BV_SWITCH_MOD_DURATION_PREVIEW Class Reference

Public Member Functions
	BV_SWITCH_MOD_DURATION_PREVIEW ()
virtual	~BV_SWITCH_MOD_DURATION_PREVIEW ()
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_SWITCH_MOD_DURATION_PREVIEW *	clone () const
virtual BV_SWITCH_MOD_DURATION_PREVIEW *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	switchModDurationPreviewId
UInt32	firstLegId
UInt32	secondLegId
Double	firstNominalValue
Double	firstCleanPrice
Double	secondCleanPrice
UInt32	firstSettlementDate
UInt32	secondSettlementDate
Double	secondNominalValue
Double	firstModDuration
Double	secondModDuration
std::string	userData

Detailed Description

Definition at line 43 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

Constructor & Destructor Documentation

BV_SWITCH_MOD_DURATION_PREVIEW()

BV_SWITCH_MOD_DURATION_PREVIEW ( )

inline

Definition at line 46 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

~BV_SWITCH_MOD_DURATION_PREVIEW()

virtual ~BV_SWITCH_MOD_DURATION_PREVIEW ( )

inlinevirtual

Definition at line 51 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

Member Function Documentation

clone() [1/2]

virtual BV_SWITCH_MOD_DURATION_PREVIEW * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_SWITCH_MOD_DURATION_PREVIEW * 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 54 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

firstCleanPrice

Double firstCleanPrice

Clean price of the first leg.

Definition at line 72 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

firstLegId

UInt32 firstLegId

ID of the tradable instrument of the first leg.

Definition at line 63 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

firstModDuration

Double firstModDuration

Modified duration of the first leg.

Definition at line 87 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

firstNominalValue

Double firstNominalValue

Nominal value of the first leg.

Definition at line 69 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

firstSettlementDate

UInt32 firstSettlementDate

Settlement date of the first leg.

Definition at line 78 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

secondCleanPrice

Double secondCleanPrice

Clean price of the second leg.

Definition at line 75 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

secondLegId

UInt32 secondLegId

ID of the tradable instrument of the second leg.

Definition at line 66 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

secondModDuration

Double secondModDuration

Modified duration of the second leg.

Definition at line 90 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

secondNominalValue

Double secondNominalValue

Nominal value of the second leg.

Definition at line 84 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

secondSettlementDate

UInt32 secondSettlementDate

Settlement date of the second leg.

Definition at line 81 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

switchModDurationPreviewId

UInt32 switchModDurationPreviewId

ID of the preview request.

Definition at line 60 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.

userData

std::string userData

Free field used by the client.

Definition at line 93 of file SMP.Classes.BV_SWITCH_MOD_DURATION_PREVIEW.h.