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 |
Definition at line 43 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.
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inline |
Definition at line 46 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.
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inlinevirtual |
Definition at line 50 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.
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virtual |
Implements Class.
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virtual |
Implements Class.
| size_t deserialize | ( | const void * | buf, |
| size_t | inLen ) |
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inlinevirtual |
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inlinevirtual |
Implements Class.
Definition at line 168 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.
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virtual |
Provides string presentation.
Implements Class.
| 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.
| TI_FLAG::Enum enableMOCfg |
Specifies whether an instrument belonging to this Instrument Class can be traded with a Portfolio Market-On-Close (MOC)
Definition at line 152 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.
| TI_FLAG::Enum enablePortfolioRFCQFg |
Specifies whether an instrument belonging to this Instrument Class can be traded with a Portfolio RFCQ.
Definition at line 149 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.
| UInt64 mOCCutoff |
MOC cutoff.
Definition at line 158 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.
| UInt64 mOCFixingTime |
MOC fixing time.
Definition at line 155 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 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_FLAG::Enum tradeRegistration |
Specifies whether the trading on the Trade Registration is enabled or disabled.
Definition at line 107 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.
