BV_HIST_RFCQ_ORDER_LEG Class Reference

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

Public Member Functions
	BV_HIST_RFCQ_ORDER_LEG ()
	~BV_HIST_RFCQ_ORDER_LEG ()
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
std::string	sectionCode
BV_HIST_INSTRUMENT_INFO	instrument
Double	quotation
TI_FLAG::Enum	useIoIFg
BV_BEST_TRADING_INFO	bVBestBid
BV_BEST_TRADING_INFO	bVBestAsk
Double	bVBestMidPrice
Double	bVBestMidYield
BV_VALUE	bVBestMidYTC
BV_VALUE	bVBestMidYTW
BV_VALUE	bvBestMidYMWTh
Double	bvBestMidMWCPriceTh
BV_VALUE	bvBestMidYMWExrc
BV_VALUE	bvBestMidYTR
BV_ANALYTICS	bvBestMidAnalytics
TI_FLAG::Enum	bVBestMidValidityFg
std::string	benchmarkISINCode
std::string	benchmarkDescription
Double	benchmarkPrice
Double	benchmarkYield
Double	benchmarkSpreadValue

Detailed Description

Definition at line 51 of file SMP.Substructures.BV_HIST_RFCQ_ORDER_LEG.h.

Constructor & Destructor Documentation

BV_HIST_RFCQ_ORDER_LEG ( )

inline

Definition at line 54 of file SMP.Substructures.BV_HIST_RFCQ_ORDER_LEG.h.

~BV_HIST_RFCQ_ORDER_LEG ( )

inline

Definition at line 61 of file SMP.Substructures.BV_HIST_RFCQ_ORDER_LEG.h.

Member Function Documentation

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

size_t serializationBufSize ( ) const

inline

Definition at line 134 of file SMP.Substructures.BV_HIST_RFCQ_ORDER_LEG.h.

size_t serialize

(

void *

buf

)

const

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

std::string benchmarkDescription

Benchmark description.

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

std::string benchmarkISINCode

Benchmark ISIN Code.

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

Double benchmarkPrice

Benchmark Price.

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

Double benchmarkSpreadValue

Benchmark Spread Value.

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

Double benchmarkYield

Benchmark Yield.

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

BV_BEST_TRADING_INFO bVBestAsk

Market BV Best on the Ask side.

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

BV_BEST_TRADING_INFO bVBestBid

Market BV Best on the Bid side.

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

BV_ANALYTICS bvBestMidAnalytics

Analytics.

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

Double bvBestMidMWCPriceTh

Mid MWC Price Theoretical.

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

Double bVBestMidPrice

Mid Price Value.

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

TI_FLAG::Enum bVBestMidValidityFg

Flag indicating whether the mid-price set in fields BvBestMidPrice/BvBestMidYield is valid or not.

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

Double bVBestMidYield

Mid Yield Value.

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

BV_VALUE bvBestMidYMWExrc

Mid YMW Exercised.

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

BV_VALUE bvBestMidYMWTh

Mid YMW Theoretical.

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

BV_VALUE bVBestMidYTC

Mid Yield To Call.

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

BV_VALUE bvBestMidYTR

Mid Yield to Reset.

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

BV_VALUE bVBestMidYTW

Mid Yield to Worst.

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

BV_HIST_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

Definition at line 67 of file SMP.Substructures.BV_HIST_RFCQ_ORDER_LEG.h.

Double quotation

Price (or Yield) of the order.

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

std::string sectionCode

Section Code.

Definition at line 64 of file SMP.Substructures.BV_HIST_RFCQ_ORDER_LEG.h.

TI_FLAG::Enum useIoIFg

Specifies whether to use the Indication of Interest as limit price.

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

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

• include/OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_HIST_RFCQ_ORDER_LEG.h