BV_MWC_BOND Class Reference

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

Public Attributes
UInt32	financialInstrumentId
UInt32	terminationDate
Double	margin
UInt32	benchmarkId
UInt16	minimumNotice
BV_NOTICE_DAY_TYPE::Enum	noticeDayType
TI_BUSINESS_DAY_CONV::Enum	businessDayConvention
TI_FLAG::Enum	callAnnouncementFg

Detailed Description

Definition at line 43 of file SMP.Classes.BV_MWC_BOND.h.

Constructor & Destructor Documentation

BV_MWC_BOND()

BV_MWC_BOND ( )

inline

Definition at line 46 of file SMP.Classes.BV_MWC_BOND.h.

~BV_MWC_BOND()

virtual ~BV_MWC_BOND ( )

inlinevirtual

Definition at line 50 of file SMP.Classes.BV_MWC_BOND.h.

Member Function Documentation

clone() [1/2]

virtual BV_MWC_BOND * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_MWC_BOND * 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 53 of file SMP.Classes.BV_MWC_BOND.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

benchmarkId

UInt32 benchmarkId

Id of the Benchmark Bond.

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

businessDayConvention

TI_BUSINESS_DAY_CONV::Enum businessDayConvention

Convention used for call day.

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

callAnnouncementFg

TI_FLAG::Enum callAnnouncementFg

Flag indicating whether a Call Exercise has been announced.

Definition at line 80 of file SMP.Classes.BV_MWC_BOND.h.

financialInstrumentId

UInt32 financialInstrumentId

Unique ID of the financial instrument (Bond)

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

margin

Double margin

In case of MWC exercise, the yield at which the bond will be repurchased will be the yield of the benchmark bond plus the margin.

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

minimumNotice

UInt16 minimumNotice

Minimum days notice to announce exercise of the MWC provision.

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

noticeDayType

BV_NOTICE_DAY_TYPE::Enum noticeDayType

Call days type, related to the minimum notice.

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

terminationDate

UInt32 terminationDate

Termination date of the MWC provision.

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