BV_ANALYTICS Class Reference

Public Member Functions
	BV_ANALYTICS ()
	~BV_ANALYTICS ()
size_t	deserialize (const void *buf, size_t inLen)
std::string	toString () const
size_t	serializationBufSize () const
size_t	serialize (void *buf) const

Public Attributes
BV_VALUE	iSpreadYTM
BV_VALUE	iSpreadYTC
BV_VALUE	iSpreadYTW
BV_VALUE	zSpreadYTM
BV_VALUE	zSpreadYTC
BV_VALUE	zSpreadYTW
BV_VALUE	gSpreadYTM
BV_VALUE	gSpreadYTC
BV_VALUE	gSpreadYTW
BV_VALUE	oISSpreadYTM
BV_VALUE	oISSpreadYTC
BV_VALUE	oISSpreadYTW
BV_VALUE	aSWSpreadYTM
BV_VALUE	aSWSpreadYTC
BV_VALUE	aSWSpreadYTW
BV_VALUE	cDSSpreadYTM
BV_VALUE	cDSSpreadYTC
BV_VALUE	cDSSpreadYTW
BV_VALUE	cDSBasisYTM
BV_VALUE	cDSBasisYTC
BV_VALUE	cDSBasisYTW

Detailed Description

Definition at line 63 of file SMP.Substructures.BV_ANALYTICS.h.

Constructor & Destructor Documentation

BV_ANALYTICS()

BV_ANALYTICS ( )

inline

Definition at line 66 of file SMP.Substructures.BV_ANALYTICS.h.

~BV_ANALYTICS()

~BV_ANALYTICS ( )

inline

Definition at line 70 of file SMP.Substructures.BV_ANALYTICS.h.

Member Function Documentation

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

serializationBufSize()

size_t serializationBufSize ( ) const

inline

Definition at line 143 of file SMP.Substructures.BV_ANALYTICS.h.

serialize()

size_t serialize

(

void *

buf

)

const

toString()

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

aSWSpreadYTC

BV_VALUE aSWSpreadYTC

ASW-Spread(YTC)

Definition at line 112 of file SMP.Substructures.BV_ANALYTICS.h.

aSWSpreadYTM

BV_VALUE aSWSpreadYTM

ASW-Spread(YTM)

Definition at line 109 of file SMP.Substructures.BV_ANALYTICS.h.

aSWSpreadYTW

BV_VALUE aSWSpreadYTW

ASW-Spread(YTW)

Definition at line 115 of file SMP.Substructures.BV_ANALYTICS.h.

cDSBasisYTC

BV_VALUE cDSBasisYTC

CDS Basis(YTC)

Definition at line 130 of file SMP.Substructures.BV_ANALYTICS.h.

cDSBasisYTM

BV_VALUE cDSBasisYTM

CDS Basis(YTM)

Definition at line 127 of file SMP.Substructures.BV_ANALYTICS.h.

cDSBasisYTW

BV_VALUE cDSBasisYTW

CDS Basis(YTW)

Definition at line 133 of file SMP.Substructures.BV_ANALYTICS.h.

cDSSpreadYTC

BV_VALUE cDSSpreadYTC

CDS-Spread(YTC)

Definition at line 121 of file SMP.Substructures.BV_ANALYTICS.h.

cDSSpreadYTM

BV_VALUE cDSSpreadYTM

CDS-Spread(YTM)

Definition at line 118 of file SMP.Substructures.BV_ANALYTICS.h.

cDSSpreadYTW

BV_VALUE cDSSpreadYTW

CDS-Spread(YTW)

Definition at line 124 of file SMP.Substructures.BV_ANALYTICS.h.

gSpreadYTC

BV_VALUE gSpreadYTC

G-Spread(YTC)

Definition at line 94 of file SMP.Substructures.BV_ANALYTICS.h.

gSpreadYTM

BV_VALUE gSpreadYTM

G-Spread(YTM)

Definition at line 91 of file SMP.Substructures.BV_ANALYTICS.h.

gSpreadYTW

BV_VALUE gSpreadYTW

G-Spread(YTW)

Definition at line 97 of file SMP.Substructures.BV_ANALYTICS.h.

iSpreadYTC

BV_VALUE iSpreadYTC

I-Spread(YTC)

Definition at line 76 of file SMP.Substructures.BV_ANALYTICS.h.

iSpreadYTM

BV_VALUE iSpreadYTM

I-Spread(YTM)

Definition at line 73 of file SMP.Substructures.BV_ANALYTICS.h.

iSpreadYTW

BV_VALUE iSpreadYTW

I-Spread(YTW)

Definition at line 79 of file SMP.Substructures.BV_ANALYTICS.h.

oISSpreadYTC

BV_VALUE oISSpreadYTC

OIS-Spread(YTC)

Definition at line 103 of file SMP.Substructures.BV_ANALYTICS.h.

oISSpreadYTM

BV_VALUE oISSpreadYTM

OIS-Spread(YTM)

Definition at line 100 of file SMP.Substructures.BV_ANALYTICS.h.

oISSpreadYTW

BV_VALUE oISSpreadYTW

OIS-Spread(YTW)

Definition at line 106 of file SMP.Substructures.BV_ANALYTICS.h.

zSpreadYTC

BV_VALUE zSpreadYTC

Z-Spread(YTC)

Definition at line 85 of file SMP.Substructures.BV_ANALYTICS.h.

zSpreadYTM

BV_VALUE zSpreadYTM

Z-Spread(YTM)

Definition at line 82 of file SMP.Substructures.BV_ANALYTICS.h.

zSpreadYTW

BV_VALUE zSpreadYTW

Z-Spread(YTW)

Definition at line 88 of file SMP.Substructures.BV_ANALYTICS.h.