SMP.Classes.CMF_BASIS.h

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#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/


/*
--------------
GENERATED FILE
--------------
*/


#include <string>

#include <OnixS/MTS/Cash/SDP/Defines.h>
#include <OnixS/MTS/Cash/SDP/SMP.Class.h>
#include <OnixS/MTS/Cash/SDP/SMP.ClassIds.h>
#include <OnixS/MTS/Cash/SDP/SMP.Enumerations.h>


namespace OnixS {
namespace Mts {
namespace Cash {
namespace SDP {



///
class ONIXS_MTS_CASH_SDP_API CMF_BASIS : public Class
{
public:
    CMF_BASIS()
    {
        instrumentCode.reserve(12);
        instrumentDesc.reserve(36);
    }

    virtual ~CMF_BASIS() {}

    /// Class id
    virtual ClassId::Enum id() const
    {
        return ClassId::CMF_BASIS;
    }


    /// Unique ID of the Basis product (tradable instrument)
    UInt32 instrumentId;

    /// Alphanumeric code of the Basis product (tradable instrument)
    std::string instrumentCode; // maxSize = 12

    /// Description of the Basis product (tradable instrument)
    std::string instrumentDesc; // maxSize = 36

    /// Unique ID of the financial instrument (Bond) in the TI_INSTRUMENT class (external reference key)
    UInt32 firstLegId;

    /// Unique ID of the financial instrument (Future Delivery) in the TI_FUTURE_DELIVERY class (external reference key)
    UInt32 secondLegId;

    /// Unique ID of the instrument class
    UInt32 instrumentClassId;

    /// Unit value of the lot
    Double lotValue;

    /// Minimum quantity increment - applies to FAS,AON and FAK orders,to double-sided proposals and to RFQs. (This parameter also defines the minimum tradable quantity on the system)
    Double incrementQty;

    /// Minimum FAK and AON order quantity (relates to cash bond (1st) leg). If MinOrderQty >= IncrementQty order will be compliant. If MinOrderQty < IncrementQty order will be non-compliant,resulting in manual acceptance.
    Double minOrderQty;

    /// Minimum FAS order quantity (relates to cash bond (1st) leg)
    Double minFASQty;

    /// Minimum double sided proposal quantity (relates to cash bond (1st) leg)
    Double minProposalQty;

    /// Minimum price variation that users will be able to express in double sided proposals,FAS orders,RFQs and FAK/AON orders
    Double minBasisTick;

    /// Number of decimals to be used (precision) in the calculations to be made for settlement purposes
    UInt16 accIntPrecision;

    /// Multiply factor
    Double priceFactor;

    /// Flag indicating whether the bond is deliverable or not
    TI_FLAG::Enum deliverableFlag;

    /// Flag indicating whether the bond is the CTD (cheapest to deliver) or not
    TI_FLAG::Enum ctdFlag;

    /// Flag indicating whether the bond belongs to the Grey Market
    TI_FLAG::Enum firstLegGreyMarketFlag;

    /// End date for trading the bond on the Grey Market
    UInt32 firstLegGreyMarketEndDate;

    /// Date of settlement for the Basis product
    UInt32 settlDate;

    /// Instrument sorting number
    UInt32 sortNumber;

    /// Used to define the number of futures relating the nominal quantity of the basis
    Double hedgeRatio;

    /// Implied Repo Rate (not significant for non-deliverable bonds)
    Double irr;

    /// Minimum yield variation
    Double minYieldTick;

    /// Maximum value that can be specified for the minimum striker quantity in FAS orders and double sided quotes.
    Double minStrikerQtyCap;

    /// Minimum quantity for striker quotes
    Double minStrikerQuoteQty;

    /// Minimum quantity for striker orders
    Double minStrikerOrderQty;

    /// 
    size_t deserialize(const void* buf, size_t inLen);

    /// Provides string presentation
    virtual std::string toString () const;

    /// 
    virtual size_t serializationBufSize() const { return 204; }

    /// 
    virtual CMF_BASIS* clone() const;

    virtual CMF_BASIS* clone(void*) const;

private:
    virtual size_t serialize(void* buf) const;

};


}
}
}
}