OnixS C++ MTS Bond Vision SDP Handler 1.5.1
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
43#if defined (_MSC_VER)
44#pragma warning (push)
45#pragma warning (disable: 4251)
46#endif
47
48namespace OnixS {
49namespace Mts {
50namespace BondVision {
51namespace SDP {
52
53
54
56class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_ORDER_LEG
57{
58public:
60 {
61 benchmarkISINCode.reserve(12);
62 benchmarkDescription.reserve(36);
63 }
64
66
69
72
74 Double quotation; // DOUBLE presentation
75
78
81
84
86 Double bVBestMidPrice; // DOUBLE presentation
87
89 Double bVBestMidYield; // DOUBLE presentation
90
93
96
99
101 Double bvBestMidMWCPriceTh; // DOUBLE presentation
102
105
108
111
114
116 std::string benchmarkISINCode; // maxSize = 12
117
119 std::string benchmarkDescription; // maxSize = 36
120
122 Double benchmarkPrice; // DOUBLE presentation
123
125 Double benchmarkYield; // DOUBLE presentation
126
128 Double benchmarkSpreadValue; // DOUBLE presentation
129
130
132 size_t deserialize(const void* buf, size_t inLen);
133
135 std::string toString () const;
136
138 size_t serializationBufSize() const { return 1140; }
139
141 size_t serialize(void* buf) const;
142
143};
144
145
146
147
148}
149}
150}
151}
152
153#if defined (_MSC_VER)
154#pragma warning (pop)
155#endif
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.