OnixS C++ MTS Bond Vision SDP Handler 1.5.1
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>
34
35
36#if defined (_MSC_VER)
37#pragma warning (push)
38#pragma warning (disable: 4251)
39#endif
40
41namespace OnixS {
42namespace Mts {
43namespace BondVision {
44namespace SDP {
45
46
47
49class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_TRADING_LEVEL
50{
51public:
53 tradingLeg(3)
54
55 {
56 }
57
59
62
65
67 UInt64 quoteUpdateTime; // UTIME presentation
68
71
74
76 static const size_t tradingLegSize = 3;
77 std::vector<BV_RFCQ_TRADING_LEG> tradingLeg;
78
80 Double grossYieldSpread; // DOUBLE presentation
81
83 Double proceedsSpread; // DOUBLE presentation
84
86 Double riskWeightedYieldSpread; // DOUBLE presentation
87
90
91
93 size_t deserialize(const void* buf, size_t inLen);
94
96 std::string toString () const;
97
99 size_t serializationBufSize() const { return 1132; }
100
102 size_t serialize(void* buf) const;
103
104};
105
106
107
108
109}
110}
111}
112}
113
114#if defined (_MSC_VER)
115#pragma warning (pop)
116#endif
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