BV_RFCQ_SELL_SIDE_SUMMARY Class Reference

Public Member Functions
	BV_RFCQ_SELL_SIDE_SUMMARY ()
virtual	~BV_RFCQ_SELL_SIDE_SUMMARY ()
virtual ClassId::Enum	id () const
size_t	deserialize (const void *buf, size_t inLen)
virtual std::string	toString () const
virtual size_t	serializationBufSize () const
virtual BV_RFCQ_SELL_SIDE_SUMMARY *	clone () const
virtual BV_RFCQ_SELL_SIDE_SUMMARY *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	sellSideMemberId
UInt32	sellSideTraderId
UInt32	rfcqReqId
UInt32	creationDate
UInt64	creationTime
TI_RFCQ_TYPE::Enum	rfcqType
TI_RFCQ_ORIGIN::Enum	rfcqOrigin
BV_ALGO_INFO	algoInfo
BV_CLIENT_IDENTIFICATION_INFO	clientIdentificationInfo
TI_FLAG::Enum	preAgreedFg
TI_FLAG::Enum	preTradeFg
UInt16	dueInTime
UInt64	dueInTimeout
TI_RFCQ_QUANTITY_CALCULATION::Enum	quantityCalculation
UInt32	tradingListId
UInt16	legId
TI_FLAG::Enum	msgFg
UInt32	buySideMemberId
std::string	buySideTraderName
BV_RFCQ_DEALER_SELECTION_TYPE::Enum	dealerSelectionType
TI_RFCQ_REQUEST_STATUS::Enum	finalStatus
TI_RFCQ_PROVIDER_STATUS::Enum	providerStatus
UInt64	closingTime
UInt16	sellSideNr
UInt16	participatingSellSideNr
UInt32	delay
SInt32	responseTimeDifference
BV_RFCQ_COVER_INFO	priceCoverInfo
BV_RFCQ_COVER_INFO	proceedsCoverInfo
BV_RFCQ_COVER_INFO	grossYieldCoverInfo
BV_RFCQ_COVER_INFO	durWeightedYieldCoverInfo
Double	grossYieldSpread
Double	proceedsSpread
Double	riskWeightedYieldSpread
UInt16	numOfLegs
UInt16	numOfTradableLegs
std::vector< BV_RFCQ_LEG_SUMMARY >	legSummary
UInt16	areaCodeId
std::string	comment

Static Public Attributes
static const size_t	legSummarySize = 3

Detailed Description

Definition at line 50 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

Constructor & Destructor Documentation

BV_RFCQ_SELL_SIDE_SUMMARY()

BV_RFCQ_SELL_SIDE_SUMMARY ( )

inline

Definition at line 53 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

~BV_RFCQ_SELL_SIDE_SUMMARY()

virtual ~BV_RFCQ_SELL_SIDE_SUMMARY ( )

inlinevirtual

Definition at line 61 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

Member Function Documentation

clone() [1/2]

virtual BV_RFCQ_SELL_SIDE_SUMMARY * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_RFCQ_SELL_SIDE_SUMMARY * clone ( void * ) const

virtual

Implements Class.

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

id()

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 64 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 195 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

algoInfo

BV_ALGO_INFO algoInfo

Algo info.

Definition at line 91 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

areaCodeId

UInt16 areaCodeId

Unique ID of the Buy Side Member Area Code.

Definition at line 182 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

buySideMemberId

UInt32 buySideMemberId

Unique ID of the Buy Side Member.

Definition at line 121 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

buySideTraderName

std::string buySideTraderName

Unique name of the trader of the Buy Side Member.

Definition at line 124 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

clientIdentificationInfo

BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo

Client identification info.

Definition at line 94 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

closingTime

UInt64 closingTime

Closing time of the RFCQ.

Definition at line 136 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

comment

std::string comment

Free text.

Definition at line 185 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

creationDate

UInt32 creationDate

Creation date of the RFCQ.

Definition at line 79 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

creationTime

UInt64 creationTime

Creation time of the RFCQ.

Definition at line 82 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

dealerSelectionType

BV_RFCQ_DEALER_SELECTION_TYPE::Enum dealerSelectionType

Dealer Selection Type.

