string benchmarkDescription; // maxSize = 36
206
208 Double benchmarkPrice; // DOUBLE presentation
209
211 Double benchmarkYield; // DOUBLE presentation
212
214 Double benchmarkSpreadValue; // DOUBLE presentation
215
218
220 std::string micCode; // maxSize = 12
221
224
225
227 size_t deserialize(const void* buf, size_t inLen);
228
230 std::string toString () const;
231
233 size_t serializationBufSize() const { return 2052; }
234
236 size_t serialize(void* buf) const;
237
238};
239
240
241
242
243}
244}
245}
246}
BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator
Shor tSelling indicator.
BV_BEST_TRADING_INFO bVBestAsk
Market BV Best on the Ask side.
std::string toString() const
Provides string presentation.
std::string clientOrderId
Unique ID of the executed order within the client institution.
TI_FLAG::Enum quotationFg
Specifies if the quotation is specified.
UInt32 allocationId
If specified reports the ID of a single account or of a pre allocation split depending on the fields ...
BV_BEST_TRADING_INFO bVBestBid
Market BV Best on the Bid side.
TI_VERB::Enum verb
Verb (Referred to the member who receives the information)
BV_TRANSPARENCY_INFO transparencyInfo
Pre and Post-Trade Transparency Info.
size_t deserialize(const void *buf, size_t inLen)
std::string instrumentIsinCode
ISIN code of the tradable instrument.
Double bpv
BPV of the tradable instrument at the moment of the RFCQ creation.
TI_FLAG::Enum discloseIOIFg
If true, quotation must be sent to providers.
std::string instrumentDescription
Description of the tradable instrument.
TI_FLAG::Enum bVBestMidValidityFg
Flag indicating whether the mid-price set in fields BvBestMidPrice/BvBestMidYield is valid or not.
unsigned short UInt16
Definition Defines.h:45