BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC Class Reference

#include <OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h>

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

Public Attributes
UInt32	financialInstrumentId
UInt32	sectionId
std::string	cMFSectionCode
std::string	cMFSectionDesc
TI_STATISTIC_TYPE::Enum	type
UInt16	hour
TI_FLAG::Enum	greyMarketFlag
Double	minPrice
Double	maxPrice
Double	avgPrice
Double	minYield
Double	maxYield
Double	avgYield
Double	tradedNominalValue
UInt32	numberOfTrades
UInt64	lastTradeTime
TI_TRADE_TYPE::Enum	tradeType
TI_FINANCIAL_INSTRUMENT_TYPE::Enum	instrumentType
TI_FLAG::Enum	recalculationFg

Detailed Description

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

Constructor & Destructor Documentation

BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC ( )

inline

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

virtual ~BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC ( )

inlinevirtual

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

Member Function Documentation

virtual BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC* clone ( ) const

virtual

Implements Class.

virtual BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC* clone ( void *  ) const

virtual

Implements Class.

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

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

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 125 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

Double avgPrice

Weighted average trading price for the financial instrument.

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

Double avgYield

Weighted average trading yield for the financial instrument.

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

std::string cMFSectionCode

CMF section code.

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

std::string cMFSectionDesc

CMF section description.

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

UInt32 financialInstrumentId

ID of the financial instrument.

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

TI_FLAG::Enum greyMarketFlag

Flag indicating whether the financial instrument was on the the Grey Market at negotiation time.

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

UInt16 hour

Hour or interval to which the market statistics refer. Significant only for Type = TI_STATISTIC_TYPE_Hour.

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

TI_FINANCIAL_INSTRUMENT_TYPE::Enum instrumentType

Instrument type.

Definition at line 112 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

UInt64 lastTradeTime

Time at which the last valid deal was concluded on the financial instrument.

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

Double maxPrice

Maximum trading price for the financial instrument.

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

Double maxYield

Maximum trading yield for the financial instrument.

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

Double minPrice

Minimum trading price for the financial instrument.

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

Double minYield

Minimum trading yield for the financial instrument.

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

UInt32 numberOfTrades

Number of concluded trades used in the calculation.

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

TI_FLAG::Enum recalculationFg

Specifies whether the statistic has been recalculated.

Definition at line 115 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

UInt32 sectionId

Unique ID of the section.

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

Double tradedNominalValue

Total quantity traded.

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

TI_TRADE_TYPE::Enum tradeType

Specifies whether the statistic refers to normal trading activity or to a RFQ, RFCQ, etc.

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

TI_STATISTIC_TYPE::Enum type

Period to which the statistics refer (e.g. yesterday, today, now, life)

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

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The documentation for this class was generated from the following file:

• include/OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h