OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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BV_YIELD_PRICE_PREVIEW Class Reference

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()

BV_YIELD_PRICE_PREVIEW ( )
inline

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

◆ ~BV_YIELD_PRICE_PREVIEW()

virtual ~BV_YIELD_PRICE_PREVIEW ( )
inlinevirtual

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

Member Function Documentation

◆ clone() [1/2]

virtual BV_YIELD_PRICE_PREVIEW * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual BV_YIELD_PRICE_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 72 of file SMP.Classes.BV_YIELD_PRICE_PREVIEW.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

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

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ firstLegAnalytics

BV_ANALYTICS firstLegAnalytics

Analytics of the First Instrument.

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

◆ firstLegCMPDYield

Double firstLegCMPDYield

CMDP Yield of the first instrument.

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

◆ firstLegDiscountRate

Double firstLegDiscountRate

Discount Rate of the first instrument.

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

◆ firstLegId

UInt32 firstLegId

ID of the first tradable instrument.

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

◆ firstLegMMEYield

Double firstLegMMEYield

MME Yield of the first instrument.

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

◆ firstLegMWCPriceTh

Double firstLegMWCPriceTh

MWC Price Theoretical of the first instrument.

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

◆ firstLegPreviewType

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.

◆ firstLegPrice

Double firstLegPrice

Price of the first instrument.

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

◆ firstLegSettlementDate

UInt32 firstLegSettlementDate

Settlement date of the first instrument.

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

◆ firstLegYMWExrc

BV_VALUE firstLegYMWExrc

YMW Exercised of the first instrument.

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

◆ firstLegYMWTh

BV_VALUE firstLegYMWTh

YMW Theoretical of the first instrument.

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

◆ firstLegYTC

BV_VALUE firstLegYTC

Yield To Call of the first instrument.

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

◆ firstLegYTR

BV_VALUE firstLegYTR

Yield to Reset of the first instrument.

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

◆ firstLegYTW

BV_VALUE firstLegYTW

Yield to Worst of the first instrument.

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

◆ secondLegAnalytics

BV_ANALYTICS secondLegAnalytics

Analytics of the Second Instrument.

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

◆ secondLegCMPDYield

Double secondLegCMPDYield

CMDP Yield of the second instrument.

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

◆ secondLegDiscountRate

Double secondLegDiscountRate

Discount Rate of the second instrument.

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

◆ secondLegId

UInt32 secondLegId

ID of the second tradable instrument.

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

◆ secondLegMMEYield

Double secondLegMMEYield

MME Yield of the second instrument.

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

◆ secondLegMWCPriceTh

Double secondLegMWCPriceTh

MWC Price Theoretical of the second instrument.

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

◆ secondLegPreviewType

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.

◆ secondLegPrice

Double secondLegPrice

Price of the second instrument.

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

◆ secondLegSettlementDate

UInt32 secondLegSettlementDate

Settlement date of the second instrument.

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

◆ secondLegYMWExrc

BV_VALUE secondLegYMWExrc

YMW Exercised of the second instrument.

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

◆ secondLegYMWTh

BV_VALUE secondLegYMWTh

YMW Theoretical of the second instrument.

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

◆ secondLegYTC

BV_VALUE secondLegYTC

Yield To Call of the second instrument.

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

◆ secondLegYTR

BV_VALUE secondLegYTR

Yield to Reset of the second instrument.

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

◆ secondLegYTW

BV_VALUE secondLegYTW

Yield to Worst of the second instrument.

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

◆ thirdLegAnalytics

BV_ANALYTICS thirdLegAnalytics

Analytics of the Third Instrument.

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

◆ thirdLegCMPDYield

Double thirdLegCMPDYield

CMDP Yield of the third instrument.

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

◆ thirdLegDiscountRate

Double thirdLegDiscountRate

Discount Rate of the third instrument.

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

◆ thirdLegId

UInt32 thirdLegId

ID of the third tradable instrument.

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

◆ thirdLegMMEYield

Double thirdLegMMEYield

MME Yield of the third instrument.

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

◆ thirdLegMWCPriceTh

Double thirdLegMWCPriceTh

MWC Price Theoretical of the third instrument.

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

◆ thirdLegPreviewType

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.

◆ thirdLegPrice

Double thirdLegPrice

Price of the third instrument.

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

◆ thirdLegSettlementDate

UInt32 thirdLegSettlementDate

Settlement date of the third instrument.

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

◆ thirdLegYMWExrc

BV_VALUE thirdLegYMWExrc

YMW Exercised of the third instrument.

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

◆ thirdLegYMWTh

BV_VALUE thirdLegYMWTh

YMW Theoretical of the third instrument.

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

◆ thirdLegYTC

BV_VALUE thirdLegYTC

Yield To Call of the third instrument.

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

◆ thirdLegYTR

BV_VALUE thirdLegYTR

Yield to Reset of the third instrument.

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

◆ thirdLegYTW

BV_VALUE thirdLegYTW

Yield to Worst of the third instrument.

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

◆ tradingModality

TI_TRADING_MODALITY::Enum tradingModality

Trading Modality (RFCQ)

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

◆ userData

std::string userData

Free field used by the client.

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

◆ yieldPricePreviewId

UInt32 yieldPricePreviewId

ID of the preview request.

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