156 virtual size_t serialize(
void* buf)
const;
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)
Double priceFactor
Multiply factor.
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)