BV_INSTRUMENT_MODALITY Class Reference

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

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

Public Attributes
UInt32	instrumentId
Double	minPriceTick
Double	minYieldTick
Double	incrementQty
Double	lotValue
std::vector< BV_INSTRUMENT_PER_FUNCTION >	functionParameters
Double	minDiscountRateTick

Static Public Attributes
static const size_t	functionParametersSize = 20

Detailed Description

Definition at line 44 of file SMP.Classes.BV_INSTRUMENT_MODALITY.h.

Constructor & Destructor Documentation

BV_INSTRUMENT_MODALITY ( )

inline

Definition at line 47 of file SMP.Classes.BV_INSTRUMENT_MODALITY.h.

virtual ~BV_INSTRUMENT_MODALITY ( )

inlinevirtual

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

Member Function Documentation

virtual BV_INSTRUMENT_MODALITY* clone ( ) const

virtual

Implements Class.

virtual BV_INSTRUMENT_MODALITY* 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 56 of file SMP.Classes.BV_INSTRUMENT_MODALITY.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 91 of file SMP.Classes.BV_INSTRUMENT_MODALITY.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

std::vector<BV_INSTRUMENT_PER_FUNCTION> functionParameters

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

const size_t functionParametersSize = 20

static

Function dependent parameters. The TI_TRADING_FUNCTION enumerate value can be used as array index.

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

Double incrementQty

Minimum quantity increment. (This parameter also defines the minimum tradable quantity on the system)

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

UInt32 instrumentId

Unique ID of the tradable instrument.

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

Double lotValue

Unit value of the lot.

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

Double minDiscountRateTick

Minimum discount rate variation that users will be able to express.

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

Double minPriceTick

Minimum price variation that users will be able to express.

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

Double minYieldTick

Minimum yield variation that users will be able to express.

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

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

• include/OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_INSTRUMENT_MODALITY.h