OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Substructures.BV_RFCQ_TRADING_LEVEL.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>
33
34
35namespace OnixS {
36namespace Mts {
37namespace BondVision {
38namespace SDP {
39
40
41
43class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_TRADING_LEVEL
44{
45public:
47 tradingLeg(3)
48
49 {
50 }
51
53
56
59
61 UInt64 quoteUpdateTime; // UTIME presentation
62
65
68
70 static const size_t tradingLegSize = 3;
71 std::vector<BV_RFCQ_TRADING_LEG> tradingLeg;
72
74 Double grossYieldSpread; // DOUBLE presentation
75
77 Double proceedsSpread; // DOUBLE presentation
78
80 Double riskWeightedYieldSpread; // DOUBLE presentation
81
82
84 size_t deserialize(const void* buf, size_t inLen);
85
87 std::string toString () const;
88
90 size_t serializationBufSize() const { return 1120; }
91
93 size_t serialize(void* buf) const;
94
95};
96
97
98
99
100}
101}
102}
103}
std::string toString() const
Provides string presentation.
Double proceedsSpread
Only valid for Switch (Proceeds Spread) and Butterfly RFCQ (Proceeds Weighted Spread)
TI_RFCQ_MATCHING_TYPE::Enum quoteMatchingType
Quote matching type.
size_t deserialize(const void *buf, size_t inLen)
Double grossYieldSpread
Only valid for Switch and Butterfly RFCQ.
unsigned long long UInt64
Definition Defines.h:47