OnixS C++ MTS Cash SDP Handler  1.7.0
API documentation
SMP.Classes.CMF_BOND.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
30 
35 
36 
37 namespace OnixS {
38 namespace Mts {
39 namespace Cash {
40 namespace SDP {
41 
42 
43 
44 ///
45 class ONIXS_MTS_CASH_SDP_API CMF_BOND : public Class
46 {
47 public:
49  {
50  instrumentCode.reserve(12);
51  instrumentDesc.reserve(36);
52  miFIRIdentifier.reserve(12);
53  }
54 
55  virtual ~CMF_BOND() {}
56 
57  /// Class id
58  virtual ClassId::Enum id() const
59  {
60  return ClassId::CMF_BOND;
61  }
62 
63 
64  /// Unique ID of the Cash bond (tradable instrument)
66 
67  /// Alphanumeric code of the Cash bond (tradable instrument). This code could be different from the InstrumentCode in the TI_INSTRUMENTclass
68  std::string instrumentCode; // maxSize = 12
69 
70  /// Description of the Cash bond (tradable instrument). This description could be different from the InstrumentDesc in the TI_INSTRUMENT class
71  std::string instrumentDesc; // maxSize = 36
72 
73  /// Unique ID of the financial instrument (bond) in the TI_INSTRUMENT class (external reference key)
75 
76  /// Unique ID of the underlying bond
78 
79  /// Unique ID of the instrument class
81 
82  /// Number of decimals to be used (precision) in the calculations to be made for settlement purposes
84 
85  /// Flag indicating whether the bond belongs to the Grey Market or not
87 
88  /// End date for trading the bond on the Grey Market
90 
91  /// Date of settlement of bond (tradable instrument)
93 
94  /// Instrument sorting number
96 
97  /// If True,firm quotes are allowed for this tradable instrument.
99 
100  /// Flag indicating whether striker prices are enabled for this tradable instruments or not.
102 
103  /// Unique ID of the benchmark index
105 
106  /// MiFIR Identifier
107  std::string miFIRIdentifier; // maxSize = 12
108 
109  /// Unique ID of the MiFIR Bond Type
111 
112  /// Liquid Flag
114 
115  /// SSTI ("Size Specific to the Financial Instrument") threshold level for pre-trade transparency
117 
118  /// SSTI ("Size Specific to the Financial Instrument") threshold level for post-trade transparency
120 
121  /// LIS ("Large In Scale") threshold level for pre- trade transparency
123 
124  /// LIS ("Large In Scale") threshold level for post- trade transparency
126 
127  /// Pre-trade exemption flag
129 
130  /// Post-trade exemption flag
132 
133  ///
134  size_t deserialize(const void* buf, size_t inLen);
135 
136  /// Provides string presentation
137  virtual std::string toString () const;
138 
139  ///
140  virtual size_t serializationBufSize() const { return 168; }
141 
142  ///
143  virtual CMF_BOND* clone() const;
144 
145  virtual CMF_BOND* clone(void*) const;
146 
147 private:
148  virtual size_t serialize(void* buf) const;
149 
150 };
151 
152 
153 }
154 }
155 }
156 }
unsigned short UInt16
Definition: Defines.h:45
std::string miFIRIdentifier
MiFIR Identifier.
UInt32 miFIRBondTypeId
Unique ID of the MiFIR Bond Type.
UInt32 settlDate
Date of settlement of bond (tradable instrument)
virtual size_t serializationBufSize() const
virtual ClassId::Enum id() const
Class id.
Double lISPostTradeQty
LIS ("Large In Scale") threshold level for post- trade transparency.
TI_FLAG::Enum liquidFg
Liquid Flag.
TI_FLAG::Enum greyMarketFlag
Flag indicating whether the bond belongs to the Grey Market or not.
std::string instrumentCode
Alphanumeric code of the Cash bond (tradable instrument). This code could be different from the Instr...
std::string instrumentDesc
Description of the Cash bond (tradable instrument). This description could be different from the Inst...
TI_FLAG::Enum firmQuotingFg
If True,firm quotes are allowed for this tradable instrument.
Double sSTIPreTradeQty
SSTI ("Size Specific to the Financial Instrument") threshold level for pre-trade transparency.
UInt32 underlyingInstrumentId
Unique ID of the underlying bond.
UInt32 benchmarkIndexId
Unique ID of the benchmark index.
Double sSTIPostTradeQty
SSTI ("Size Specific to the Financial Instrument") threshold level for post-trade transparency...
TI_FLAG::Enum postTradeExemptionFg
Post-trade exemption flag.
unsigned int UInt32
Definition: Defines.h:46
UInt16 accIntPrecision
Number of decimals to be used (precision) in the calculations to be made for settlement purposes...
UInt32 instrumentClassId
Unique ID of the instrument class.
TI_FLAG::Enum strikerQuotingFg
Flag indicating whether striker prices are enabled for this tradable instruments or not...
UInt32 financialInstrumentId
Unique ID of the financial instrument (bond) in the TI_INSTRUMENT class (external reference key) ...
UInt32 instrumentId
Unique ID of the Cash bond (tradable instrument)
UInt32 greyMarketEndDate
End date for trading the bond on the Grey Market.
UInt32 sortNumber
Instrument sorting number.
TI_FLAG::Enum preTradeExemptionFg
Pre-trade exemption flag.
Double lISPreTradeQty
LIS ("Large In Scale") threshold level for pre- trade transparency.