BV_FUTURE Class Reference

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

Public Member Functions
	BV_FUTURE ()
virtual	~BV_FUTURE ()
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_FUTURE *	clone () const
virtual BV_FUTURE *	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	instrumentClassId
Double	lotValue
Double	minBasisSize
Double	minOutrightSize
Double	incrementQty
Double	rFCQMinStageOrderQty
Double	rFCQMinPriceTick
Double	rFCQMinYieldTick
Double	rFCQMinSplitFillQty
UInt32	sortNumber

Detailed Description

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

Constructor & Destructor Documentation

BV_FUTURE ( )

inline

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

virtual ~BV_FUTURE ( )

inlinevirtual

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

Member Function Documentation

virtual BV_FUTURE* clone ( ) const

virtual

Implements Class.

virtual BV_FUTURE* 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_FUTURE.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 110 of file SMP.Classes.BV_FUTURE.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt32 financialInstrumentId

Unique ID of the financial instrument (Future Delivery) in the TI_FUTURE_DELIVERY class.

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

Double incrementQty

Increment Quantity.

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

UInt32 instrumentClassId

Unique ID of the instrument class.

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

std::string instrumentCode

Alphanumeric code of the Future (tradable instrument)

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

std::string instrumentDesc

Description of the Future (tradable instrument)

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

UInt32 instrumentId

Unique ID of the Future (tradable instrument)

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

Double lotValue

Unit value of the lot.

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

Double minBasisSize

Minimum number of lots for the future Leg in a Basis contract.

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

Double minOutrightSize

For future use.

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

Double rFCQMinPriceTick

Min Price Tick for RFCQ and Trade Registration.

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

Double rFCQMinSplitFillQty

Min Split Fill Quantity for RFCQ and Trade Registration.

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

Double rFCQMinStageOrderQty

For future use.

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

Double rFCQMinYieldTick

For future use.

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

UInt32 sortNumber

Instrument sorting number.

Definition at line 100 of file SMP.Classes.BV_FUTURE.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_FUTURE.h