127 virtual size_t serialize(
void* buf)
const;
virtual ~CMF_INSTRUMENT_CLASS()
CMF_MARKET_MODEL::Enum marketModel
Market model.
virtual ClassId::Enum id() const
Class id.
virtual size_t serializationBufSize() const
UInt16 midPriceInterestLatency
Mid Price FAS Orders Flag latency,expressed as number of seconds.
TI_POSSIBLE_QUOTING::Enum doubleLegStrikerQuotingFg
Flag indicating if it's possible to insert only striker FAS orders or only double sided proposals or ...
UInt32 instrumentClassId
Unique ID of the instrument class.
CMF_YIELD_PRICE_CONV::Enum yieldPriceConv
Identifier of the yield/price conversion for CAT market depth.
UInt64 statisticsTime
Indicates since what time statistics are available. If it is zero statistics are always calculated.
TI_TRADING_TYPE::Enum tradingType
Identifier of the price type.
CMF_CALCULATION_TYPE::Enum calculationType
Identifier of the calculation type to be used for the second leg quantity definition in case of Sprea...
UInt32 sortNumber
Instrument Class Sorting Number.
UInt16 midPricePublicationDelay
Delay, expressed as number of seconds,for the Mid Price publication.
CMF_MID_PRICE_SOURCE::Enum midPriceSource
Specifies the source of MidPrice value: Order Book (CAT)
TI_INSTRUMENT_TYPE::Enum instrumentType
Identifier of the tradable instrument type (Bond,Spread,Basis,etc.)
CMF_YIELD_PRICE_CONV::Enum midPriceYieldPriceConv
Identifier of the yield/price conversion for mid price.
TI_POSSIBLE_QUOTING::Enum doubleLegPossibleQuoting
Flag indicating if it's possible to insert only FAS orders or only double sided proposals or both....
Double midPriceMultiplier
Multiplier to be applied to the MinPriceTick and to the MinYieldTick CAT functions parameters to obta...
Double maxSettlSize
Maximum Settlement Size for the instrument class.
size_t deserialize(const void *buf, size_t inLen)
virtual CMF_INSTRUMENT_CLASS * clone() const
virtual CMF_INSTRUMENT_CLASS * clone(void *) const
virtual std::string toString() const
Provides string presentation.
UInt32 productType
Unique ID of the product type.
unsigned long long UInt64