Public Member Functions | |
| TI_INSTRUMENT () | |
| virtual | ~TI_INSTRUMENT () |
| 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 TI_INSTRUMENT * | clone () const |
| virtual TI_INSTRUMENT * | clone (void *) const |
| Public Member Functions inherited from Class | |
| virtual | ~Class () |
| size_t | getMaxMessageSize () const |
Definition at line 43 of file SMP.Classes.TI_INSTRUMENT.h.
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inline |
Definition at line 46 of file SMP.Classes.TI_INSTRUMENT.h.
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inlinevirtual |
Definition at line 56 of file SMP.Classes.TI_INSTRUMENT.h.
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virtual |
Implements Class.
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virtual |
Implements Class.
| size_t deserialize | ( | const void * | buf, |
| size_t | inLen ) |
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inlinevirtual |
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inlinevirtual |
Implements Class.
Definition at line 189 of file SMP.Classes.TI_INSTRUMENT.h.
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virtual |
Provides string presentation.
Implements Class.
| std::string alternativeCode |
MIC code of the financial instrument.
Definition at line 173 of file SMP.Classes.TI_INSTRUMENT.h.
| Double auctionInstrumentPrice |
Auction price of the instrument.
Definition at line 113 of file SMP.Classes.TI_INSTRUMENT.h.
| Double auctionInstrumentYield |
Yield of the instrument at the time of the auction expressed as a percentage.
Definition at line 116 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt16 baseCoefficientIndex |
Field used by the Calculation Engine.
Definition at line 152 of file SMP.Classes.TI_INSTRUMENT.h.
| TI_FLAG::Enum benchmarkFlag |
Flag indicating whether the instrument under examination is of the benchmark type or not.
Definition at line 122 of file SMP.Classes.TI_INSTRUMENT.h.
| std::string bondTypology |
It indicates the financial group (for example, BTP, CCT, BTA, BTC, etc.)
Definition at line 158 of file SMP.Classes.TI_INSTRUMENT.h.
| Double bPV |
Base Point Value.
Definition at line 167 of file SMP.Classes.TI_INSTRUMENT.h.
| TI_FLAG::Enum cCPEligibleFg |
Allows counterparties with CCP to close a trade in a Bilateral modality.
Definition at line 179 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt16 couponFrequency |
Frequency of the coupon. Number of months between the payments of the coupons. Not set for instrument class related to instruments with no coupon.
Definition at line 89 of file SMP.Classes.TI_INSTRUMENT.h.
| Double couponRate |
Current coupon rate, expressed as a percentage.
Definition at line 86 of file SMP.Classes.TI_INSTRUMENT.h.
| TI_COUPON_TYPE::Enum couponType |
ID of the type of coupon.
Definition at line 92 of file SMP.Classes.TI_INSTRUMENT.h.
| std::string currencyCode |
Unique ID code of the Trading Currency related to the instrument.
Definition at line 161 of file SMP.Classes.TI_INSTRUMENT.h.
| TI_DAY_COUNT_CONVENTION_TYPE::Enum dayCountConventionType |
Unique ID code of the type of calculation of the accrual.
Definition at line 149 of file SMP.Classes.TI_INSTRUMENT.h.
| TI_DISCOUNT_RATE_FORMULA_TYPE::Enum discountRateFormulaType |
Unique ID code of the method for calculating the discount rate of the instrument.
Definition at line 146 of file SMP.Classes.TI_INSTRUMENT.h.
| TI_EXCEPTION_DATE_TYPE::Enum exceptionDateType |
Unique ID code of the type of exception date of the coupon.
Definition at line 140 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt32 financialInstrumentId |
Unique ID of the financial instrument (Bond)
Definition at line 65 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt32 firstAccrualDate |
Start date of interest accrual.
Definition at line 110 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt32 firstCouponDate |
Date on which the first coupon was detached.
Definition at line 95 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt32 firstSettlDate |
First date of settlement of the instrument.
Definition at line 131 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt16 inflationIndexId |
Unique ID of the Inflation Index.
Definition at line 155 of file SMP.Classes.TI_INSTRUMENT.h.
| std::string instrumentCode |
Alphanumeric ID code of the instrument (ISIN coding)
Definition at line 68 of file SMP.Classes.TI_INSTRUMENT.h.
| std::string instrumentDesc |
Description of the instrument.
Definition at line 71 of file SMP.Classes.TI_INSTRUMENT.h.
| TI_INSTRUMENT_TYPOLOGY::Enum instrumentTipology |
ID of the type of instrument (for example, Corporate)
Definition at line 74 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt32 issueDate |
Date of issue of the instrument.
Definition at line 80 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt32 issuerId |
Unique ID of the issuing body.
Definition at line 77 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt32 lastCouponDate |
Date on which the last coupon was detached before the instrument is paid.
Definition at line 98 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt16 maturityBucket |
ID of the group to which the instrument belongs, defined as a function of its maturity.
Definition at line 101 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt32 maturityDate |
Date of payment of the instrument.
Definition at line 83 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt16 mTSClassification |
MTS classification of the financial instrument.
Definition at line 170 of file SMP.Classes.TI_INSTRUMENT.h.
| Double outstanding |
Issued amount.
Definition at line 176 of file SMP.Classes.TI_INSTRUMENT.h.
| Double redemptionPrice |
Redemption price of the instrument.
Definition at line 119 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt32 residualMaturityDays |
Number of days to the maturity of the instrument.
Definition at line 107 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt32 residualMaturityId |
ID of the residual maturity of the instrument on the current date.
Definition at line 104 of file SMP.Classes.TI_INSTRUMENT.h.
| std::string settlCurrencyCode |
Unique ID code of the Settlement Currency related to the instrument.
Definition at line 164 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt16 settlExpiryPeriod |
Time interval allowed to conclude the settlement of the operation, expressed as a number of working days.
Definition at line 128 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt16 settlPeriod |
Time interval between the date on which trading took place and the date on which the operation was settled expressed as a number of working days.
Definition at line 125 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt16 startExceptionDays |
Number of working days between the start date of the exception period and the date on which the coupon was detached.
Definition at line 134 of file SMP.Classes.TI_INSTRUMENT.h.
| UInt16 stopExceptionDays |
Number of working days between the stop date of the exception period and the date on which the coupon was detached.
Definition at line 137 of file SMP.Classes.TI_INSTRUMENT.h.
| TI_YIELD_FORMULA_TYPE::Enum yieldFormulaType |
Unique ID code of the method for calculating the price or yield of the instrument.
Definition at line 143 of file SMP.Classes.TI_INSTRUMENT.h.
