BV_RFCQ_TRADING_LEVEL Class Reference

Public Member Functions
	BV_RFCQ_TRADING_LEVEL ()
	~BV_RFCQ_TRADING_LEVEL ()
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
UInt32	quoteId
UInt64	quoteUpdateTime
UInt64	automaticMatchingValidityTime
TI_RFCQ_MATCHING_TYPE::Enum	quoteMatchingType
std::vector< BV_RFCQ_TRADING_LEG >	tradingLeg
Double	grossYieldSpread
Double	proceedsSpread
Double	riskWeightedYieldSpread
BV_VALUE	benchmarkSpread

Static Public Attributes
static const size_t	tradingLegSize = 3

Detailed Description

Definition at line 44 of file SMP.Substructures.BV_RFCQ_TRADING_LEVEL.h.

Constructor & Destructor Documentation

BV_RFCQ_TRADING_LEVEL()

BV_RFCQ_TRADING_LEVEL ( )

inline

Definition at line 47 of file SMP.Substructures.BV_RFCQ_TRADING_LEVEL.h.

~BV_RFCQ_TRADING_LEVEL()

~BV_RFCQ_TRADING_LEVEL ( )

inline

Definition at line 53 of file SMP.Substructures.BV_RFCQ_TRADING_LEVEL.h.

Member Function Documentation

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

serializationBufSize()

size_t serializationBufSize ( ) const

inline

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

serialize()

size_t serialize

(

void *

buf

)

const

toString()

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

automaticMatchingValidityTime

UInt64 automaticMatchingValidityTime

Automatic matching validity time.

Definition at line 65 of file SMP.Substructures.BV_RFCQ_TRADING_LEVEL.h.

benchmarkSpread

BV_VALUE benchmarkSpread

Benchmark Spread value.

Definition at line 84 of file SMP.Substructures.BV_RFCQ_TRADING_LEVEL.h.

grossYieldSpread

Double grossYieldSpread

Only valid for Switch and Butterfly RFCQ.

Definition at line 75 of file SMP.Substructures.BV_RFCQ_TRADING_LEVEL.h.

memberId

UInt32 memberId

Unique ID of the Sell Side Member.

Definition at line 56 of file SMP.Substructures.BV_RFCQ_TRADING_LEVEL.h.

proceedsSpread

Double proceedsSpread

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

Definition at line 78 of file SMP.Substructures.BV_RFCQ_TRADING_LEVEL.h.

quoteId

UInt32 quoteId

Unique ID of the RFCQ quote.

Definition at line 59 of file SMP.Substructures.BV_RFCQ_TRADING_LEVEL.h.

quoteMatchingType

TI_RFCQ_MATCHING_TYPE::Enum quoteMatchingType

Quote matching type.

Definition at line 68 of file SMP.Substructures.BV_RFCQ_TRADING_LEVEL.h.

quoteUpdateTime

UInt64 quoteUpdateTime

Quote last update time.

Definition at line 62 of file SMP.Substructures.BV_RFCQ_TRADING_LEVEL.h.

riskWeightedYieldSpread

Double riskWeightedYieldSpread

Only valid for Butterfly RFCQ.

Definition at line 81 of file SMP.Substructures.BV_RFCQ_TRADING_LEVEL.h.

tradingLeg

std::vector<BV_RFCQ_TRADING_LEG> tradingLeg

Definition at line 72 of file SMP.Substructures.BV_RFCQ_TRADING_LEVEL.h.

tradingLegSize

const size_t tradingLegSize = 3

static

Trading information leg.

Definition at line 71 of file SMP.Substructures.BV_RFCQ_TRADING_LEVEL.h.