OnixS C++ MTS Cash SDP Handler 1.8.0
API documentation
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SMP.Classes.CMF_BASIS.h
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1#pragma once
2/*
3* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4*
5* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
6* and international copyright treaties.
7*
8* Access to and use of the software is governed by the terms of the applicable ONIXS Software
9* Services Agreement (the Agreement) and Customer end user license agreements granting
10* a non-assignable, non-transferable and non-exclusive license to use the software
11* for it's own data processing purposes under the terms defined in the Agreement.
12*
13* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
14* of this source code or associated reference material to any other location for further reproduction
15* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
16*
17* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18* the terms of the Agreement is a violation of copyright law.
19*/
20
21
22/*
23--------------
24GENERATED FILE
25--------------
26*/
27
28
29#include <string>
30
35
36
37namespace OnixS {
38namespace Mts {
39namespace Cash {
40namespace SDP {
41
42
43
45class ONIXS_MTS_CASH_SDP_API CMF_BASIS : public Class
46{
47public:
49 {
50 instrumentCode.reserve(12);
51 instrumentDesc.reserve(36);
52 }
53
54 virtual ~CMF_BASIS() {}
55
57 virtual ClassId::Enum id() const
58 {
59 return ClassId::CMF_BASIS;
60 }
61
62
65
67 std::string instrumentCode; // maxSize = 12
68
70 std::string instrumentDesc; // maxSize = 36
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142 size_t deserialize(const void* buf, size_t inLen);
143
145 virtual std::string toString () const;
146
148 virtual size_t serializationBufSize() const { return 204; }
149
151 virtual CMF_BASIS* clone() const;
152
153 virtual CMF_BASIS* clone(void*) const;
154
155private:
156 virtual size_t serialize(void* buf) const;
157
158};
159
160
161}
162}
163}
164}
Double lotValue
Unit value of the lot.
TI_FLAG::Enum ctdFlag
Flag indicating whether the bond is the CTD (cheapest to deliver) or not.
UInt32 settlDate
Date of settlement for the Basis product.
UInt32 firstLegGreyMarketEndDate
End date for trading the bond on the Grey Market.
virtual ClassId::Enum id() const
Class id.
virtual size_t serializationBufSize() const
Double irr
Implied Repo Rate (not significant for non-deliverable bonds)
UInt32 instrumentClassId
Unique ID of the instrument class.
TI_FLAG::Enum firstLegGreyMarketFlag
Flag indicating whether the bond belongs to the Grey Market.
TI_FLAG::Enum deliverableFlag
Flag indicating whether the bond is deliverable or not.
Double minYieldTick
Minimum yield variation.
virtual CMF_BASIS * clone(void *) const
Double hedgeRatio
Used to define the number of futures relating the nominal quantity of the basis.
UInt32 sortNumber
Instrument sorting number.
Double minBasisTick
Minimum price variation that users will be able to express in double sided proposals,...
Double minStrikerQuoteQty
Minimum quantity for striker quotes.
std::string instrumentDesc
Description of the Basis product (tradable instrument)
UInt16 accIntPrecision
Number of decimals to be used (precision) in the calculations to be made for settlement purposes.
Double minProposalQty
Minimum double sided proposal quantity (relates to cash bond (1st) leg)
Double minStrikerOrderQty
Minimum quantity for striker orders.
Double minStrikerQtyCap
Maximum value that can be specified for the minimum striker quantity in FAS orders and double sided q...
Double incrementQty
Minimum quantity increment - applies to FAS,AON and FAK orders,to double-sided proposals and to RFQs....
size_t deserialize(const void *buf, size_t inLen)
virtual CMF_BASIS * clone() const
UInt32 firstLegId
Unique ID of the financial instrument (Bond) in the TI_INSTRUMENT class (external reference key)
UInt32 secondLegId
Unique ID of the financial instrument (Future Delivery) in the TI_FUTURE_DELIVERY class (external ref...
Double minFASQty
Minimum FAS order quantity (relates to cash bond (1st) leg)
virtual std::string toString() const
Provides string presentation.
Double minOrderQty
Minimum FAK and AON order quantity (relates to cash bond (1st) leg). If MinOrderQty >= IncrementQty o...
UInt32 instrumentId
Unique ID of the Basis product (tradable instrument)
std::string instrumentCode
Alphanumeric code of the Basis product (tradable instrument)
unsigned int UInt32
Definition Defines.h:46
unsigned short UInt16
Definition Defines.h:45