BV_YIELD_PRICE_PREVIEW Class Reference

#include <OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_YIELD_PRICE_PREVIEW.h>

Public Member Functions
	BV_YIELD_PRICE_PREVIEW ()
virtual	~BV_YIELD_PRICE_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_YIELD_PRICE_PREVIEW *	clone () const
virtual BV_YIELD_PRICE_PREVIEW *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	yieldPricePreviewId
UInt32	firstLegId
UInt32	secondLegId
UInt32	thirdLegId
TI_TRADING_MODALITY::Enum	tradingModality
BV_YIELD_PRICE_PREVIEW_TYPE::Enum	firstLegPreviewType
BV_YIELD_PRICE_PREVIEW_TYPE::Enum	secondLegPreviewType
BV_YIELD_PRICE_PREVIEW_TYPE::Enum	thirdLegPreviewType
Double	firstLegPrice
Double	secondLegPrice
Double	thirdLegPrice
Double	firstLegDiscountRate
Double	secondLegDiscountRate
Double	thirdLegDiscountRate
Double	firstLegCMPDYield
Double	secondLegCMPDYield
Double	thirdLegCMPDYield
Double	firstLegMMEYield
Double	secondLegMMEYield
Double	thirdLegMMEYield
BV_VALUE	firstLegYTC
BV_VALUE	firstLegYTW
BV_VALUE	firstLegYMWTh
Double	firstLegMWCPriceTh
BV_VALUE	firstLegYMWExrc
BV_VALUE	firstLegYTR
BV_ANALYTICS	firstLegAnalytics
BV_VALUE	secondLegYTC
BV_VALUE	secondLegYTW
BV_VALUE	secondLegYMWTh
Double	secondLegMWCPriceTh
BV_VALUE	secondLegYMWExrc
BV_VALUE	secondLegYTR
BV_ANALYTICS	secondLegAnalytics
BV_VALUE	thirdLegYTC
BV_VALUE	thirdLegYTW
BV_VALUE	thirdLegYMWTh
Double	thirdLegMWCPriceTh
BV_VALUE	thirdLegYMWExrc
BV_VALUE	thirdLegYTR
BV_ANALYTICS	thirdLegAnalytics
UInt32	firstLegSettlementDate
UInt32	secondLegSettlementDate
UInt32	thirdLegSettlementDate
std::string	userData

Detailed Description

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

Constructor & Destructor Documentation

BV_YIELD_PRICE_PREVIEW ( )

inline

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

virtual ~BV_YIELD_PRICE_PREVIEW ( )

inlinevirtual

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

Member Function Documentation

virtual BV_YIELD_PRICE_PREVIEW* clone ( ) const

virtual

Implements Class.

virtual BV_YIELD_PRICE_PREVIEW* clone ( void *  ) const

virtual

Implements Class.

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

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

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 220 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

BV_ANALYTICS firstLegAnalytics

Analytics of the First Instrument.

Definition at line 156 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

Double firstLegCMPDYield

CMDP Yield of the first instrument.

Definition at line 120 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

Double firstLegDiscountRate

Discount Rate of the first instrument.

Definition at line 111 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

UInt32 firstLegId

ID of the first tradable instrument.

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

Double firstLegMMEYield

MME Yield of the first instrument.

Definition at line 129 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

Double firstLegMWCPriceTh

MWC Price Theoretical of the first instrument.

Definition at line 147 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_YIELD_PRICE_PREVIEW_TYPE::Enum firstLegPreviewType

Conversion type for the first leg.

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

Double firstLegPrice

Price of the first instrument.

Definition at line 102 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

UInt32 firstLegSettlementDate

Settlement date of the first instrument.

Definition at line 201 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_VALUE firstLegYMWExrc

YMW Exercised of the first instrument.

Definition at line 150 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_VALUE firstLegYMWTh

YMW Theoretical of the first instrument.

Definition at line 144 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_VALUE firstLegYTC

Yield To Call of the first instrument.

Definition at line 138 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_VALUE firstLegYTR

Yield to Reset of the first instrument.

Definition at line 153 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_VALUE firstLegYTW

Yield to Worst of the first instrument.

Definition at line 141 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_ANALYTICS secondLegAnalytics

Analytics of the Second Instrument.

Definition at line 177 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

Double secondLegCMPDYield

CMDP Yield of the second instrument.

Definition at line 123 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

Double secondLegDiscountRate

Discount Rate of the second instrument.

Definition at line 114 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

UInt32 secondLegId

ID of the second tradable instrument.

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

Double secondLegMMEYield

MME Yield of the second instrument.

Definition at line 132 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

Double secondLegMWCPriceTh

MWC Price Theoretical of the second instrument.

Definition at line 168 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_YIELD_PRICE_PREVIEW_TYPE::Enum secondLegPreviewType

Conversion type for the second leg.

Definition at line 96 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

Double secondLegPrice

Price of the second instrument.

Definition at line 105 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

UInt32 secondLegSettlementDate

Settlement date of the second instrument.

Definition at line 204 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_VALUE secondLegYMWExrc

YMW Exercised of the second instrument.

Definition at line 171 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_VALUE secondLegYMWTh

YMW Theoretical of the second instrument.

Definition at line 165 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_VALUE secondLegYTC

Yield To Call of the second instrument.

Definition at line 159 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_VALUE secondLegYTR

Yield to Reset of the second instrument.

Definition at line 174 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_VALUE secondLegYTW

Yield to Worst of the second instrument.

Definition at line 162 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_ANALYTICS thirdLegAnalytics

Analytics of the Third Instrument.

Definition at line 198 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

Double thirdLegCMPDYield

CMDP Yield of the third instrument.

Definition at line 126 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

Double thirdLegDiscountRate

Discount Rate of the third instrument.

Definition at line 117 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

UInt32 thirdLegId

ID of the third tradable instrument.

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

Double thirdLegMMEYield

MME Yield of the third instrument.

Definition at line 135 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

Double thirdLegMWCPriceTh

MWC Price Theoretical of the third instrument.

Definition at line 189 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_YIELD_PRICE_PREVIEW_TYPE::Enum thirdLegPreviewType

Conversion type for the third leg.

Definition at line 99 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

Double thirdLegPrice

Price of the third instrument.

Definition at line 108 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

UInt32 thirdLegSettlementDate

Settlement date of the third instrument.

Definition at line 207 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_VALUE thirdLegYMWExrc

YMW Exercised of the third instrument.

Definition at line 192 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_VALUE thirdLegYMWTh

YMW Theoretical of the third instrument.

Definition at line 186 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_VALUE thirdLegYTC

Yield To Call of the third instrument.

Definition at line 180 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

BV_VALUE thirdLegYTR

Yield to Reset of the third instrument.

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

BV_VALUE thirdLegYTW

Yield to Worst of the third instrument.

Definition at line 183 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

TI_TRADING_MODALITY::Enum tradingModality

Trading Modality (RFCQ)

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

std::string userData

Free field used by the client.

Definition at line 210 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

UInt32 yieldPricePreviewId

ID of the preview request.

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

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The documentation for this class was generated from the following file:

• include/OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_YIELD_PRICE_PREVIEW.h