SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h

Go to the documentation of this file.

#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/


/*
--------------
GENERATED FILE
--------------
*/


#include <string>
#include <OnixS/MTS/BondVision/SDP/Defines.h>
#include <OnixS/MTS/BondVision/SDP/SMP.Enumerations.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_BEST_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_BEST_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_ANALYTICS.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_TRANSPARENCY_INFO.h>


namespace OnixS {
namespace Mts {
namespace BondVision {
namespace SDP {



/// 
class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_LEG_SUMMARY 
{
public:
    BV_RFCQ_LEG_SUMMARY()
    {
        instrumentIsinCode.reserve(12);
        instrumentDescription.reserve(36);
        sectionCode.reserve(4);
        instrumentClassCode.reserve(12);
        currency.reserve(3);
        accountCode.reserve(200);
        accountInfo.reserve(200);
        clientOrderId.reserve(50);
        settlementInfo.reserve(200);
        benchmarkISINCode.reserve(12);
        benchmarkDescription.reserve(36);
        micCode.reserve(12);
    }

    ~BV_RFCQ_LEG_SUMMARY() {}

    /// Data regarding the tradable instrument
    UInt32 instrumentId;

    /// ISIN code of the tradable instrument
    std::string instrumentIsinCode; // maxSize = 12

    /// Description of the tradable instrument
    std::string instrumentDescription; // maxSize = 36

    /// Code of the section
    std::string sectionCode; // maxSize = 4

    /// Code of the instrument class
    std::string instrumentClassCode; // maxSize = 12

    /// Verb (Referred to the member who receives the information)
    TI_VERB::Enum verb;

    /// Quantity
    Double quantity; // DOUBLE presentation

    /// Minimum quantity
    Double minQty; // DOUBLE presentation

    /// Traded quantity
    Double executedQuantity; // DOUBLE presentation

    /// Nominal value
    Double nominalValue; // DOUBLE presentation

    /// Unique ID of the deal
    UInt32 dealId;

    /// Price
    Double price; // DOUBLE presentation

    /// Yield
    Double yield; // DOUBLE presentation

    /// Settlement date
    UInt32 settlementDate;

    /// Settlement offset
    UInt16 settlementOffset;

    /// Principal amount
    Double principal; // DOUBLE presentation

    /// Accrued interests
    Double accrued; // DOUBLE presentation

    /// Number of accrual days
    UInt16 accrualDays;

    /// Currency code
    std::string currency; // maxSize = 3

    /// BPV of the tradable instrument at the moment of the RFCQ creation
    Double bpv; // DOUBLE presentation

    /// Type of allocation
    TI_ALLOCATION_TYPE::Enum allocationType;

    /// If specified reports the ID of a single account or of a pre allocation split depending on the fields above
    UInt32 allocationId;

    /// Account code
    std::string accountCode; // maxSize = 200

    /// Additional account information
    std::string accountInfo; // maxSize = 200

    /// Stage order number
    UInt32 stageOrderNr;

    /// Unique ID of the executed order within the client institution.
    std::string clientOrderId; // maxSize = 50

    /// Settlement information.
    std::string settlementInfo; // maxSize = 200

    /// Modified Duration
    Double modDuration; // DOUBLE presentation

    /// Specifies if the quotation is specified
    TI_FLAG::Enum quotationFg;

    /// Price(Yield)
    Double quotation; // DOUBLE presentation

    /// If true, quotation must be sent to providers
    TI_FLAG::Enum discloseIOIFg;

    /// Market BV Best on the Bid side
    BV_BEST_TRADING_INFO bVBestBid;

    /// Market BV Best on the Ask side
    BV_BEST_TRADING_INFO bVBestAsk;

    /// Mid Price Value
    Double bVBestMidPrice; // DOUBLE presentation

    /// Mid Yield Value
    Double bVBestMidYield; // DOUBLE presentation

    /// Mid Yield To Call
    BV_VALUE bVBestMidYTC;

    /// Mid Yield To Worst
    BV_VALUE bVBestMidYTW;

    /// Mid YMW Theoretical
    BV_VALUE bvBestMidYMWTh;

    /// Mid MWC Price Theoretical
    Double bvBestMidMWCPriceTh; // DOUBLE presentation

    /// Mid YMW Exercised
    BV_VALUE bvBestMidYMWExrc;

    /// Mid Yield to Reset
    BV_VALUE bvBestMidYTR;

    /// Analytics
    BV_ANALYTICS bvBestMidAnalytics;

    /// Flag indicating whether the mid-price set in fields BvBestMidPrice/BvBestMidYield is valid or not.
    TI_FLAG::Enum bVBestMidValidityFg;

    /// Benchmark ISIN Code
    std::string benchmarkISINCode; // maxSize = 12

    /// Benchmark description
    std::string benchmarkDescription; // maxSize = 36

    /// Benchmark Price
    Double benchmarkPrice; // DOUBLE presentation

    /// Benchmark Yield
    Double benchmarkYield; // DOUBLE presentation

    /// Benchmark Spread Value
    Double benchmarkSpreadValue; // DOUBLE presentation

    /// Shor tSelling indicator
    BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator;

    /// MIC Code
    std::string micCode; // maxSize = 12

    /// Pre and Post-Trade Transparency Info
    BV_TRANSPARENCY_INFO transparencyInfo;


    ///
    size_t deserialize(const void* buf, size_t inLen);

    /// Provides string presentation
    std::string toString () const;

    ///
    size_t serializationBufSize() const { return 2052; }

    ///
    size_t serialize(void* buf) const;

};




}
}
}
}