BV_INSTRUMENT Class Reference

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

Public Attributes
UInt32	financialInstrumentId
UInt32	benchmarkIndexId
Double	quotedMargin
BV_DISCOUNT_MARGIN_FORMULA_TYPE::Enum	discountMarginFormulaType
TI_FLAG::Enum	callProvisionFg
TI_FLAG::Enum	mWCProvisionFg
TI_FLAG::Enum	perpetualFg
TI_FLAG::Enum	unseasonedBondFg
std::string	miFIRIdentifier
UInt32	miFIRBondTypeId
UInt32	bondSeniorityId
TI_FLAG::Enum	liquidFg
Double	sSTIPreTradeQty
Double	sSTIPostTradeQty
Double	lISPreTradeQty
Double	lISPostTradeQty

Detailed Description

Definition at line 43 of file SMP.Classes.BV_INSTRUMENT.h.

Constructor & Destructor Documentation

BV_INSTRUMENT()

BV_INSTRUMENT ( )

inline

Definition at line 46 of file SMP.Classes.BV_INSTRUMENT.h.

~BV_INSTRUMENT()

virtual ~BV_INSTRUMENT ( )

inlinevirtual

Definition at line 51 of file SMP.Classes.BV_INSTRUMENT.h.

Member Function Documentation

clone() [1/2]

virtual BV_INSTRUMENT * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_INSTRUMENT * 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 54 of file SMP.Classes.BV_INSTRUMENT.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 115 of file SMP.Classes.BV_INSTRUMENT.h.

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

benchmarkIndexId

UInt32 benchmarkIndexId

Unique ID of the Benchmark Index.

Definition at line 63 of file SMP.Classes.BV_INSTRUMENT.h.

bondSeniorityId

UInt32 bondSeniorityId

Unique ID of the Bond Seniority.

Definition at line 90 of file SMP.Classes.BV_INSTRUMENT.h.

callProvisionFg

TI_FLAG::Enum callProvisionFg

Flag identifying callable bonds.

Definition at line 72 of file SMP.Classes.BV_INSTRUMENT.h.

discountMarginFormulaType

BV_DISCOUNT_MARGIN_FORMULA_TYPE::Enum discountMarginFormulaType

Unique ID code of the method for calculating the discount margin of the instrument.

Definition at line 69 of file SMP.Classes.BV_INSTRUMENT.h.

financialInstrumentId

UInt32 financialInstrumentId

Unique ID of the financial instrument (Bond)

Definition at line 60 of file SMP.Classes.BV_INSTRUMENT.h.

liquidFg

TI_FLAG::Enum liquidFg

Liquid flag (configured for 'EU' Area Code)

Definition at line 93 of file SMP.Classes.BV_INSTRUMENT.h.

lISPostTradeQty

Double lISPostTradeQty

LIS threshold level for post-trade transparency (configured for 'EU' Area Code)

Definition at line 105 of file SMP.Classes.BV_INSTRUMENT.h.

lISPreTradeQty

Double lISPreTradeQty

LIS threshold level for pre-trade transparency (configured for 'EU' Area Code)

Definition at line 102 of file SMP.Classes.BV_INSTRUMENT.h.

miFIRBondTypeId

UInt32 miFIRBondTypeId

Unique ID of the Bond Type.

Definition at line 87 of file SMP.Classes.BV_INSTRUMENT.h.

miFIRIdentifier

std::string miFIRIdentifier

MiFIR Identifier.

Definition at line 84 of file SMP.Classes.BV_INSTRUMENT.h.

mWCProvisionFg

TI_FLAG::Enum mWCProvisionFg

Flag identifying MWC bonds.

Definition at line 75 of file SMP.Classes.BV_INSTRUMENT.h.

perpetualFg

TI_FLAG::Enum perpetualFg

Flag identifying perpetual bonds.

Definition at line 78 of file SMP.Classes.BV_INSTRUMENT.h.

quotedMargin

Double quotedMargin

Quoted Margin in basis points.

Definition at line 66 of file SMP.Classes.BV_INSTRUMENT.h.

sSTIPostTradeQty

Double sSTIPostTradeQty

SSTI threshold level for post-trade transparency (configured for 'EU' Area Code)

Definition at line 99 of file SMP.Classes.BV_INSTRUMENT.h.

sSTIPreTradeQty

Double sSTIPreTradeQty

SSTI threshold level for pre-trade transparency (configured for 'EU' Area Code)

Definition at line 96 of file SMP.Classes.BV_INSTRUMENT.h.

unseasonedBondFg

TI_FLAG::Enum unseasonedBondFg

Flag to determine wheter a bond is unseasoned or not.

Definition at line 81 of file SMP.Classes.BV_INSTRUMENT.h.