#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h>
Public Member Functions | |
BV_RFCQ_BUY_SIDE_LEG_SUMMARY () | |
~BV_RFCQ_BUY_SIDE_LEG_SUMMARY () | |
size_t | deserialize (const void *buf, size_t inLen) |
std::string | toString () const |
size_t | serializationBufSize () const |
size_t | serialize (void *buf) const |
Definition at line 53 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
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inline |
Definition at line 56 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
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inline |
Definition at line 72 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
size_t deserialize | ( | const void * | buf, |
size_t | inLen | ||
) |
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inline |
Definition at line 244 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
size_t serialize | ( | void * | buf | ) | const |
std::string toString | ( | ) | const |
Provides string presentation.
std::string accountCode |
Account code.
Definition at line 147 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
std::string accountInfo |
Additional account information.
Definition at line 150 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
UInt16 accrualDays |
Number of accrual days.
Definition at line 132 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double accrued |
Accrued interests.
Definition at line 129 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
BV_ALGO_INFO algoInfo |
Algo information.
Definition at line 231 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
UInt32 allocationId |
If specified reports the ID of a single account or of a pre-allocation split depending on the fields above.
Definition at line 144 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
TI_ALLOCATION_TYPE::Enum allocationType |
Type of allocation.
Definition at line 141 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
std::string benchmarkDescription |
Benchmark description.
Definition at line 210 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
std::string benchmarkISINCode |
Benchmark ISIN Code.
Definition at line 207 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double benchmarkPrice |
Benchmark Price.
Definition at line 213 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double benchmarkSpreadValue |
Benchmark Spread Value.
Definition at line 219 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double benchmarkYield |
Benchmark Yield.
Definition at line 216 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double bpv |
BPV of the tradable instrument when RFCQ was created.
Definition at line 138 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
BV_BEST_TRADING_INFO bVBestAsk |
Market BV Best on the Ask side.
Definition at line 174 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
BV_BEST_TRADING_INFO bVBestBid |
Market BV Best on the Bid side.
Definition at line 171 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
BV_ANALYTICS bvBestMidAnalytics |
Analytics.
Definition at line 201 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double bvBestMidMWCPriceTh |
Mid MWC Price Theoretical.
Definition at line 192 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double bVBestMidPrice |
MidPrice Value.
Definition at line 177 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
TI_FLAG::Enum bVBestMidValidityFg |
Flag indicating whether the mid-price set in fields BvBestMidPrice or BvBestMidYield is valid or not.
Definition at line 204 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double bVBestMidYield |
MidYield Value.
Definition at line 180 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
BV_VALUE bvBestMidYMWExrc |
Mid YMW Exercised.
Definition at line 195 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
BV_VALUE bvBestMidYMWTh |
Mid YMW Theoretical.
Definition at line 189 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
BV_VALUE bVBestMidYTC |
Mid Yield To Call.
Definition at line 183 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
BV_VALUE bvBestMidYTR |
Mid Yield to Reset.
Definition at line 198 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
BV_VALUE bVBestMidYTW |
Mid Yield to Worst.
Definition at line 186 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo |
Client Identification information.
Definition at line 234 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
std::string clientOrderId |
Unique ID of the executed order within the client institution.
Definition at line 156 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
std::string currency |
Currency code.
Definition at line 135 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
UInt32 dealId |
Unique ID of the deal.
Definition at line 105 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
TI_FLAG::Enum discloseIOIFg |
If true, quotation must be sent to providers.
Definition at line 168 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
BV_EXEC_SETTLEMENT_MODE::Enum execSettlementMode |
Execution settlement mode.
Definition at line 120 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double executedQuantity |
Traded quantity.
Definition at line 99 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
std::string instrumentClassCode |
Code of the instrument class.
Definition at line 87 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
std::string instrumentDescription |
Description of the tradable Instrument.
Definition at line 81 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
UInt32 instrumentId |
Unique ID of the tradable Instrument.
Definition at line 75 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
std::string instrumentIsinCode |
ISIN code of the tradable Instrument.
Definition at line 78 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
std::string micCode |
MIC Code.
Definition at line 225 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double minQty |
Minimum quantity.
Definition at line 96 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double modDuration |
Modified Duration.
Definition at line 162 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double nominalValue |
Nominal value.
Definition at line 102 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double price |
Price.
Definition at line 108 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double principal |
Principal amount.
Definition at line 126 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double quantity |
Quantity.
Definition at line 93 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
TI_FLAG::Enum quotationFg |
Specifies if the quotation is specified Quotation DOUBLE Price(Yield)
Definition at line 165 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
std::string sectionCode |
Code of the section.
Definition at line 84 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
UInt32 settlementDate |
Settlement date.
Definition at line 114 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
std::string settlementInfo |
Settlement information.
Definition at line 159 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
BV_SETTLEMENT_MODE::Enum settlementMode |
Settlement mode.
Definition at line 117 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
UInt16 settlementOffset |
Settlement offset.
Definition at line 123 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator |
Short Selling Indicator.
Definition at line 222 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
UInt32 stageOrderNr |
Stage order number.
Definition at line 153 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
BV_TRANSPARENCY_INFO transparencyInfo |
Pre and Post-Trade Transparency information.
Definition at line 228 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
TI_VERB::Enum verb |
Verb.
Definition at line 90 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.
Double yield |
Yield.
Definition at line 111 of file SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h.