OnixS C++ MTS Cash SDP Handler 1.9.0
API documentation
Loading...
Searching...
No Matches
SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h
Go to the documentation of this file.
1#pragma once
2/*
3* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4*
5* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
6* and international copyright treaties.
7*
8* Access to and use of the software is governed by the terms of the applicable ONIXS Software
9* Services Agreement (the Agreement) and Customer end user license agreements granting
10* a non-assignable, non-transferable and non-exclusive license to use the software
11* for it's own data processing purposes under the terms defined in the Agreement.
12*
13* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
14* of this source code or associated reference material to any other location for further reproduction
15* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
16*
17* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18* the terms of the Agreement is a violation of copyright law.
19*/
20
21
22/*
23--------------
24GENERATED FILE
25--------------
26*/
27
28
29#include <string>
30
47
48
49namespace OnixS {
50namespace Mts {
51namespace Cash {
52namespace SDP {
53
54
55
57class ONIXS_MTS_CASH_SDP_API CMF_LIQUID_INSTRUMENT_THRESHOLDS : public Class
58{
59public:
61 {
62 ratingCategory.reserve(16);
63 creditRating.reserve(16);
64 lISCurrency.reserve(3);
65 }
66
68
70 virtual ClassId::Enum id() const
71 {
73 }
74
75
78
81
84
87
90
93
96
99
102
105
108
111
113 std::string ratingCategory; // maxSize = 16
114
116 std::string creditRating; // maxSize = 16
117
120
123
125 std::string lISCurrency; // maxSize = 3
126
129
132
135
138
141
144
147
150
153
156
159
162
165
168
171
174
177
180
183
186
188 size_t deserialize(const void* buf, size_t inLen);
189
191 virtual std::string toString () const;
192
194 virtual size_t serializationBufSize() const { return 296; }
195
198
200
201private:
202 virtual size_t serialize(void* buf) const;
203
204};
205
206
207}
208}
209}
210}
Double eCBFxRate
ECB Exchange rate between the Financial Instrument currency and the LIS Currency.
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS3PostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: X greater than LIS3 (UK) or X greater than o...
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS1PostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: LIS1 less than X less than or equal to LIS2 ...
TI_POST_TRADE_DEFERRAL::Enum aTBelowLIS1PostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: X less than or equal to LIS1 (UK) or X less ...
TI_POST_TRADE_DEFERRAL::Enum atAboveLISPostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: X greater than or equal to LIS....
TI_POST_TRADE_DEFERRAL::Enum exemptedPostTradeTransparencySuperDeferral
Exempted Post-Trade Transparency Super Deferral.
virtual CMF_LIQUID_INSTRUMENT_THRESHOLDS * clone(void *) const
TI_POST_TRADE_DEFERRAL::Enum belowLISPostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: X less than LIS. Relevant for area code UK.
Double sSTIPreTradeQty
SSTI threshold level for pre-trade transparency.
virtual CMF_LIQUID_INSTRUMENT_THRESHOLDS * clone() const
Double sSTIPostTradeQty
SSTI threshold level for post-trade transparency.
TI_SUPER_DEFERRAL_EXTENDED_DEFERRAL_TIME superDeferralExtendedDeferralTime
Super Deferral Extended Deferral Time.
size_t deserialize(const void *buf, size_t inLen)
virtual std::string toString() const
Provides string presentation.
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS2PostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: LIS2 less than X less than or equal to LIS3 ...
TI_POST_TRADE_DEFERRAL::Enum noLISPostTradeDeferral
Value of the Post-Trade Deferral field in case of No LIS. Relevant for EU.
unsigned int UInt32
Definition Defines.h:46
unsigned short UInt16
Definition Defines.h:45
Enum