BV_RFCQ_ORDER_LEG Class Reference

Public Member Functions
	BV_RFCQ_ORDER_LEG ()
	~BV_RFCQ_ORDER_LEG ()
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	sectionId
BV_INSTRUMENT_INFO	instrument
Double	quotation
TI_FLAG::Enum	useIoIFg
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

Detailed Description

Definition at line 56 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

Constructor & Destructor Documentation

BV_RFCQ_ORDER_LEG()

BV_RFCQ_ORDER_LEG ( )

inline

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

~BV_RFCQ_ORDER_LEG()

~BV_RFCQ_ORDER_LEG ( )

inline

Definition at line 65 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

Member Function Documentation

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

serializationBufSize()

size_t serializationBufSize ( ) const

inline

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

serialize()

size_t serialize

(

void *

buf

)

const

toString()

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

benchmarkDescription

std::string benchmarkDescription

Benchmark description.

Definition at line 119 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

benchmarkISINCode

std::string benchmarkISINCode

Benchmark ISIN Code.

Definition at line 116 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

benchmarkPrice

Double benchmarkPrice

Benchmark Price.

Definition at line 122 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

benchmarkSpreadValue

Double benchmarkSpreadValue

Benchmark Spread Value.

Definition at line 128 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

benchmarkYield

Double benchmarkYield

Benchmark Yield.

Definition at line 125 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

bVBestAsk

BV_BEST_TRADING_INFO bVBestAsk

Market BV Best on the Ask side.

Definition at line 83 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

bVBestBid

BV_BEST_TRADING_INFO bVBestBid

Market BV Best on the Bid side.

Definition at line 80 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

bvBestMidAnalytics

BV_ANALYTICS bvBestMidAnalytics

Analytics.

Definition at line 110 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

bvBestMidMWCPriceTh

Double bvBestMidMWCPriceTh

Mid MWC Price Theoretical.

Definition at line 101 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

bVBestMidPrice

Double bVBestMidPrice

Mid Price Value.

Definition at line 86 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

bVBestMidValidityFg

TI_FLAG::Enum bVBestMidValidityFg

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

Definition at line 113 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

bVBestMidYield

Double bVBestMidYield

Mid Yield Value.

Definition at line 89 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

bvBestMidYMWExrc

BV_VALUE bvBestMidYMWExrc

Mid YMW Exercised.

Definition at line 104 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

bvBestMidYMWTh

BV_VALUE bvBestMidYMWTh

Mid YMW Theoretical.

Definition at line 98 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

bVBestMidYTC

BV_VALUE bVBestMidYTC

Mid Yield To Call.

Definition at line 92 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

bvBestMidYTR

BV_VALUE bvBestMidYTR

Mid Yield to Reset.

Definition at line 107 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

bVBestMidYTW

BV_VALUE bVBestMidYTW

Mid Yield to Worst.

Definition at line 95 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

instrument

BV_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

Definition at line 71 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

quotation

Double quotation

Price (or Yield) of the order.

Definition at line 74 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

sectionId

UInt32 sectionId

Unique ID of the section.

Definition at line 68 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.

useIoIFg

TI_FLAG::Enum useIoIFg

Specifies whether to use the Indication of Interest as limit price.

Definition at line 77 of file SMP.Substructures.BV_RFCQ_ORDER_LEG.h.