BV_RFCQ Class Reference

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

Public Attributes
UInt32	rfcqMsgId
UInt32	rfcqReqId
BV_MEMBER_INFO	aggressor
BV_MEMBER_INFO	provider
TI_RFCQ_TYPE::Enum	rfcqType
TI_RFCQ_ORIGIN::Enum	rfcqOrigin
TI_FLAG::Enum	preAgreedFg
TI_FLAG::Enum	preTradeFg
TI_RFCQ_QUANTITY_CALCULATION::Enum	quantityCalculation
UInt32	tradingListId
BV_RFCQ_DEALER_SELECTION_TYPE::Enum	dealerSelectionType
std::vector< BV_RFCQ_LEG >	rfcqLeg
UInt16	numOfCompetitors
TI_RFCQ_EVENT::Enum	event
TI_RFCQ_STATUS::Enum	status
UInt32	rfcqDuration
UInt64	rfcqTimeout
UInt16	dueInTime
UInt64	dueInTimeout
UInt32	creationDate
UInt64	creationTime
UInt64	updateTime

Static Public Attributes
static const size_t	rfcqLegSize = 3

Detailed Description

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

Constructor & Destructor Documentation

BV_RFCQ()

BV_RFCQ ( )

inline

Definition at line 49 of file SMP.Classes.BV_RFCQ.h.

~BV_RFCQ()

virtual ~BV_RFCQ ( )

inlinevirtual

Definition at line 55 of file SMP.Classes.BV_RFCQ.h.

Member Function Documentation

clone() [1/2]

virtual BV_RFCQ * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_RFCQ * 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 58 of file SMP.Classes.BV_RFCQ.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

aggressor

BV_MEMBER_INFO aggressor

ID of the member sending the RFCQ.

Definition at line 70 of file SMP.Classes.BV_RFCQ.h.

creationDate

UInt32 creationDate

Date on which the message was created.

Definition at line 122 of file SMP.Classes.BV_RFCQ.h.

creationTime

UInt64 creationTime

Time at which the message was created.

Definition at line 125 of file SMP.Classes.BV_RFCQ.h.

dealerSelectionType

BV_RFCQ_DEALER_SELECTION_TYPE::Enum dealerSelectionType

Dealer Selection Type.

Definition at line 94 of file SMP.Classes.BV_RFCQ.h.

dueInTime

UInt16 dueInTime

Number of seconds the RFCQ will be deferred (for Multileg RFCQ)

Definition at line 116 of file SMP.Classes.BV_RFCQ.h.

dueInTimeout

UInt64 dueInTimeout

Time at which the MultiLeg RFCQ will start.

Definition at line 119 of file SMP.Classes.BV_RFCQ.h.

event

TI_RFCQ_EVENT::Enum event

Action applied to the RFCQ.

Definition at line 104 of file SMP.Classes.BV_RFCQ.h.

numOfCompetitors

UInt16 numOfCompetitors

Number of competitors for this RFCQ.

Definition at line 101 of file SMP.Classes.BV_RFCQ.h.

preAgreedFg

TI_FLAG::Enum preAgreedFg

Specifies if the RFCQ is sent to one and only provider.

Definition at line 82 of file SMP.Classes.BV_RFCQ.h.

preTradeFg

TI_FLAG::Enum preTradeFg

Specifies whether the RFCQ will be subject to pre-trade transparency or not.

Definition at line 85 of file SMP.Classes.BV_RFCQ.h.

provider

BV_MEMBER_INFO provider

ID of the member receiving the RFCQ.

Definition at line 73 of file SMP.Classes.BV_RFCQ.h.

quantityCalculation

TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation

Type of quantity calculation carried out by the Buy Side member.

Definition at line 88 of file SMP.Classes.BV_RFCQ.h.

rfcqDuration

UInt32 rfcqDuration

Duration of the RFCQ (expressed in seconds)

Definition at line 110 of file SMP.Classes.BV_RFCQ.h.

rfcqLeg

std::vector<BV_RFCQ_LEG> rfcqLeg

Definition at line 98 of file SMP.Classes.BV_RFCQ.h.

rfcqLegSize

const size_t rfcqLegSize = 3

static

RFCQ Leg data (in case of Multileg RFCQ or Double Sided RFCQ the legs are specified in the trading list)

Definition at line 97 of file SMP.Classes.BV_RFCQ.h.

rfcqMsgId

UInt32 rfcqMsgId

Unique ID of the RFCQ.

Definition at line 64 of file SMP.Classes.BV_RFCQ.h.

rfcqOrigin

TI_RFCQ_ORIGIN::Enum rfcqOrigin

RFCQ Origin(From Scratch, From Single Dealer Page, From Inventory)

Definition at line 79 of file SMP.Classes.BV_RFCQ.h.

rfcqReqId

UInt32 rfcqReqId

Unique ID of the RFCQ request.

Definition at line 67 of file SMP.Classes.BV_RFCQ.h.

rfcqTimeout

UInt64 rfcqTimeout

Time of expiration of the RFCQ.

Definition at line 113 of file SMP.Classes.BV_RFCQ.h.

rfcqType

TI_RFCQ_TYPE::Enum rfcqType

RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)

Definition at line 76 of file SMP.Classes.BV_RFCQ.h.

status

TI_RFCQ_STATUS::Enum status

Status of the RFCQ.

Definition at line 107 of file SMP.Classes.BV_RFCQ.h.

tradingListId

UInt32 tradingListId

Unique ID of the trading list of bonds.

Definition at line 91 of file SMP.Classes.BV_RFCQ.h.

updateTime

UInt64 updateTime

Last update time.

Definition at line 128 of file SMP.Classes.BV_RFCQ.h.