BV_RFCQ_TRADING_LEG Class Reference

Public Member Functions
	BV_RFCQ_TRADING_LEG ()
	~BV_RFCQ_TRADING_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
Double	price
Double	yield
BV_VALUE	yTC
BV_VALUE	yTW
BV_VALUE	yMWTh
Double	mWCPriceTh
BV_VALUE	yMWExrc
BV_VALUE	yTR
BV_ANALYTICS	analytics
Double	countervalue
Double	quantity
UInt32	dLTSettlementSystemId

Detailed Description

Definition at line 48 of file SMP.Substructures.BV_RFCQ_TRADING_LEG.h.

Constructor & Destructor Documentation

BV_RFCQ_TRADING_LEG()

BV_RFCQ_TRADING_LEG ( )

inline

Definition at line 51 of file SMP.Substructures.BV_RFCQ_TRADING_LEG.h.

~BV_RFCQ_TRADING_LEG()

~BV_RFCQ_TRADING_LEG ( )

inline

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

Member Function Documentation

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

serializationBufSize()

size_t serializationBufSize ( ) const

inline

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

serialize()

size_t serialize

(

void *

buf

)

const

toString()

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

analytics

BV_ANALYTICS analytics

Analytics.

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

countervalue

Double countervalue

Countervalue.

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

dLTSettlementSystemId

UInt32 dLTSettlementSystemId

Unique ID of the DLT Settlement System.

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

mWCPriceTh

Double mWCPriceTh

MWC Price Theoretical.

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

price

Double price

Price.

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

quantity

Double quantity

Quantity.

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

yield

Double yield

Yield.

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

yMWExrc

BV_VALUE yMWExrc

YMW Exercised.

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

yMWTh

BV_VALUE yMWTh

YMW Theoretical.

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

yTC

BV_VALUE yTC

Yield To Call.

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

yTR

BV_VALUE yTR

Yield to Reset.

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

yTW

BV_VALUE yTW

Yield To Worse.

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