OnixS C++ MTS Bond Vision SDP Handler  1.1.0
API documentation
BV_HIST_RFCQ_TRADING_LEVEL Class Reference

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

Public Member Functions

 BV_HIST_RFCQ_TRADING_LEVEL ()
 
 ~BV_HIST_RFCQ_TRADING_LEVEL ()
 
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 memberCode
 
std::string memberDesc
 
std::string memberShortDesc
 
UInt32 quoteId
 
UInt64 quoteUpdateTime
 
UInt64 automaticMatchingValidityTime
 
TI_RFCQ_MATCHING_TYPE::Enum quoteMatchingType
 
std::vector< BV_RFCQ_TRADING_LEGtradingLeg
 
Double grossYieldSpread
 
Double proceedsSpread
 
Double riskWeightedYieldSpread
 

Static Public Attributes

static const size_t tradingLegSize = 3
 

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

size_t deserialize ( const void *  buf,
size_t  inLen 
)
size_t serializationBufSize ( ) const
inline
size_t serialize ( void *  buf) const
std::string toString ( ) const

Provides string presentation.

Member Data Documentation

UInt64 automaticMatchingValidityTime

Automatic matching validity time.

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

Double grossYieldSpread

Only valid for Switch and Butterfly RFCQ.

Definition at line 83 of file SMP.Substructures.BV_HIST_RFCQ_TRADING_LEVEL.h.

std::string memberCode

Code of the Sell Side Member.

Definition at line 58 of file SMP.Substructures.BV_HIST_RFCQ_TRADING_LEVEL.h.

std::string memberDesc

Description of the Sell Side Member.

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

std::string memberShortDesc

Short description of the Sell Side Member.

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

Double proceedsSpread

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

Definition at line 86 of file SMP.Substructures.BV_HIST_RFCQ_TRADING_LEVEL.h.

UInt32 quoteId

Unique ID of the RFCQ quote.

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

TI_RFCQ_MATCHING_TYPE::Enum quoteMatchingType

Quote matching type.

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

UInt64 quoteUpdateTime

Quote last update time.

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

Double riskWeightedYieldSpread

Only valid for Butterfly RFCQ.

Definition at line 89 of file SMP.Substructures.BV_HIST_RFCQ_TRADING_LEVEL.h.

std::vector<BV_RFCQ_TRADING_LEG> tradingLeg
const size_t tradingLegSize = 3
static

Trading information leg.

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


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