OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
SMP.Substructures.BV_RFCQ_PROVIDER_INFO.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
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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.
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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.
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
32 
33 
34 namespace OnixS {
35 namespace Mts {
36 namespace BondVision {
37 namespace SDP {
38 
39 
40 
41 ///
42 class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_PROVIDER_INFO
43 {
44 public:
46  {
47  memberCode.reserve(12);
48  memberDesc.reserve(36);
49  memberShortDesc.reserve(12);
50  }
51 
53 
54  /// Unique ID of the Sell Side Member
56 
57  /// Code of the Sell Side Member
58  std::string memberCode; // maxSize = 12
59 
60  /// Description of the Sell Side Member
61  std::string memberDesc; // maxSize = 36
62 
63  /// Short description of the Sell Side Member
64  std::string memberShortDesc; // maxSize = 12
65 
66  /// Status of the Sell Side Member
68 
69  /// Dealer Selection Type
71 
72  /// Price cover value (only for Outright RFCQs)
73  Double priceCoverValue; // DOUBLE presentation
74 
75  /// Proceeds cover value (only for Switch RFCQs) or Proceeds weighted yield cover value (only for Butterfly RFCQs)
76  Double proceedsCoverValue; // DOUBLE presentation
77 
78  /// Gross yield cover value (only for Switchg and Butterfly RFCQs)
79  Double grossYieldCoverValue; // DOUBLE presentation
80 
81  /// Duration weighted yield cover value (only for Butterfly RFCQs)
82  Double durWeightedYieldCoverValue; // DOUBLE presentation
83 
84  /// Delay between the first quote sent to the Buy Side Member by the Sell Side Member and the first quote sent by all other competing members.
86 
87  /// Difference between RFCQ creation time and the time of the first quote sent by the Sell Side Member
89 
90 
91  ///
92  size_t deserialize(const void* buf, size_t inLen);
93 
94  /// Provides string presentation
95  std::string toString () const;
96 
97  ///
98  size_t serializationBufSize() const { return 124; }
99 
100  ///
101  size_t serialize(void* buf) const;
102 
103 };
104 
105 
106 
107 
108 }
109 }
110 }
111 }
Double durWeightedYieldCoverValue
Duration weighted yield cover value (only for Butterfly RFCQs)
std::string memberDesc
Description of the Sell Side Member.
Double priceCoverValue
Price cover value (only for Outright RFCQs)
TI_RFCQ_PROVIDER_STATUS::Enum status
Status of the Sell Side Member.
UInt32 delay
Difference between RFCQ creation time and the time of the first quote sent by the Sell Side Member...
SInt32 responseTimeDifference
Delay between the first quote sent to the Buy Side Member by the Sell Side Member and the first quote...
Double grossYieldCoverValue
Gross yield cover value (only for Switchg and Butterfly RFCQs)
Double proceedsCoverValue
Proceeds cover value (only for Switch RFCQs) or Proceeds weighted yield cover value (only for Butterf...
BV_RFCQ_DEALER_SELECTION_TYPE::Enum dealerSelectionType
Dealer Selection Type.
std::string memberShortDesc
Short description of the Sell Side Member.