OnixS C++ MTS Bond Vision SDP Handler  1.1.0
API documentation
Public Member Functions | Public Attributes | List of all members
BV_INSTRUMENT_CLASS Class Reference

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

Public Member Functions

 BV_INSTRUMENT_CLASS ()
 
virtual ~BV_INSTRUMENT_CLASS ()
 
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_CLASS * clone () const
 
virtual BV_INSTRUMENT_CLASS * clone (void *) const
 
- Public Member Functions inherited from Class
virtual ~Class ()
 
size_t getMaxMessageSize () const
 

Public Attributes

UInt32 instrumentClassId
 
TI_TRADING_TYPE::Enum tradingType
 
TI_INSTRUMENT_TYPE::Enum instrumentType
 
UInt64 statisticsTime
 
Double maxSettlSize
 
UInt32 sortNumber
 
BV_YIELD_PRICE_CONV::Enum bVBestYieldPriceConv
 
BV_YIELD_PRICE_CONV::Enum inventoryYieldPriceConv
 
UInt16 iODenialTime
 
BV_IO_DENIAL_TIME_TYPE::Enum iODenialTimeType
 
UInt16 iOLastLook
 
UInt32 productType
 
UInt16 inventoryDepthFreeze
 
UInt16 inventoryQuoteFreshness
 
TI_FLAG::Enum rFCQOutrightFg
 
TI_FLAG::Enum rFCQSwitchFg
 
TI_FLAG::Enum rFCQButterflyFg
 
TI_FLAG::Enum rFCQButterflyFreeFg
 
TI_FLAG::Enum rFCQMultiLegFg
 
TI_FLAG::Enum rFCQDoubleSidedFg
 
TI_FLAG::Enum inventoryOrderFg
 
UInt32 rFCQTimer
 
UInt16 rFCQMaxNumRecipients
 
UInt16 rFCQMaxOffsetSettlement
 
UInt32 rFCQSummaryDelay
 
UInt16 rFCQMinAutomaticMatchingTimeout
 
UInt16 rFCQAcceptanceTimeout
 
TI_FLAG::Enum concurrentBidAskRFCQFg
 
UInt32 outrightRFCQPreTradeTransparencyMinTime
 
UInt32 outrightRFCQPreTradeTransparencyMaxTime
 

Detailed Description

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

Constructor & Destructor Documentation

BV_INSTRUMENT_CLASS ( )
inline

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

virtual ~BV_INSTRUMENT_CLASS ( )
inlinevirtual

Definition at line 50 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

Member Function Documentation

virtual BV_INSTRUMENT_CLASS* clone ( ) const
virtual

Implements Class.

virtual BV_INSTRUMENT_CLASS* clone ( void *  ) const
virtual

Implements Class.

size_t deserialize ( const void *  buf,
size_t  inLen 
)
virtual ClassId::Enum id ( ) const
inlinevirtual

Class id.

Implements Class.

Definition at line 53 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 156 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

BV_YIELD_PRICE_CONV::Enum bVBestYieldPriceConv

Identifier of the yield/price conversion for market BV Best.

Definition at line 77 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

TI_FLAG::Enum concurrentBidAskRFCQFg

Specifies whether a market member may have two concurrent Outright RFCQs for the same tradable instrument, one in buy and one in sell.

Definition at line 140 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

UInt32 instrumentClassId

Unique ID of the instrument class.

Definition at line 59 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

TI_INSTRUMENT_TYPE::Enum instrumentType

Identifier of the tradable instrument type (Bond only)

Definition at line 65 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

UInt16 inventoryDepthFreeze

Inventory Depth Freeze (in seconds) at GUI level.

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

TI_FLAG::Enum inventoryOrderFg

Specifies whether the trading on the RFCQ Type Inventory Order is enabled or disabled.

Definition at line 119 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

UInt16 inventoryQuoteFreshness

Freshness in seconds of the Inventory Quote.

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

BV_YIELD_PRICE_CONV::Enum inventoryYieldPriceConv

Identifier of the yield/price conversion for inventory market depth.

Definition at line 80 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

UInt16 iODenialTime

Delay, in seconds, between two consecutive submissions of an Inventory order on the same tradable instrument by the same Buy Side Member.

Definition at line 83 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

BV_IO_DENIAL_TIME_TYPE::Enum iODenialTimeType

Specifies whether the due in time refers only to the last Sell Side Member or to all counterparties.

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

UInt16 iOLastLook

Delay in seconds for the manual acceptance of an inventory order.

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

Double maxSettlSize

Maximum Settlement Size for the instrument class.

Definition at line 71 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

UInt32 outrightRFCQPreTradeTransparencyMaxTime

Pre-Trade transparency maximum time expressed in microseconds for an Outright RFCQ.

Definition at line 146 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

UInt32 outrightRFCQPreTradeTransparencyMinTime

Pre-Trade transparency minimum time expressed in microseconds for an Outright RFCQ.

Definition at line 143 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

UInt32 productType

Unique ID of the product type.

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

UInt16 rFCQAcceptanceTimeout

Time, expressed as number of milliseconds, for manual acceptance of a Outright RFCQ.

Definition at line 137 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

TI_FLAG::Enum rFCQButterflyFg

Specifies whether the trading on the RFCQ Type Butterfly is enabled or disable.

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

TI_FLAG::Enum rFCQButterflyFreeFg

Specifies whether the trading on the RFCQ Type Butterfly Free is enabled or disable.

Definition at line 110 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

TI_FLAG::Enum rFCQDoubleSidedFg

Specifies whether the trading on the RFCQ Type DoubleSided is enabled or disable.

Definition at line 116 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

UInt16 rFCQMaxNumRecipients

Maximum number of market member to whom an RFCQ can be addressed.

Definition at line 125 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

UInt16 rFCQMaxOffsetSettlement

Maximum number of working days that can be specified for settlement.

Definition at line 128 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

UInt16 rFCQMinAutomaticMatchingTimeout

Minimum time, expressed as number of milliseconds, after which a Outright RFCQ quote can only be manually accepted.

Definition at line 134 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

TI_FLAG::Enum rFCQMultiLegFg

Specifies whether the trading on the RFCQ Type MultiLeg is enabled or disable.

Definition at line 113 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

TI_FLAG::Enum rFCQOutrightFg

Specifies whether the trading on the RFCQ Type Outright is enabled or disable.

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

UInt32 rFCQSummaryDelay

Number of milliseconds after which the Audit Trail Summary will be sent to participants.

Definition at line 131 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

TI_FLAG::Enum rFCQSwitchFg

Specifies whether the trading on the RFCQ Type Switch is enabled or disable.

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

UInt32 rFCQTimer

Number of seconds for accepting an RFCQ.

Definition at line 122 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

UInt32 sortNumber

Instrument Class Sorting Number.

Definition at line 74 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

UInt64 statisticsTime

Indicates since what time statistics are available. If it is zero statistics are always calculated.

Definition at line 68 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

TI_TRADING_TYPE::Enum tradingType

Identifier of the price type.

Definition at line 62 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

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