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 56 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

Constructor & Destructor Documentation

BV_RFCQ_LEG_SUMMARY()

BV_RFCQ_LEG_SUMMARY ( )

inline

Definition at line 59 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

~BV_RFCQ_LEG_SUMMARY()

~BV_RFCQ_LEG_SUMMARY ( )

inline

Definition at line 75 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 238 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 144 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

accountInfo

std::string accountInfo

Additional account information.

Definition at line 147 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

accrualDays

UInt16 accrualDays

Number of accrual days.

Definition at line 129 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

accrued

Double accrued

Accrued interests.

Definition at line 126 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 141 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

allocationType

TI_ALLOCATION_TYPE::Enum allocationType

Type of allocation.

Definition at line 138 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

benchmarkDescription

std::string benchmarkDescription

Benchmark description.

Definition at line 210 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

benchmarkISINCode

std::string benchmarkISINCode

Benchmark ISIN Code.

Definition at line 207 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

benchmarkPrice

Double benchmarkPrice

Benchmark Price.

Definition at line 213 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

benchmarkSpreadValue

Double benchmarkSpreadValue

Benchmark Spread Value.

Definition at line 219 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

benchmarkYield

Double benchmarkYield

Benchmark Yield.

Definition at line 216 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 135 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

bVBestAsk

BV_BEST_TRADING_INFO bVBestAsk

Market BV Best on the Ask side.

Definition at line 174 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

bVBestBid

BV_BEST_TRADING_INFO bVBestBid

Market BV Best on the Bid side.

Definition at line 171 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

bvBestMidAnalytics

BV_ANALYTICS bvBestMidAnalytics

Analytics.

Definition at line 201 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

bvBestMidMWCPriceTh

Double bvBestMidMWCPriceTh

Mid MWC Price Theoretical.

Definition at line 192 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

bVBestMidPrice

Double bVBestMidPrice

Mid Price Value.

Definition at line 177 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 204 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

bVBestMidYield

Double bVBestMidYield

Mid Yield Value.

Definition at line 180 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

bvBestMidYMWExrc

BV_VALUE bvBestMidYMWExrc

Mid YMW Exercised.

Definition at line 195 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

bvBestMidYMWTh

BV_VALUE bvBestMidYMWTh

Mid YMW Theoretical.

Definition at line 189 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

bVBestMidYTC

BV_VALUE bVBestMidYTC

Mid Yield To Call.

Definition at line 183 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

bvBestMidYTR

BV_VALUE bvBestMidYTR

Mid Yield to Reset.

Definition at line 198 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

bVBestMidYTW

BV_VALUE bVBestMidYTW

Mid Yield To Worst.

Definition at line 186 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 153 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

currency

std::string currency

Currency code.

Definition at line 132 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

dealId

UInt32 dealId

Unique ID of the deal.

Definition at line 108 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 168 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

executedQuantity

Double executedQuantity

Traded quantity.

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

instrumentClassCode

std::string instrumentClassCode

Code of the instrument class.

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

instrumentDescription

std::string instrumentDescription

Description of the tradable instrument.

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

instrumentId

UInt32 instrumentId

Data regarding the tradable instrument.

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

instrumentIsinCode

std::string instrumentIsinCode

ISIN code of the tradable instrument.

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

micCode

std::string micCode

MIC Code.

Definition at line 225 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

minQty

Double minQty

Minimum quantity.

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

modDuration

Double modDuration

Modified Duration.

Definition at line 159 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

nominalValue

Double nominalValue

Nominal value.

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

price

Double price

Price.

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

principal

Double principal

Principal amount.

Definition at line 123 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

quantity

Double quantity

Quantity.

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

quotation

Double quotation

Price(Yield)

Definition at line 165 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

quotationFg

TI_FLAG::Enum quotationFg

Specifies if the quotation is specified.

Definition at line 162 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

sectionCode

std::string sectionCode

Code of the section.

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

settlementDate

UInt32 settlementDate

Settlement date.

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

settlementInfo

std::string settlementInfo

Settlement information.

Definition at line 156 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

settlementOffset

UInt16 settlementOffset

Settlement offset.

Definition at line 120 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

shortSellingIndicator

BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator

Shor tSelling indicator.

Definition at line 222 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

stageOrderNr

UInt32 stageOrderNr

Stage order number.

Definition at line 150 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

transparencyInfo

BV_TRANSPARENCY_INFO transparencyInfo

Pre and Post-Trade Transparency Info.

Definition at line 228 of file SMP.Substructures.BV_RFCQ_LEG_SUMMARY.h.

verb

TI_VERB::Enum verb

Verb (Referred to the member who receives the information)

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

yield

Double yield

Yield.

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