OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Substructures.BV_RFCQ_ORDER_LEG.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_ORDER_LEG
52{
53public:
55 {
56 benchmarkISINCode.reserve(12);
57 benchmarkDescription.reserve(36);
58 }
59
61
64
67
69 Double quotation; // DOUBLE presentation
70
73
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79
81 Double bVBestMidPrice; // DOUBLE presentation
82
84 Double bVBestMidYield; // DOUBLE presentation
85
88
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94
96 Double bvBestMidMWCPriceTh; // DOUBLE presentation
97
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109
111 std::string benchmarkISINCode; // maxSize = 12
112
114 std::string benchmarkDescription; // maxSize = 36
115
117 Double benchmarkPrice; // DOUBLE presentation
118
120 Double benchmarkYield; // DOUBLE presentation
121
123 Double benchmarkSpreadValue; // DOUBLE presentation
124
125
127 size_t deserialize(const void* buf, size_t inLen);
128
130 std::string toString () const;
131
133 size_t serializationBufSize() const { return 1140; }
134
136 size_t serialize(void* buf) const;
137
138};
139
140
141
142
143}
144}
145}
146}
BV_BEST_TRADING_INFO bVBestAsk
Market BV Best on the Ask side.
std::string toString() const
Provides string presentation.
TI_FLAG::Enum useIoIFg
Specifies whether to use the Indication of Interest as limit price.
BV_BEST_TRADING_INFO bVBestBid
Market BV Best on the Bid side.
BV_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
size_t deserialize(const void *buf, size_t inLen)
TI_FLAG::Enum bVBestMidValidityFg
Flag indicating whether the mid-price set in fields BvBestMidPrice/BvBestMidYield is valid or not.