BV_BUTTERFLY_MOD_DURATION_PREVIEW Class Reference

Public Member Functions
	BV_BUTTERFLY_MOD_DURATION_PREVIEW ()
virtual	~BV_BUTTERFLY_MOD_DURATION_PREVIEW ()
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_BUTTERFLY_MOD_DURATION_PREVIEW *	clone () const
virtual BV_BUTTERFLY_MOD_DURATION_PREVIEW *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	butterflyModDurationtPreviewId
UInt32	bodyId
UInt32	firstWingId
UInt32	secondWingId
Double	bodyNominalValue
Double	firstWingNominalValue
Double	secondWingNominalValue
Double	bodyCleanPrice
Double	firstWingCleanPrice
Double	secondWingCleanPrice
UInt32	bodySettlementDate
UInt32	firstWingSettlementDate
UInt32	secondWingSettlementDate
Double	bodyModDuration
Double	firstWingModDuration
Double	secondWingModDuration
Double	bodyAccruedInterest
Double	firstWingAccruedInterest
Double	secondWingAccruedInterest
std::string	userData

Detailed Description

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

Constructor & Destructor Documentation

BV_BUTTERFLY_MOD_DURATION_PREVIEW()

BV_BUTTERFLY_MOD_DURATION_PREVIEW ( )

inline

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

~BV_BUTTERFLY_MOD_DURATION_PREVIEW()

virtual ~BV_BUTTERFLY_MOD_DURATION_PREVIEW ( )

inlinevirtual

Definition at line 51 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

Member Function Documentation

clone() [1/2]

virtual BV_BUTTERFLY_MOD_DURATION_PREVIEW * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_BUTTERFLY_MOD_DURATION_PREVIEW * 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 54 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 127 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

bodyAccruedInterest

Double bodyAccruedInterest

Accrued interest of the body.

Definition at line 108 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

bodyCleanPrice

Double bodyCleanPrice

Clean price of the body.

Definition at line 81 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

bodyId

UInt32 bodyId

ID of the tradable instrument of the body.

Definition at line 63 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

bodyModDuration

Double bodyModDuration

Modified duration of the body.

Definition at line 99 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

bodyNominalValue

Double bodyNominalValue

Nominal value of the body.

Definition at line 72 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

bodySettlementDate

UInt32 bodySettlementDate

Settlement date of the body.

Definition at line 90 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

butterflyModDurationtPreviewId

UInt32 butterflyModDurationtPreviewId

ID of the preview request.

Definition at line 60 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

firstWingAccruedInterest

Double firstWingAccruedInterest

Accrued interest of the first wing.

Definition at line 111 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

firstWingCleanPrice

Double firstWingCleanPrice

Clean price of the first wing.

Definition at line 84 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

firstWingId

UInt32 firstWingId

ID of the tradable instrument of the first wing.

Definition at line 66 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

firstWingModDuration

Double firstWingModDuration

Modified duration of the first wing.

Definition at line 102 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

firstWingNominalValue

Double firstWingNominalValue

Nominal value of the first wing.

Definition at line 75 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

firstWingSettlementDate

UInt32 firstWingSettlementDate

Settlement date of the first wing.

Definition at line 93 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

secondWingAccruedInterest

Double secondWingAccruedInterest

Accrued interest of the second wing.

Definition at line 114 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

secondWingCleanPrice

Double secondWingCleanPrice

Clean price of the second wing.

Definition at line 87 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

secondWingId

UInt32 secondWingId

ID of the tradable instrument of the second wing.

Definition at line 69 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

secondWingModDuration

Double secondWingModDuration

Modified duration of the second wing.

Definition at line 105 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

secondWingNominalValue

Double secondWingNominalValue

Nominal value of the second wing.

Definition at line 78 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

secondWingSettlementDate

UInt32 secondWingSettlementDate

Settlement date of the second wing.

Definition at line 96 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.

userData

std::string userData

Free field used by the client.

Definition at line 117 of file SMP.Classes.BV_BUTTERFLY_MOD_DURATION_PREVIEW.h.