BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO Class Reference

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

Public Member Functions
	BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO ()
	~BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO ()
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	sellSideMemberCode
std::string	sellSideTraderName
UInt32	rfcqReqId
UInt32	creationDate
UInt64	creationTime
TI_RFCQ_TYPE::Enum	rfcqType
TI_RFCQ_ORIGIN::Enum	rfcqOrigin
BV_ALGO_INFO	algoInfo
BV_CLIENT_IDENTIFICATION_INFO	clientIdentificationInfo
TI_FLAG::Enum	preAgreedFg
TI_FLAG::Enum	preTradeFg
UInt16	dueInTime
UInt64	dueInTimeout
TI_RFCQ_QUANTITY_CALCULATION::Enum	quantityCalculation
UInt32	tradingListId
UInt16	legId
TI_FLAG::Enum	msgFg
std::string	buySideMemberCode
std::string	buySideMemberDesc
std::string	buySideMemberShortDesc
std::string	buySideTraderName
BV_RFCQ_DEALER_SELECTION_TYPE::Enum	dealerSelectionType
TI_RFCQ_REQUEST_STATUS::Enum	finalStatus
TI_RFCQ_PROVIDER_STATUS::Enum	providerStatus
UInt64	closingTime
UInt16	sellSideNr
UInt16	participatingSellSideNr
UInt32	delay
SInt32	responseTimeDifference
BV_RFCQ_COVER_INFO	priceCoverInfo
BV_RFCQ_COVER_INFO	proceedsCoverInfo
BV_RFCQ_COVER_INFO	grossYieldCoverInfo
BV_RFCQ_COVER_INFO	durWeightedYieldCoverInfo
Double	grossYieldSpread
Double	proceedsSpread
Double	riskWeightedYieldSpread
UInt16	numOfLegs
UInt16	numOfTradableLegs
std::vector< BV_RFCQ_LEG_SUMMARY >	legSummary
std::string	comment
std::string	areaCodeShortDesc
std::string	areaCodeDesc

Static Public Attributes
static const size_t	legSummarySize = 3

Detailed Description

Definition at line 49 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

Constructor & Destructor Documentation

BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO ( )

inline

Definition at line 52 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

~BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO ( )

inline

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

Member Function Documentation

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

size_t serializationBufSize ( ) const

inline

Definition at line 204 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

size_t serialize

(

void *

buf

)

const

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

BV_ALGO_INFO algoInfo

Algo info.

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

std::string areaCodeDesc

Long description of the buy side area code.

Definition at line 194 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

std::string areaCodeShortDesc

Short description of the buy side area code.

Definition at line 191 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

std::string buySideMemberCode

Code of the Buy Side Member.

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

std::string buySideMemberDesc

Long description of the Buy Side Member.

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

std::string buySideMemberShortDesc

Short description of the Buy Side Member.

Definition at line 127 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

std::string buySideTraderName

Unique name of the trader of the Buy Side Member.

Definition at line 130 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo

Client identification info.

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

UInt64 closingTime

Closing time of the RFCQ.

Definition at line 142 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

std::string comment

Free text.

Definition at line 188 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

UInt32 creationDate

Creation date of the RFCQ.

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

UInt64 creationTime

Creation time of the RFCQ.

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

BV_RFCQ_DEALER_SELECTION_TYPE::Enum dealerSelectionType

Dealer Selection Type.

Definition at line 133 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

UInt32 delay

Difference between RFCQ creation time and the time of the first quote sent by the Sell Side Member.

Definition at line 151 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

UInt16 dueInTime

Number of seconds the RFCQ will be deferred (for Multileg RFCQ)

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

UInt64 dueInTimeout

Time at which the MultiLeg RFCQ will start.

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

BV_RFCQ_COVER_INFO durWeightedYieldCoverInfo

Duration weighted yield cover information (only for Butterfly RFCQs)

Definition at line 166 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

TI_RFCQ_REQUEST_STATUS::Enum finalStatus

Specifies the final status of the RFCQ.

Definition at line 136 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

BV_RFCQ_COVER_INFO grossYieldCoverInfo

Gross yield cover information (only for Switch and Butterfly RFCQs)

Definition at line 163 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

Double grossYieldSpread

Only valid for Switch and Butterfly RFCQ.

Definition at line 169 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

UInt16 legId

Unique ID of the trading leg.

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

std::vector<BV_RFCQ_LEG_SUMMARY> legSummary

Definition at line 185 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

const size_t legSummarySize = 3

static

Leg summay information.

Definition at line 184 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

TI_FLAG::Enum msgFg

If True, messages have been exchanged during the RFCQ between the Sell Side Member and the Buy Side Member.

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

UInt16 numOfLegs

Trading List - Number of legs.

Definition at line 178 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

UInt16 numOfTradableLegs

Number of tradable bonds in the trading list.

Definition at line 181 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

UInt16 participatingSellSideNr

Number of Sell Side Members that took part in the RFCQ.

Definition at line 148 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

TI_FLAG::Enum preAgreedFg

Specifies if the RFCQ is sent to one and only provider.

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

TI_FLAG::Enum preTradeFg

Specifies whether the RFCQ is subject to pre-trade transparency.

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

BV_RFCQ_COVER_INFO priceCoverInfo

Price cover information (only for Outright, Multileg and Double-sided RFCQs)

Definition at line 157 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

BV_RFCQ_COVER_INFO proceedsCoverInfo

Proceeds cover information (only for Switch and Butterfly RFCQs)

Definition at line 160 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

Double proceedsSpread

Only valid for Switch (Proceeds Spread) and Butterfly RFCQ (Proceeds Weighted Spread)

Definition at line 172 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

TI_RFCQ_PROVIDER_STATUS::Enum providerStatus

Final status of the Sell Side Member.

Definition at line 139 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation

Type of quantity calculation carried out by the Buy Side member.

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

SInt32 responseTimeDifference

Delay between the first quote sent to the Buy Side Member by the Sell Side Member and the first quote sent by all other competing members.

Definition at line 154 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

TI_RFCQ_ORIGIN::Enum rfcqOrigin

RFCQ Origin(From Scratch, From Single Dealer Page, From Inventory)

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

UInt32 rfcqReqId

Unique ID of the RFCQ request.

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

TI_RFCQ_TYPE::Enum rfcqType

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

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

Double riskWeightedYieldSpread

Only valid for Butterfly RFCQ.

Definition at line 175 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

std::string sellSideMemberCode

Code of the Sell Side Member to whom the RFCQ summary is addressed.

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

UInt16 sellSideNr

Number of Sell Side Members to whom the RFCQ was addressed.

Definition at line 145 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.h.

std::string sellSideTraderName

Unique name of the trader of the sell side.

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

UInt32 tradingListId

Unique ID of the trading list of bonds.

Definition at line 112 of file SMP.Substructures.BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO.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_SELL_SIDE_SUMMARY_INFO.h