OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
BV_RFCQ_PROVIDER_INFO Class Reference

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

Public Member Functions

 BV_RFCQ_PROVIDER_INFO ()
 
 ~BV_RFCQ_PROVIDER_INFO ()
 
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 memberId
 
std::string memberCode
 
std::string memberDesc
 
std::string memberShortDesc
 
TI_RFCQ_PROVIDER_STATUS::Enum status
 
BV_RFCQ_DEALER_SELECTION_TYPE::Enum dealerSelectionType
 
Double priceCoverValue
 
Double proceedsCoverValue
 
Double grossYieldCoverValue
 
Double durWeightedYieldCoverValue
 
SInt32 responseTimeDifference
 
UInt32 delay
 

Detailed Description

Definition at line 42 of file SMP.Substructures.BV_RFCQ_PROVIDER_INFO.h.

Constructor & Destructor Documentation

Definition at line 45 of file SMP.Substructures.BV_RFCQ_PROVIDER_INFO.h.

~BV_RFCQ_PROVIDER_INFO ( )
inline

Definition at line 52 of file SMP.Substructures.BV_RFCQ_PROVIDER_INFO.h.

Member Function Documentation

size_t deserialize ( const void *  buf,
size_t  inLen 
)
size_t serializationBufSize ( ) const
inline

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

size_t serialize ( void *  buf) const
std::string toString ( ) const

Provides string presentation.

Member Data Documentation

Dealer Selection Type.

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

UInt32 delay

Difference between RFCQ creation time and the time of the first quote sent by the Sell Side Member.

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

Double durWeightedYieldCoverValue

Duration weighted yield cover value (only for Butterfly RFCQs)

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

Double grossYieldCoverValue

Gross yield cover value (only for Switchg and Butterfly RFCQs)

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

std::string memberCode

Code of the Sell Side Member.

Definition at line 58 of file SMP.Substructures.BV_RFCQ_PROVIDER_INFO.h.

std::string memberDesc

Description of the Sell Side Member.

Definition at line 61 of file SMP.Substructures.BV_RFCQ_PROVIDER_INFO.h.

UInt32 memberId

Unique ID of the Sell Side Member.

Definition at line 55 of file SMP.Substructures.BV_RFCQ_PROVIDER_INFO.h.

std::string memberShortDesc

Short description of the Sell Side Member.

Definition at line 64 of file SMP.Substructures.BV_RFCQ_PROVIDER_INFO.h.

Double priceCoverValue

Price cover value (only for Outright RFCQs)

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

Double proceedsCoverValue

Proceeds cover value (only for Switch RFCQs) or Proceeds weighted yield cover value (only for Butterfly RFCQs)

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

SInt32 responseTimeDifference

Delay between the first quote sent to the Buy Side Member by the Sell Side Member and the first quote sent by all other competing members.

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

Status of the Sell Side Member.

Definition at line 67 of file SMP.Substructures.BV_RFCQ_PROVIDER_INFO.h.


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