Definition at line 127 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.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 145 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

dueInTime

UInt16 dueInTime

Number of seconds the RFCQ will be deferred (for Multileg RFCQ)

Definition at line 103 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

dueInTimeout

UInt64 dueInTimeout

Time at which the MultiLeg RFCQ will start.

Definition at line 106 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

durWeightedYieldCoverInfo

BV_RFCQ_COVER_INFO durWeightedYieldCoverInfo

Duration weighted yield cover information (only for Butterfly RFCQs)

Definition at line 160 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

finalStatus

TI_RFCQ_REQUEST_STATUS::Enum finalStatus

Specifies the final status of the RFCQ.

Definition at line 130 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

grossYieldCoverInfo

BV_RFCQ_COVER_INFO grossYieldCoverInfo

Gross yield cover information (only for Switch and Butterfly RFCQs)

Definition at line 157 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

grossYieldSpread

Double grossYieldSpread

Only valid for Switch and Butterfly RFCQ.

Definition at line 163 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

legId

UInt16 legId

Unique ID of the trading leg.

Definition at line 115 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

legSummary

std::vector<BV_RFCQ_LEG_SUMMARY> legSummary

Definition at line 179 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

legSummarySize

const size_t legSummarySize = 3

static

Leg summay information.

Definition at line 178 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

msgFg

TI_FLAG::Enum msgFg

If True, messages have been exchanged during the RFCQ between the Sell Side Member and the Buy Side Member.

Definition at line 118 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

numOfLegs

UInt16 numOfLegs

Trading List - Number of legs.

Definition at line 172 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

numOfTradableLegs

UInt16 numOfTradableLegs

Number of tradable bonds in the trading list.

Definition at line 175 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

participatingSellSideNr

UInt16 participatingSellSideNr

Number of Sell Side Members that took part in the RFCQ.

Definition at line 142 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

preAgreedFg

TI_FLAG::Enum preAgreedFg

Specifies if the RFCQ is sent to one and only provider.

Definition at line 97 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

preTradeFg

TI_FLAG::Enum preTradeFg

Specifies whether the RFCQ is subject to pre-trade transparency.

Definition at line 100 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

priceCoverInfo

BV_RFCQ_COVER_INFO priceCoverInfo

Price cover information (only for Outright, Multileg and Double-sided RFCQs)

Definition at line 151 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

proceedsCoverInfo

BV_RFCQ_COVER_INFO proceedsCoverInfo

Proceeds cover information (only for Switch and Butterfly RFCQs)

Definition at line 154 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

proceedsSpread

Double proceedsSpread

Only valid for Switch (Proceeds Spread) and Butterfly RFCQ (Proceeds Weighted Spread)

Definition at line 166 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

providerStatus

TI_RFCQ_PROVIDER_STATUS::Enum providerStatus

Final status of the Sell Side Member.

Definition at line 133 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

quantityCalculation

TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation

Type of quantity calculation carried out by the Buy Side member.

Definition at line 109 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.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 148 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

rfcqOrigin

TI_RFCQ_ORIGIN::Enum rfcqOrigin

RFCQ Origin(From Scratch, From Single Dealer Page, From Inventory)

Definition at line 88 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

rfcqReqId

UInt32 rfcqReqId

Unique ID of the RFCQ request.

Definition at line 76 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

rfcqType

TI_RFCQ_TYPE::Enum rfcqType

RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)

Definition at line 85 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

riskWeightedYieldSpread

Double riskWeightedYieldSpread

Only valid for Butterfly RFCQ.

Definition at line 169 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

sellSideMemberId

UInt32 sellSideMemberId

Unique ID of the member to whom the RFCQ summary is addressed.

Definition at line 70 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

sellSideNr

UInt16 sellSideNr

Number of Sell Side Members to whom the RFCQ was addressed.

Definition at line 139 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

sellSideTraderId

UInt32 sellSideTraderId

Unique Id of the trader of the sell side.

Definition at line 73 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.

tradingListId

UInt32 tradingListId

Unique ID of the trading list of bonds.

Definition at line 112 of file SMP.Classes.BV_RFCQ_SELL_SIDE_SUMMARY.h.