OnixS C++ MTS Bond Vision SDP Handler  1.1.0
API documentation
BV_INVENTORY_BY_DEALER_TRADING_INFO Class Reference

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

Public Member Functions

 BV_INVENTORY_BY_DEALER_TRADING_INFO ()
 
 ~BV_INVENTORY_BY_DEALER_TRADING_INFO ()
 
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

UInt32 quoteId
 
std::string dealerReferenceId
 
TI_FLAG::Enum executableFg
 
Double price
 
Double yield
 
BV_VALUE yTC
 
BV_VALUE yTW
 
BV_VALUE yMWTh
 
Double mWCPriceTh
 
BV_VALUE yMWExrc
 
BV_VALUE yTR
 
BV_ANALYTICS analytics
 
Double countervalue
 
Double qty
 
Double minExecQty
 
TI_FLAG::Enum axedBonds
 
std::string quoteDigest
 
UInt64 quoteUpdateTime
 
TI_FLAG::Enum systematicInternaliserFg
 

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

size_t deserialize ( const void *  buf,
size_t  inLen 
)
size_t serializationBufSize ( ) const
inline
size_t serialize ( void *  buf) const
std::string toString ( ) const

Provides string presentation.

Member Data Documentation

BV_ANALYTICS analytics

Analytics.

Definition at line 93 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

TI_FLAG::Enum axedBonds

Axed Bonds flag.

Definition at line 105 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

Double countervalue

Quote countervalue.

Definition at line 96 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

std::string dealerReferenceId

Free text.

Definition at line 63 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

TI_FLAG::Enum executableFg

Specifies whether the quote may be hit/lifted by an inventory order.

Definition at line 66 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

Double minExecQty

Minimum executable quantity.

Definition at line 102 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

Double mWCPriceTh

MWC Price Theoretical.

Definition at line 84 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

Double price

Quote price.

Definition at line 69 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

Double qty

Quantity.

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

std::string quoteDigest

Encrypted information related to quote data.

Definition at line 108 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

UInt32 quoteId

Unique ID of the quote.

Definition at line 60 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

UInt64 quoteUpdateTime

Time at which the inventory quote was last updated.

Definition at line 111 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

TI_FLAG::Enum systematicInternaliserFg

Indicates whether the dealer is a Systematic Internaliser.

Definition at line 114 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

Double yield

Quote yield.

Definition at line 72 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

BV_VALUE yMWExrc

YMW Exercised.

Definition at line 87 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

BV_VALUE yMWTh

YMW Theoretical.

Definition at line 81 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

BV_VALUE yTC

Yield To Call.

Definition at line 75 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

BV_VALUE yTR

Yield to Reset.

Definition at line 90 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.

BV_VALUE yTW

Yield To Worse.

Definition at line 78 of file SMP.Substructures.BV_INVENTORY_BY_DEALER_TRADING_INFO.h.


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