OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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BV_RFCQ_LEG_SUMMARY Class Reference

Public Member Functions

 BV_RFCQ_LEG_SUMMARY ()
 ~BV_RFCQ_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

Public Attributes

UInt32 instrumentId
std::string instrumentIsinCode
std::string instrumentDescription
std::string sectionCode
std::string instrumentClassCode
TI_VERB::Enum verb
Double quantity
Double minQty
Double executedQuantity
Double nominalValue
UInt32 dealId
Double price
Double yield
UInt32 settlementDate
UInt16 settlementOffset
Double principal
Double accrued
UInt16 accrualDays
std::string currency
Double bpv
TI_ALLOCATION_TYPE::Enum allocationType
UInt32 allocationId
std::string accountCode
std::string accountInfo
UInt32 stageOrderNr
std::string clientOrderId
std::string settlementInfo
Double modDuration
TI_FLAG::Enum quotationFg
Double quotation
TI_FLAG::Enum discloseIOIFg
BV_BEST_TRADING_INFO bVBestBid
BV_BEST_TRADING_INFO bVBestAsk
Double bVBestMidPrice
Double bVBestMidYield
BV_VALUE bVBestMidYTC
BV_VALUE bVBestMidYTW
BV_VALUE bvBestMidYMWTh
Double bvBestMidMWCPriceTh
BV_VALUE bvBestMidYMWExrc
BV_VALUE bvBestMidYTR
BV_ANALYTICS bvBestMidAnalytics
TI_FLAG::Enum bVBestMidValidityFg
std::string benchmarkISINCode
std::string benchmarkDescription
Double benchmarkPrice
Double benchmarkYield
Double benchmarkSpreadValue
BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator
std::string micCode
BV_TRANSPARENCY_INFO transparencyInfo

Detailed Description

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

Constructor & Destructor Documentation

◆ BV_RFCQ_LEG_SUMMARY()

BV_RFCQ_LEG_SUMMARY ( )
inline

Definition at line 54 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ ~BV_RFCQ_LEG_SUMMARY()

~BV_RFCQ_LEG_SUMMARY ( )
inline

Definition at line 70 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

Member Function Documentation

◆ deserialize()

size_t deserialize ( const void * buf,
size_t inLen )

◆ serializationBufSize()

size_t serializationBufSize ( ) const
inline

Definition at line 233 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ serialize()

size_t serialize ( void * buf) const

◆ toString()

std::string toString ( ) const

Provides string presentation.

Member Data Documentation

◆ accountCode

std::string accountCode

Account code.

Definition at line 139 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ accountInfo

std::string accountInfo

Additional account information.

Definition at line 142 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ accrualDays

UInt16 accrualDays

Number of accrual days.

Definition at line 124 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ accrued

Double accrued

Accrued interests.

Definition at line 121 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ allocationId

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 136 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ allocationType

TI_ALLOCATION_TYPE::Enum allocationType

Type of allocation.

Definition at line 133 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ benchmarkDescription

std::string benchmarkDescription

Benchmark description.

Definition at line 205 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ benchmarkISINCode

std::string benchmarkISINCode

Benchmark ISIN Code.

Definition at line 202 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ benchmarkPrice

Double benchmarkPrice

Benchmark Price.

Definition at line 208 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ benchmarkSpreadValue

Double benchmarkSpreadValue

Benchmark Spread Value.

Definition at line 214 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ benchmarkYield

Double benchmarkYield

Benchmark Yield.

Definition at line 211 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ bpv

Double bpv

BPV of the tradable instrument at the moment of the RFCQ creation.

Definition at line 130 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ bVBestAsk

Market BV Best on the Ask side.

Definition at line 169 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ bVBestBid

Market BV Best on the Bid side.

Definition at line 166 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ bvBestMidAnalytics

BV_ANALYTICS bvBestMidAnalytics

Analytics.

Definition at line 196 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ bvBestMidMWCPriceTh

Double bvBestMidMWCPriceTh

Mid MWC Price Theoretical.

Definition at line 187 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ bVBestMidPrice

Double bVBestMidPrice

Mid Price Value.

Definition at line 172 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ bVBestMidValidityFg

TI_FLAG::Enum bVBestMidValidityFg

Flag indicating whether the mid-price set in fields BvBestMidPrice/BvBestMidYield is valid or not.

Definition at line 199 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ bVBestMidYield

Double bVBestMidYield

Mid Yield Value.

Definition at line 175 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ bvBestMidYMWExrc

BV_VALUE bvBestMidYMWExrc

Mid YMW Exercised.

Definition at line 190 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ bvBestMidYMWTh

BV_VALUE bvBestMidYMWTh

Mid YMW Theoretical.

Definition at line 184 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ bVBestMidYTC

BV_VALUE bVBestMidYTC

Mid Yield To Call.

Definition at line 178 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ bvBestMidYTR

BV_VALUE bvBestMidYTR

Mid Yield to Reset.

Definition at line 193 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ bVBestMidYTW

BV_VALUE bVBestMidYTW

Mid Yield To Worst.

Definition at line 181 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ clientOrderId

std::string clientOrderId

Unique ID of the executed order within the client institution.

Definition at line 148 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ currency

std::string currency

Currency code.

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

◆ dealId

UInt32 dealId

Unique ID of the deal.

Definition at line 103 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ discloseIOIFg

TI_FLAG::Enum discloseIOIFg

If true, quotation must be sent to providers.

Definition at line 163 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ executedQuantity

Double executedQuantity

Traded quantity.

Definition at line 97 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ instrumentClassCode

std::string instrumentClassCode

Code of the instrument class.

Definition at line 85 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ instrumentDescription

std::string instrumentDescription

Description of the tradable instrument.

Definition at line 79 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ instrumentId

UInt32 instrumentId

Data regarding the tradable instrument.

Definition at line 73 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ instrumentIsinCode

std::string instrumentIsinCode

ISIN code of the tradable instrument.

Definition at line 76 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ micCode

std::string micCode

MIC Code.

Definition at line 220 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ minQty

Double minQty

Minimum quantity.

Definition at line 94 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ modDuration

Double modDuration

Modified Duration.

Definition at line 154 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ nominalValue

Double nominalValue

Nominal value.

Definition at line 100 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ price

Double price

Price.

Definition at line 106 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ principal

Double principal

Principal amount.

Definition at line 118 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ quantity

Double quantity

Quantity.

Definition at line 91 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ quotation

Double quotation

Price(Yield)

Definition at line 160 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ quotationFg

TI_FLAG::Enum quotationFg

Specifies if the quotation is specified.

Definition at line 157 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ sectionCode

std::string sectionCode

Code of the section.

Definition at line 82 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ settlementDate

UInt32 settlementDate

Settlement date.

Definition at line 112 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ settlementInfo

std::string settlementInfo

Settlement information.

Definition at line 151 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ settlementOffset

UInt16 settlementOffset

Settlement offset.

Definition at line 115 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ shortSellingIndicator

BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator

Shor tSelling indicator.

Definition at line 217 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ stageOrderNr

UInt32 stageOrderNr

Stage order number.

Definition at line 145 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ transparencyInfo

BV_TRANSPARENCY_INFO transparencyInfo

Pre and Post-Trade Transparency Info.

Definition at line 223 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ verb

Verb (Referred to the member who receives the information)

Definition at line 88 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

◆ yield

Double yield

Yield.

Definition at line 109 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.