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

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

◆ BV_RFCQ_PROVIDER_INFO()

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

◆ ~BV_RFCQ_PROVIDER_INFO()

~BV_RFCQ_PROVIDER_INFO ( )
inline

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

Member Function Documentation

◆ deserialize()

size_t deserialize ( const void * buf,
size_t inLen )

◆ serializationBufSize()

size_t serializationBufSize ( ) const
inline

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

◆ serialize()

size_t serialize ( void * buf) const

◆ toString()

std::string toString ( ) const

Provides string presentation.

Member Data Documentation

◆ dealerSelectionType

Dealer Selection Type.

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

◆ delay

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.

◆ durWeightedYieldCoverValue

Double durWeightedYieldCoverValue

Duration weighted yield cover value (only for Butterfly RFCQs)

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

◆ grossYieldCoverValue

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.

◆ memberCode

std::string memberCode

Code of the Sell Side Member.

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

◆ memberDesc

std::string memberDesc

Description of the Sell Side Member.

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

◆ memberId

UInt32 memberId

Unique ID of the Sell Side Member.

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

◆ memberShortDesc

std::string memberShortDesc

Short description of the Sell Side Member.

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

◆ priceCoverValue

Double priceCoverValue

Price cover value (only for Outright RFCQs)

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

◆ proceedsCoverValue

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.

◆ responseTimeDifference

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

Status of the Sell Side Member.

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