SMP.Substructures.BV_RFCQ_ORDER_LEG.h

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#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_INSTRUMENT_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_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>


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



/// 
class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_ORDER_LEG 
{
public:
    BV_RFCQ_ORDER_LEG()
    {
        benchmarkISINCode.reserve(12);
        benchmarkDescription.reserve(36);
    }

    ~BV_RFCQ_ORDER_LEG() {}

    /// Unique ID of the section
    UInt32 sectionId;

    /// Data regarding the tradable instrument
    BV_INSTRUMENT_INFO instrument;

    /// Price (or Yield) of the order
    Double quotation; // DOUBLE presentation

    /// Specifies whether to use the Indication of Interest as limit price.
    TI_FLAG::Enum useIoIFg;

    /// 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


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

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

    ///
    size_t serializationBufSize() const { return 1140; }

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

};




}
}
}
}