OnixS C++ MTS Bond Vision SDP Handler 1.5.1
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BV_LIQUID_INSTRUMENT_THRESHOLDS Class Reference

Public Member Functions

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

Public Attributes

UInt32 instrumentId
UInt32 financialInstrumentId
UInt16 areaCodeId
TI_FLAG::Enum liquidFg
TI_FLAG::Enum mMIFg
Double eCBFxRate
Double sSTIPreTradeQty
Double sSTIPostTradeQty
Double lISPreTradeQty
Double lISPostTradeQty
UInt16 lISCategory
std::string ratingCategory
std::string creditRating
UInt16 eSMAGroupId
UInt16 groupId
std::string lISCurrency
BV_VALUE lIS
BV_VALUE lIS1
BV_VALUE lIS2
BV_VALUE lIS3
BV_VALUE lIS4
BV_VALUE lIS5
BV_VALUE lIS6
BV_VALUE lIS7
BV_VALUE lIS8
BV_VALUE lIS9
BV_VALUE lIS10
TI_POST_TRADE_DEFERRAL::Enum belowLISPostTradeDeferral
TI_POST_TRADE_DEFERRAL::Enum atAboveLISPostTradeDeferral
TI_POST_TRADE_DEFERRAL::Enum aTBelowLIS1PostTradeDeferral
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS1PostTradeDeferral
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS2PostTradeDeferral
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS3PostTradeDeferral
TI_POST_TRADE_DEFERRAL::Enum noLISPostTradeDeferral

Detailed Description

Definition at line 59 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

Constructor & Destructor Documentation

◆ BV_LIQUID_INSTRUMENT_THRESHOLDS()

BV_LIQUID_INSTRUMENT_THRESHOLDS ( )
inline

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

◆ ~BV_LIQUID_INSTRUMENT_THRESHOLDS()

virtual ~BV_LIQUID_INSTRUMENT_THRESHOLDS ( )
inlinevirtual

Definition at line 69 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

Member Function Documentation

◆ clone() [1/2]

virtual BV_LIQUID_INSTRUMENT_THRESHOLDS * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual BV_LIQUID_INSTRUMENT_THRESHOLDS * clone ( void * ) const
virtual

Implements Class.

◆ deserialize()

size_t deserialize ( const void * buf,
size_t inLen )

◆ id()

virtual ClassId::Enum id ( ) const
inlinevirtual

Class id.

Implements Class.

Definition at line 72 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 187 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ areaCodeId

UInt16 areaCodeId

Unique ID of the Area Code.

Definition at line 84 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ atAboveLIS1PostTradeDeferral

TI_POST_TRADE_DEFERRAL::Enum atAboveLIS1PostTradeDeferral

Post-Trade Deferral case the trade size (X) is: LIS1 less X less or equal LIS2 (UK), LIS1 less or equal X less LIS2 (EU)

Definition at line 168 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ atAboveLIS2PostTradeDeferral

TI_POST_TRADE_DEFERRAL::Enum atAboveLIS2PostTradeDeferral

Post-Trade Deferral in case the trade size (X) is: LIS2 less X less or equal LIS3 (UK), LIS2 less or equal X less LIS3 (EU)

Definition at line 171 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ atAboveLIS3PostTradeDeferral

TI_POST_TRADE_DEFERRAL::Enum atAboveLIS3PostTradeDeferral

Value of the Post Trade Deferral Field in case the trade size (X) is: X greater LIS3 (UK), X greater or equal LIS3 (EU)

Definition at line 174 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ atAboveLISPostTradeDeferral

TI_POST_TRADE_DEFERRAL::Enum atAboveLISPostTradeDeferral

Post-Trade Deferral value in case the trade size (X) is: X greater or equal LIS.

Definition at line 162 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ aTBelowLIS1PostTradeDeferral

TI_POST_TRADE_DEFERRAL::Enum aTBelowLIS1PostTradeDeferral

Post-Trade Deferral in case the trade size (X) is: X less or equal LIS1 (UK), X less LIS1 (EU)

Definition at line 165 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ belowLISPostTradeDeferral

TI_POST_TRADE_DEFERRAL::Enum belowLISPostTradeDeferral

Post-Trade Deferral value in case the trade size (X) is: X less LIS.

Definition at line 159 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ creditRating

std::string creditRating

Credit rating.

Definition at line 114 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ eCBFxRate

Double eCBFxRate

ECB Exchange rate between the Financial Instrument currency and the LIS Currency.

Definition at line 93 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ eSMAGroupId

UInt16 eSMAGroupId

ESMA group number.

Definition at line 117 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ financialInstrumentId

UInt32 financialInstrumentId

Unique ID of the financial instrument in the TI_INSTRUMENT and BV_INSTRUMENT classes (external reference key)

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

◆ groupId

UInt16 groupId

Group id.

Definition at line 120 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ instrumentId

UInt32 instrumentId

Unique ID of the Tradable Instrument.

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

◆ liquidFg

TI_FLAG::Enum liquidFg

Liquid flag.

Definition at line 87 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS

BV_VALUE lIS

LIS value.

Definition at line 126 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS1

BV_VALUE lIS1

LIS1 value.

Definition at line 129 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS10

BV_VALUE lIS10

LIS10 value.

Definition at line 156 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS2

BV_VALUE lIS2

LIS2 value.

Definition at line 132 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS3

BV_VALUE lIS3

LIS3 value.

Definition at line 135 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS4

BV_VALUE lIS4

LIS4 value.

Definition at line 138 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS5

BV_VALUE lIS5

LIS5 value.

Definition at line 141 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS6

BV_VALUE lIS6

LIS6 value.

Definition at line 144 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS7

BV_VALUE lIS7

LIS7 value.

Definition at line 147 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS8

BV_VALUE lIS8

LIS8 value.

Definition at line 150 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS9

BV_VALUE lIS9

LIS9 value.

Definition at line 153 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lISCategory

UInt16 lISCategory

LIS category.

Definition at line 108 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lISCurrency

std::string lISCurrency

LIS currency.

Definition at line 123 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lISPostTradeQty

Double lISPostTradeQty

LIS threshold level for post-trade transparency.

Definition at line 105 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lISPreTradeQty

Double lISPreTradeQty

LIS threshold level for pre-trade transparency.

Definition at line 102 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ mMIFg

TI_FLAG::Enum mMIFg

MMI flag.

Definition at line 90 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ noLISPostTradeDeferral

TI_POST_TRADE_DEFERRAL::Enum noLISPostTradeDeferral

Value of the Post Trade Deferral Field in case of No LIS (EU)

Definition at line 177 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ ratingCategory

std::string ratingCategory

Rating category.

Definition at line 111 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ sSTIPostTradeQty

Double sSTIPostTradeQty

SSTI threshold level for post-trade transparency.

Definition at line 99 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ sSTIPreTradeQty

Double sSTIPreTradeQty

SSTI threshold level for pre-trade transparency.

Definition at line 96 of file SMP.Classes.BV_LIQUID_INSTRUMENT_THRESHOLDS.h.