BV_IOI_QUOTING_DATA Class Reference

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

Public Member Functions
	BV_IOI_QUOTING_DATA ()
	~BV_IOI_QUOTING_DATA ()
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
Double	quantity
Double	price
std::string	currency
Double	yield
BV_YIELD_TYPE::Enum	yieldType
TI_FLAG::Enum	naturalFg
TI_FLAG::Enum	axeFg
TI_FLAG::Enum	moreBehindFg
TI_FLAG::Enum	inventoryFg
UInt32	benchmarkId
BV_VALUE	spread
BV_IOI_VALUE	aSWSpread
BV_IOI_VALUE	oISSpread
BV_IOI_VALUE	zSpread
BV_IOI_VALUE	dMSpread
BV_IOI_VALUE	iSpread
BV_IOI_VALUE	oASpread
BV_IOI_VALUE	gSpread
BV_IOI_VALUE	cDSBasis
BV_IOI_VALUE	cDSInterpolatedBasis

Detailed Description

Definition at line 52 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

Constructor & Destructor Documentation

BV_IOI_QUOTING_DATA ( )

inline

Definition at line 55 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

~BV_IOI_QUOTING_DATA ( )

inline

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

Member Function Documentation

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

size_t serializationBufSize ( ) const

inline

Definition at line 130 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

size_t serialize

(

void *

buf

)

const

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

BV_IOI_VALUE aSWSpread

Asset-Swap spread.

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

TI_FLAG::Enum axeFg

IOI Axe Flag (Yes or No)

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

UInt32 benchmarkId

Benchmark Tradable Instrument Id.

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

BV_IOI_VALUE cDSBasis

CDS Basis value.

Definition at line 117 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

BV_IOI_VALUE cDSInterpolatedBasis

CDS Interpolated Basis value.

Definition at line 120 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

std::string currency

Currency.

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

BV_IOI_VALUE dMSpread

Discount Margin spread.

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

BV_IOI_VALUE gSpread

Government Bonds spread.

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

TI_FLAG::Enum inventoryFg

Inventory or Portfolio Shown Flag (Yes or No)

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

BV_IOI_VALUE iSpread

Interpolated spread.

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

TI_FLAG::Enum moreBehindFg

IOI More Behind Flag (Yes or No)

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

TI_FLAG::Enum naturalFg

IOI Natural Flag (Yes or No)

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

BV_IOI_VALUE oASpread

Option Adjusted spread.

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

BV_IOI_VALUE oISSpread

OIS spread.

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

Double price

Price of the IOI.

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

Double quantity

Quantity of the IOI.

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

BV_VALUE spread

Spread.

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

Double yield

Yield.

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

BV_YIELD_TYPE::Enum yieldType

Yield type.

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

BV_IOI_VALUE zSpread

Zero Coupon spread.

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

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

• include/OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_IOI_QUOTING_DATA.h