BV_BOND_EXT Class Reference

Public Member Functions
	BV_BOND_EXT ()
virtual	~BV_BOND_EXT ()
virtual ClassId::Enum	id () const
size_t	deserialize (const void *buf, size_t inLen)
virtual std::string	toString () const
virtual size_t	serializationBufSize () const
virtual BV_BOND_EXT *	clone () const
virtual BV_BOND_EXT *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	instrumentId
std::string	instrumentCode
std::string	instrumentDesc
UInt32	financialInstrumentId
UInt32	underlyingInstrumentId
UInt32	instrumentClassId
UInt16	accIntPrecision
TI_FLAG::Enum	greyMarketFlag
UInt32	greyMarketEndDate
UInt32	settlDate
UInt32	sortNumber
TI_FLAG::Enum	inventoryQuotingFg
UInt32	fix2FloatResetDate
UInt16	couponResetFrequency
TI_FLAG::Enum	noYieldConvFg
TI_FLAG::Enum	dLTSettlementEligibleFg
Double	basisMinPriceTick

Detailed Description

Definition at line 43 of file SMP.Classes.BV_BOND_EXT.h.

Constructor & Destructor Documentation

BV_BOND_EXT()

BV_BOND_EXT ( )

inline

Definition at line 46 of file SMP.Classes.BV_BOND_EXT.h.

~BV_BOND_EXT()

virtual ~BV_BOND_EXT ( )

inlinevirtual

Definition at line 52 of file SMP.Classes.BV_BOND_EXT.h.

Member Function Documentation

clone() [1/2]

virtual BV_BOND_EXT * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_BOND_EXT * clone ( void * ) const

virtual

Implements Class.

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

id()

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 55 of file SMP.Classes.BV_BOND_EXT.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 119 of file SMP.Classes.BV_BOND_EXT.h.

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

accIntPrecision

UInt16 accIntPrecision

Number of decimals to be used (precision) in the calculations to be made for settlement purposes.

Definition at line 79 of file SMP.Classes.BV_BOND_EXT.h.

basisMinPriceTick

Double basisMinPriceTick

Minimum price tick for the Bond leg in case of Bond Basis trading.

Definition at line 109 of file SMP.Classes.BV_BOND_EXT.h.

couponResetFrequency

UInt16 couponResetFrequency

Number indicating the frequency according to which the coupon rate changes, i.e. how many times per year coupon reset takes place (e.g. value '2' indicates that reset takes place twice per year - every 6 months)

Definition at line 100 of file SMP.Classes.BV_BOND_EXT.h.

dLTSettlementEligibleFg

TI_FLAG::Enum dLTSettlementEligibleFg

Flag indicating if DLT Settlement is eligible.

Definition at line 106 of file SMP.Classes.BV_BOND_EXT.h.

financialInstrumentId

UInt32 financialInstrumentId

Unique ID of the financial instrument (bond) in the TI_INSTRUMENT class (external reference key)

Definition at line 70 of file SMP.Classes.BV_BOND_EXT.h.

fix2FloatResetDate

UInt32 fix2FloatResetDate

Date when the coupon plan changes from Fixed to Floating (for Variable Coupon Bonds)

Definition at line 97 of file SMP.Classes.BV_BOND_EXT.h.

greyMarketEndDate

UInt32 greyMarketEndDate

End date for trading the bond on the Grey Market.

Definition at line 85 of file SMP.Classes.BV_BOND_EXT.h.

greyMarketFlag

TI_FLAG::Enum greyMarketFlag

Flag indicating whether the bond belongs to the Grey Market or not.

Definition at line 82 of file SMP.Classes.BV_BOND_EXT.h.

instrumentClassId

UInt32 instrumentClassId

Unique ID of the instrument class.

Definition at line 76 of file SMP.Classes.BV_BOND_EXT.h.

instrumentCode

std::string instrumentCode

Alphanumeric code of the Cash bond (tradable instrument). This code could be different from the InstrumentCode in the TI_INSTRUMENTclass.

Definition at line 64 of file SMP.Classes.BV_BOND_EXT.h.

instrumentDesc

std::string instrumentDesc

Description of the Cash bond (tradable instrument). This description could be different from the InstrumentDesc in the TI_INSTRUMENT class.

Definition at line 67 of file SMP.Classes.BV_BOND_EXT.h.

instrumentId

UInt32 instrumentId

Unique ID of the bond (tradable instrument)

Definition at line 61 of file SMP.Classes.BV_BOND_EXT.h.

inventoryQuotingFg

TI_FLAG::Enum inventoryQuotingFg

If True, inventory quotes are allowed for this tradable instrument.

Definition at line 94 of file SMP.Classes.BV_BOND_EXT.h.

noYieldConvFg

TI_FLAG::Enum noYieldConvFg

Flag stating whether Price/Yield conversion is not available for the Bond.

Definition at line 103 of file SMP.Classes.BV_BOND_EXT.h.

settlDate

UInt32 settlDate

Date of settlement of bond (tradable instrument)

Definition at line 88 of file SMP.Classes.BV_BOND_EXT.h.

sortNumber

UInt32 sortNumber

Instrument sorting number.

Definition at line 91 of file SMP.Classes.BV_BOND_EXT.h.

underlyingInstrumentId

UInt32 underlyingInstrumentId

Unique ID of the underlying bond.

Definition at line 73 of file SMP.Classes.BV_BOND_EXT.h.