BV_HIST_RFCQ_QUOTE Class Reference

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

Public Attributes
UInt32	rfcqQuoteMsgId
UInt32	rfcqReqId
TI_RFCQ_TYPE::Enum	rfcqType
UInt32	tradingListId
UInt16	legId
BV_HIST_MEMBER_INFO	provider
std::string	dealerReferenceId
std::vector< BV_HIST_RFCQ_QUOTING_LEG >	quotingLeg
TI_RFCQ_QUOTE_EVENT::Enum	event
TI_RFCQ_QUOTE_STATUS::Enum	status
UInt16	automaticMatchingThreshold
UInt64	automaticMatchingValidityTime
UInt32	creationDate
UInt64	creationTime
UInt64	editTime

Static Public Attributes
static const size_t	quotingLegSize = 3

Detailed Description

Definition at line 45 of file SMP.Classes.BV_HIST_RFCQ_QUOTE.h.

Constructor & Destructor Documentation

BV_HIST_RFCQ_QUOTE()

BV_HIST_RFCQ_QUOTE ( )

inline

Definition at line 48 of file SMP.Classes.BV_HIST_RFCQ_QUOTE.h.

~BV_HIST_RFCQ_QUOTE()

virtual ~BV_HIST_RFCQ_QUOTE ( )

inlinevirtual

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

Member Function Documentation

clone() [1/2]

virtual BV_HIST_RFCQ_QUOTE * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_HIST_RFCQ_QUOTE * 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 58 of file SMP.Classes.BV_HIST_RFCQ_QUOTE.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

automaticMatchingThreshold

UInt16 automaticMatchingThreshold

Automatic matching threshold in seconds.

Definition at line 95 of file SMP.Classes.BV_HIST_RFCQ_QUOTE.h.

automaticMatchingValidityTime

UInt64 automaticMatchingValidityTime

Automatic matching validity time.

Definition at line 98 of file SMP.Classes.BV_HIST_RFCQ_QUOTE.h.

creationDate

UInt32 creationDate

Date on which the message was written.

Definition at line 101 of file SMP.Classes.BV_HIST_RFCQ_QUOTE.h.

creationTime

UInt64 creationTime

Time at which the message was written.

Definition at line 104 of file SMP.Classes.BV_HIST_RFCQ_QUOTE.h.

dealerReferenceId

std::string dealerReferenceId

Free text.

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

editTime

UInt64 editTime

Last Update Time.

Definition at line 107 of file SMP.Classes.BV_HIST_RFCQ_QUOTE.h.

event

TI_RFCQ_QUOTE_EVENT::Enum event

Action applied to the quote.

Definition at line 89 of file SMP.Classes.BV_HIST_RFCQ_QUOTE.h.

legId

UInt16 legId

Unique ID of the trading leg.

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

provider

BV_HIST_MEMBER_INFO provider

Data identifying the member who entered the quote.

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

quotingLeg

std::vector<BV_HIST_RFCQ_QUOTING_LEG> quotingLeg

Definition at line 86 of file SMP.Classes.BV_HIST_RFCQ_QUOTE.h.

quotingLegSize

const size_t quotingLegSize = 3

static

Quoting leg data.

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

rfcqQuoteMsgId

UInt32 rfcqQuoteMsgId

Unique ID of the RFCQ quote.

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

rfcqReqId

UInt32 rfcqReqId

Unique ID of the RFCQ request.

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

rfcqType

TI_RFCQ_TYPE::Enum rfcqType

RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)

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

status

TI_RFCQ_QUOTE_STATUS::Enum status

Status of the RFCQ quote.

Definition at line 92 of file SMP.Classes.BV_HIST_RFCQ_QUOTE.h.

tradingListId

UInt32 tradingListId

Unique ID of the trading list of bonds.

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