BV_RFCQ_LEG_SUMMARY Class Reference

#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h>

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 ( )

inline

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

~BV_RFCQ_LEG_SUMMARY ( )

inline

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

Member Function Documentation

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

size_t serializationBufSize ( ) const

inline

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

size_t serialize

(

void *

buf

)

const

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

std::string accountCode

Account code.

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

std::string accountInfo

Additional account information.

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

UInt16 accrualDays

Number of accrual days.

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

Double accrued

Accrued interests.

Definition at line 121 of file SMP.Substructures.BV_RFCQ_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 136 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

TI_ALLOCATION_TYPE::Enum allocationType

Type of allocation.

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

std::string benchmarkDescription

Benchmark description.

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

std::string benchmarkISINCode

Benchmark ISIN Code.

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

Double benchmarkPrice

Benchmark Price.

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

Double benchmarkSpreadValue

Benchmark Spread Value.

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

Double benchmarkYield

Benchmark Yield.

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

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.

BV_BEST_TRADING_INFO bVBestAsk

Market BV Best on the Ask side.

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

BV_BEST_TRADING_INFO bVBestBid

Market BV Best on the Bid side.

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

BV_ANALYTICS bvBestMidAnalytics

Analytics.

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

Double bvBestMidMWCPriceTh

Mid MWC Price Theoretical.

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

Double bVBestMidPrice

Mid Price Value.

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

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.

Double bVBestMidYield

Mid Yield Value.

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

BV_VALUE bvBestMidYMWExrc

Mid YMW Exercised.

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

BV_VALUE bvBestMidYMWTh

Mid YMW Theoretical.

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

BV_VALUE bVBestMidYTC

Mid Yield To Call.

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

BV_VALUE bvBestMidYTR

Mid Yield to Reset.

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

BV_VALUE bVBestMidYTW

Mid Yield To Worst.

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

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.

std::string currency

Currency code.

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

UInt32 dealId

Unique ID of the deal.

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

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.

Double executedQuantity

Traded quantity.

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

std::string instrumentClassCode

Code of the instrument class.

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

std::string instrumentDescription

Description of the tradable instrument.

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

UInt32 instrumentId

Data regarding the tradable instrument.

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

std::string instrumentIsinCode

ISIN code of the tradable instrument.

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

std::string micCode

MIC Code.

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

Double minQty

Minimum quantity.

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

Double modDuration

Modified Duration.

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

Double nominalValue

Nominal value.

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

Double price

Price.

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

Double principal

Principal amount.

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

Double quantity

Quantity.

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

Double quotation

Price(Yield)

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

TI_FLAG::Enum quotationFg

Specifies if the quotation is specified.

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

std::string sectionCode

Code of the section.

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

UInt32 settlementDate

Settlement date.

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

std::string settlementInfo

Settlement information.

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

UInt16 settlementOffset

Settlement offset.

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

BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator

Shor tSelling indicator.

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

UInt32 stageOrderNr

Stage order number.

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

BV_TRANSPARENCY_INFO transparencyInfo

Pre and Post-Trade Transparency Info.

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

TI_VERB::Enum verb

Verb (Referred to the member who receives the information)

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

Double yield

Yield.

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

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The documentation for this class was generated from the following file:

• include/OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h