BV_PORTFOLIO_RFCQ_REQUEST_LEG Class Reference

Public Member Functions
	BV_PORTFOLIO_RFCQ_REQUEST_LEG ()
	~BV_PORTFOLIO_RFCQ_REQUEST_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
UInt32	stageOrderId
std::string	clientOrderId
UInt16	settlementOffset
UInt32	settlementDate
TI_ALLOCATION_TYPE::Enum	allocationType
UInt32	allocationId
std::string	settlementInfo
BV_VALUE	referenceLevel
BV_VALUE	referencePrice
BV_VALUE	referenceYield
Double	bpv
Double	markup
BV_SHORT_SELLING_INDICATOR::Enum	shortSellingIndicator
BV_ALGO_INFO	algoInfo
BV_CLIENT_IDENTIFICATION_INFO	clientIdentificationInfo
TI_ERROR::Enum	errorCode

Detailed Description

Definition at line 48 of file SMP.Substructures.BV_PORTFOLIO_RFCQ_REQUEST_LEG.h.

Constructor & Destructor Documentation

BV_PORTFOLIO_RFCQ_REQUEST_LEG()

BV_PORTFOLIO_RFCQ_REQUEST_LEG ( )

inline

Definition at line 51 of file SMP.Substructures.BV_PORTFOLIO_RFCQ_REQUEST_LEG.h.

~BV_PORTFOLIO_RFCQ_REQUEST_LEG()

~BV_PORTFOLIO_RFCQ_REQUEST_LEG ( )

inline

Definition at line 57 of file SMP.Substructures.BV_PORTFOLIO_RFCQ_REQUEST_LEG.h.

Member Function Documentation

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

serializationBufSize()

size_t serializationBufSize ( ) const

inline

Definition at line 127 of file SMP.Substructures.BV_PORTFOLIO_RFCQ_REQUEST_LEG.h.

serialize()

size_t serialize

(

void *

buf

)

const

toString()

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

algoInfo

BV_ALGO_INFO algoInfo

Algo information.

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

allocationId

UInt32 allocationId

Unique ID of the pre-allocation or of the allocation during the trade splitting phase.

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

allocationType

TI_ALLOCATION_TYPE::Enum allocationType

Type of allocation.

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

bpv

Double bpv

Bpv.

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

clientIdentificationInfo

BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo

Client identification information.

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

clientOrderId

std::string clientOrderId

ID of the order within the client institution.

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

errorCode

TI_ERROR::Enum errorCode

Error code.

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

instrument

BV_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

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

legId

UInt16 legId

Unique ID of the leg.

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

markup

Double markup

Markup (for future use)

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

quantity

Double quantity

Quantity.

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

referenceLevel

BV_VALUE referenceLevel

Price (Yield)

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

referencePrice

BV_VALUE referencePrice

Price calculated from the ReferenceLevel.

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

referenceYield

BV_VALUE referenceYield

Yield calculated from the ReferenceLevel.

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

settlementDate

UInt32 settlementDate

Settlement date.

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

settlementInfo

std::string settlementInfo

Settlement information.

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

settlementOffset

UInt16 settlementOffset

Settlement offset expressed as number of days starting from the trading date.

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

shortSellingIndicator

BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator

Short Selling Indicator.

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

stageOrderId

UInt32 stageOrderId

Stage Order Id.

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

verb

TI_VERB::Enum verb

Verb Specifies whether it is a buy or sell operation.

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