BV_PORTFOLIO_RFCQ_DEPTH_LEG Class Reference

Public Member Functions
	BV_PORTFOLIO_RFCQ_DEPTH_LEG ()
	~BV_PORTFOLIO_RFCQ_DEPTH_LEG ()
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
UInt16	legId
BV_INSTRUMENT_INFO	instrument
TI_VERB::Enum	verb
Double	quantity
Double	bVMidPrice
Double	bVMidYield
Double	bVMidProceeds

Detailed Description

Definition at line 43 of file SMP.Substructures.BV_PORTFOLIO_RFCQ_DEPTH_LEG.h.

Constructor & Destructor Documentation

BV_PORTFOLIO_RFCQ_DEPTH_LEG()

BV_PORTFOLIO_RFCQ_DEPTH_LEG ( )

inline

Definition at line 46 of file SMP.Substructures.BV_PORTFOLIO_RFCQ_DEPTH_LEG.h.

~BV_PORTFOLIO_RFCQ_DEPTH_LEG()

~BV_PORTFOLIO_RFCQ_DEPTH_LEG ( )

inline

Definition at line 50 of file SMP.Substructures.BV_PORTFOLIO_RFCQ_DEPTH_LEG.h.

Member Function Documentation

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

serializationBufSize()

size_t serializationBufSize ( ) const

inline

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

serialize()

size_t serialize

(

void *

buf

)

const

toString()

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

bVMidPrice

Double bVMidPrice

BV Mid price.

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

bVMidProceeds

Double bVMidProceeds

BV Mid proceeds.

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

bVMidYield

Double bVMidYield

BV Mid yield.

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

instrument

BV_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

Definition at line 56 of file SMP.Substructures.BV_PORTFOLIO_RFCQ_DEPTH_LEG.h.

legId

UInt16 legId

Unique ID of the leg.

Definition at line 53 of file SMP.Substructures.BV_PORTFOLIO_RFCQ_DEPTH_LEG.h.

quantity

Double quantity

Quantity.

Definition at line 62 of file SMP.Substructures.BV_PORTFOLIO_RFCQ_DEPTH_LEG.h.

verb

TI_VERB::Enum verb

Verb Specifies whether it is a buy or sell operation.

Definition at line 59 of file SMP.Substructures.BV_PORTFOLIO_RFCQ_DEPTH_LEG.h.