OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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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
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>
32
33
34namespace OnixS {
35namespace Mts {
36namespace BondVision {
37namespace SDP {
38
39
40
42class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_PROVIDER_INFO
43{
44public:
46 {
47 memberCode.reserve(12);
48 memberDesc.reserve(36);
49 memberShortDesc.reserve(12);
50 }
51
53
56
58 std::string memberCode; // maxSize = 12
59
61 std::string memberDesc; // maxSize = 36
62
64 std::string memberShortDesc; // maxSize = 12
65
68
71
73 Double priceCoverValue; // DOUBLE presentation
74
76 Double proceedsCoverValue; // DOUBLE presentation
77
79 Double grossYieldCoverValue; // DOUBLE presentation
80
82 Double durWeightedYieldCoverValue; // DOUBLE presentation
83
86
89
90
92 size_t deserialize(const void* buf, size_t inLen);
93
95 std::string toString () const;
96
98 size_t serializationBufSize() const { return 124; }
99
101 size_t serialize(void* buf) const;
102
103};
104
105
106
107
108}
109}
110}
111}
Double priceCoverValue
Price cover value (only for Outright RFCQs)
Double proceedsCoverValue
Proceeds cover value (only for Switch RFCQs) or Proceeds weighted yield cover value (only for Butterf...
SInt32 responseTimeDifference
Delay between the first quote sent to the Buy Side Member by the Sell Side Member and the first quote...
std::string toString() const
Provides string presentation.
std::string memberShortDesc
Short description of the Sell Side Member.
TI_RFCQ_PROVIDER_STATUS::Enum status
Status of the Sell Side Member.
Double durWeightedYieldCoverValue
Duration weighted yield cover value (only for Butterfly RFCQs)
BV_RFCQ_DEALER_SELECTION_TYPE::Enum dealerSelectionType
Dealer Selection Type.
size_t deserialize(const void *buf, size_t inLen)
UInt32 delay
Difference between RFCQ creation time and the time of the first quote sent by the Sell Side Member.
Double grossYieldCoverValue
Gross yield cover value (only for Switchg and Butterfly RFCQs)