OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
SMP.Substructures.BV_TRADE_REGISTRATION_LEG_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
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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
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
38 
39 
40 namespace OnixS {
41 namespace Mts {
42 namespace BondVision {
43 namespace SDP {
44 
45 
46 
47 ///
48 class ONIXS_MTS_BONDVISION_SDP_API BV_TRADE_REGISTRATION_LEG_INFO
49 {
50 public:
52  {
53  instrumentCode.reserve(12);
54  instrumentDesc.reserve(36);
55  clientOrderId.reserve(50);
56  accountCode.reserve(200);
57  accountInfo.reserve(200);
58  settlementInfo.reserve(200);
59  currency.reserve(3);
60  marketAffiliationShortDesc.reserve(12);
61  marketAffiliationDesc.reserve(36);
62  }
63 
65 
66  /// Unique ID of leg
68 
69  /// Unique ID of the tradable instrument
71 
72  /// Alphanumeric code of the tradable instrument
73  std::string instrumentCode; // maxSize = 12
74 
75  /// Description of the tradable instrument
76  std::string instrumentDesc; // maxSize = 36
77 
78  /// Identifier of the tradable instrument type (Bond only)
80 
81  /// Specifies whether it is a buy or sell operation (Referred to the member who receives the information)
83 
84  /// Settlement offset expressed as number of days starting from the trading date
86 
87  /// Settlement date
89 
90  /// Settlement mode
92 
93  /// Execution settlement mode
95 
96  /// Stage Order ID
98 
99  /// ID of the order within the client institution
100  std::string clientOrderId; // maxSize = 50
101 
102  /// Type of allocation
104 
105  /// Unique ID of the pre-allocation or of the allocation during the trade splitting phase
107 
108  /// Account code
109  std::string accountCode; // maxSize = 200
110 
111  /// Account code information
112  std::string accountInfo; // maxSize = 200
113 
114  /// Settlement information
115  std::string settlementInfo; // maxSize = 200
116 
117  /// Price of the quote
118  Double price; // DOUBLE presentation
119 
120  /// Yield information
122 
123  /// Discount Margin information
125 
126  /// Discount Rate information
128 
129  /// Quantity
130  Double quantity; // DOUBLE presentation
131 
132  /// Nominal value
133  Double nominalValue; // DOUBLE presentation
134 
135  /// Principal amount
136  Double principal; // DOUBLE presentation
137 
138  /// Accrued interests
139  Double accrued; // DOUBLE presentation
140 
141  /// Currency code
142  std::string currency; // maxSize = 3
143 
144  /// BPV of the tradable instrument at the moment of Trade Registration creation
145  Double bpv; // DOUBLE presentation
146 
147  /// Number of accrual days
149 
150  /// Specifies whether the last deal refers to trading activity on a regulated market or on an MTF
152 
153  /// Market Affiliation short description
154  std::string marketAffiliationShortDesc; // maxSize = 12
155 
156  /// Market Affiliation description
157  std::string marketAffiliationDesc; // maxSize = 36
158 
159  /// Unique ID of the deal
161 
162  /// Pre and Post-Trade Transparency Info
164 
165  /// Leg Info for the Provider (Sell Side Member)
167 
168  /// Leg Info for the Aggressor (Buy Side Member)
170 
171 
172  ///
173  size_t deserialize(const void* buf, size_t inLen);
174 
175  /// Provides string presentation
176  std::string toString () const;
177 
178  ///
179  size_t serializationBufSize() const { return 1332; }
180 
181  ///
182  size_t serialize(void* buf) const;
183 
184 };
185 
186 
187 
188 
189 }
190 }
191 }
192 }
BV_TRADE_REGISTRATION_LEG_MEMBER_INFO aggressorInfo
Leg Info for the Aggressor (Buy Side Member)
TI_VERB::Enum verb
Specifies whether it is a buy or sell operation (Referred to the member who receives the information)...
UInt16 marketAffiliation
Specifies whether the last deal refers to trading activity on a regulated market or on an MTF...
BV_TRADE_REGISTRATION_LEG_MEMBER_INFO providerInfo
Leg Info for the Provider (Sell Side Member)
UInt32 allocationId
Unique ID of the pre-allocation or of the allocation during the trade splitting phase.
TI_INSTRUMENT_TYPE::Enum instrumentType
Identifier of the tradable instrument type (Bond only)
Double bpv
BPV of the tradable instrument at the moment of Trade Registration creation.
UInt16 settlementOffset
Settlement offset expressed as number of days starting from the trading date.
unsigned short UInt16
Definition: Defines.h:45