SMP.Classes.CMF_INSTRUMENT_CLASS.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_INSTRUMENT_CLASS : public Class
{
public:
    CMF_INSTRUMENT_CLASS()
    {
    }

    virtual ~CMF_INSTRUMENT_CLASS() {}

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


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

    /// Identifier of the yield/price conversion for CAT market depth
    CMF_YIELD_PRICE_CONV::Enum yieldPriceConv;

    /// Identifier of the calculation type to be used for the second leg quantity definition in case of Spread Trading or Switch Auction Trading. In case of Switch Auction Trading: - Instruments with CalculationType = "Cash Equivalent" will remain suspended (with status equal to TI_SUSP_STATUS_WaitingForPrice) until the arrival of the buy back price flow contribution. - Instruments with CalculationType = "Duration Weighted" will remain suspended (with status equal to TI_SUSP_STATUS_WaitingForPrice) until  the arrival of the buy back price flow contribution and, in addition,until the receipt of the hedge ratio or of the BPVs of the underlying bonds.
    CMF_CALCULATION_TYPE::Enum calculationType;

    /// Identifier of the price type
    TI_TRADING_TYPE::Enum tradingType;

    /// Identifier of the tradable instrument type (Bond,Spread,Basis,etc.)
    TI_INSTRUMENT_TYPE::Enum instrumentType;

    /// Indicates since what time statistics are available. If it is zero statistics are always calculated
    UInt64 statisticsTime;

    /// Maximum Settlement Size for the instrument class
    Double maxSettlSize;

    /// Instrument Class Sorting Number
    UInt32 sortNumber;

    /// Market model
    CMF_MARKET_MODEL::Enum marketModel;

    /// Flag indicating if it's possible to insert only FAS orders or only double sided proposals or both. Used for tradable instruments:  Basis,Spread and Switch Auction
    TI_POSSIBLE_QUOTING::Enum doubleLegPossibleQuoting;

    /// Flag indicating if it's possible to insert only striker FAS orders or only double sided proposals or both.  Used for tradable instruments:  Basis, Spread.
    TI_POSSIBLE_QUOTING::Enum doubleLegStrikerQuotingFg;

    /// Identifier of the yield/price conversion for mid price
    CMF_YIELD_PRICE_CONV::Enum midPriceYieldPriceConv;

    /// Unique ID of the product type.
    UInt32 productType;

    /// Multiplier to be applied to the MinPriceTick and to the MinYieldTick CAT functions parameters to obtain the MinMidPriceTick and the MinMidYieldTick (Mid Price Trading)
    Double midPriceMultiplier;

    /// Mid Price FAS Orders Flag latency,expressed as number of seconds
    UInt16 midPriceInterestLatency;

    /// Delay, expressed as number of seconds,for the Mid Price publication
    UInt16 midPricePublicationDelay;

    /// Specifies the source of MidPrice value: Order Book (CAT)
    CMF_MID_PRICE_SOURCE::Enum midPriceSource;

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

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

    /// 
    virtual size_t serializationBufSize() const { return 80; }

    /// 
    virtual CMF_INSTRUMENT_CLASS* clone() const;

    virtual CMF_INSTRUMENT_CLASS* clone(void*) const;

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

};


}
}
}
}