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_LEG >	tradingLeg
Double	grossYieldSpread
Double	proceedsSpread
Double	riskWeightedYieldSpread

Static Public Attributes
static const size_t	tradingLegSize = 3

Detailed Description

Definition at line 43 of file SMP.Substructures.BV_HIST_RFCQ_TRADING_LEVEL.h.

Constructor & Destructor Documentation

BV_HIST_RFCQ_TRADING_LEVEL ( )

inline

Definition at line 46 of file SMP.Substructures.BV_HIST_RFCQ_TRADING_LEVEL.h.

~BV_HIST_RFCQ_TRADING_LEVEL ( )

inline

Definition at line 55 of file SMP.Substructures.BV_HIST_RFCQ_TRADING_LEVEL.h.

Member Function Documentation

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

size_t serializationBufSize ( ) const

inline

Definition at line 99 of file SMP.Substructures.BV_HIST_RFCQ_TRADING_LEVEL.h.

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

Definition at line 80 of file SMP.Substructures.BV_HIST_RFCQ_TRADING_LEVEL.h.

const size_t tradingLegSize = 3

static

Trading information leg.

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