BV_RFCQ_REQUEST_LEG Class Reference

Public Member Functions
	BV_RFCQ_REQUEST_LEG ()
	~BV_RFCQ_REQUEST_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
TI_VERB::Enum	verb
Double	quantity
Double	minQty
UInt32	stageOrderId
std::string	clientOrderId
UInt16	settlementOffset
UInt32	settlementDate
BV_SETTLEMENT_MODE::Enum	settlementMode
TI_ALLOCATION_TYPE::Enum	allocationType
UInt32	allocationId
std::string	settlementInfo
BV_VALUE	benchmarkSpreadLimit
UInt32	benchmarkBondId
TI_FLAG::Enum	quotationFg
Double	quotation
TI_FLAG::Enum	discloseIOIFg
BV_SHORT_SELLING_INDICATOR::Enum	shortSellingIndicator
BV_ALGO_INFO	algoInfo
BV_CLIENT_IDENTIFICATION_INFO	clientIdentificationInfo

Detailed Description

Definition at line 46 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

Constructor & Destructor Documentation

BV_RFCQ_REQUEST_LEG()

BV_RFCQ_REQUEST_LEG ( )

inline

Definition at line 49 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

~BV_RFCQ_REQUEST_LEG()

~BV_RFCQ_REQUEST_LEG ( )

inline

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

Member Function Documentation

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

serializationBufSize()

size_t serializationBufSize ( ) const

inline

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

serialize()

size_t serialize

(

void *

buf

)

const

toString()

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

algoInfo

BV_ALGO_INFO algoInfo

Algo information.

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

allocationId

UInt32 allocationId

Unique ID of the pre-allocation or of the allocation during the trade splitting phase.

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

allocationType

TI_ALLOCATION_TYPE::Enum allocationType

Type of allocation.

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

benchmarkBondId

UInt32 benchmarkBondId

ID of the benchmark bond.

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

benchmarkSpreadLimit

BV_VALUE benchmarkSpreadLimit

If set, indicates that the Buy Side member has specified a Spread Limit vs. the Benchmark yield.

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

clientIdentificationInfo

BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo

Client identification information.

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

clientOrderId

std::string clientOrderId

ID of the order within the client institution.

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

discloseIOIFg

TI_FLAG::Enum discloseIOIFg

If true, quotation must be sent to providers.

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

instrument

BV_INSTRUMENT_INFO instrument

Data concerning the tradable instrument.

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

minQty

Double minQty

Minimum Quantity.

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

quantity

Double quantity

Quantity.

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

quotation

Double quotation

Price (Yield)

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

quotationFg

TI_FLAG::Enum quotationFg

Specifies if the quotation is specified.

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

sectionId

UInt32 sectionId

Unique ID of the section.

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

settlementDate

UInt32 settlementDate

Settlement date.

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

settlementInfo

std::string settlementInfo

Settlement information. Following the RFCQ Outright Auto Execution, if DealerIndicator = TI_FLAG_Yes, the Central System will fill thisfield with the string 'AutoEx'.

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

settlementMode

BV_SETTLEMENT_MODE::Enum settlementMode

Settlement mode.

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

settlementOffset

UInt16 settlementOffset

Settlement offset expressed as number of days starting from the trading date.

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

shortSellingIndicator

BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator

Short Selling indicator.

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

stageOrderId

UInt32 stageOrderId

Stage Order ID.

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

verb

TI_VERB::Enum verb

Specifies whether it is a buy or sell operation (Referred to the member who receives the information)

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