BV_IOI_QUOTING_DATA Class Reference

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 57 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

Constructor & Destructor Documentation

BV_IOI_QUOTING_DATA()

BV_IOI_QUOTING_DATA ( )

inline

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

~BV_IOI_QUOTING_DATA()

~BV_IOI_QUOTING_DATA ( )

inline

Definition at line 65 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

Member Function Documentation

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

serializationBufSize()

size_t serializationBufSize ( ) const

inline

Definition at line 135 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

serialize()

size_t serialize

(

void *

buf

)

const

toString()

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

aSWSpread

BV_IOI_VALUE aSWSpread

Asset-Swap spread.

Definition at line 101 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

axeFg

TI_FLAG::Enum axeFg

IOI Axe Flag (Yes or No)

Definition at line 86 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

benchmarkId

UInt32 benchmarkId

Benchmark Tradable Instrument Id.

Definition at line 95 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

cDSBasis

BV_IOI_VALUE cDSBasis

CDS Basis value.

Definition at line 122 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

cDSInterpolatedBasis

BV_IOI_VALUE cDSInterpolatedBasis

CDS Interpolated Basis value.

Definition at line 125 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

currency

std::string currency

Currency.

Definition at line 74 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

dMSpread

BV_IOI_VALUE dMSpread

Discount Margin spread.

Definition at line 110 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

gSpread

BV_IOI_VALUE gSpread

Government Bonds spread.

Definition at line 119 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

inventoryFg

TI_FLAG::Enum inventoryFg

Inventory or Portfolio Shown Flag (Yes or No)

Definition at line 92 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

iSpread

BV_IOI_VALUE iSpread

Interpolated spread.

Definition at line 113 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

moreBehindFg

TI_FLAG::Enum moreBehindFg

IOI More Behind Flag (Yes or No)

Definition at line 89 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

naturalFg

TI_FLAG::Enum naturalFg

IOI Natural Flag (Yes or No)

Definition at line 83 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

oASpread

BV_IOI_VALUE oASpread

Option Adjusted spread.

Definition at line 116 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

oISSpread

BV_IOI_VALUE oISSpread

OIS spread.

Definition at line 104 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

price

Double price

Price of the IOI.

Definition at line 71 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

quantity

Double quantity

Quantity of the IOI.

Definition at line 68 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

spread

BV_VALUE spread

Spread.

Definition at line 98 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

yield

Double yield

Yield.

Definition at line 77 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

yieldType

BV_YIELD_TYPE::Enum yieldType

Yield type.

Definition at line 80 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.

zSpread

BV_IOI_VALUE zSpread

Zero Coupon spread.

Definition at line 107 of file SMP.Substructures.BV_IOI_QUOTING_DATA.h.