SMP.Classes.CMF_SPREAD.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_SPREAD : public Class
{
public:
    CMF_SPREAD()
    {
        instrumentCode.reserve(12);
        instrumentDesc.reserve(36);
    }
 
    virtual ~CMF_SPREAD() {}

    virtual ClassId::Enum id() const
    {
        return ClassId::CMF_SPREAD;
    }
 

    UInt32 instrumentId;

    std::string instrumentCode; // maxSize = 12

    std::string instrumentDesc; // maxSize = 36

    UInt32 firstLegId;

    UInt32 secondLegId;

    TI_FLAG::Enum firstLegGreyMarketFlag;

    TI_FLAG::Enum secondLegGreyMarketFlag;

    UInt32 firstLegGreyMarketEndDate;

    UInt32 secondLegGreyMarketEndDate;

    UInt32 instrumentClassId;

    Double lotValue;

    Double lotValueSecondLeg;

    Double incrementQty;

    Double minOrderQty;

    Double minFASQty;

    Double minProposalQty;

    Double minSpreadTick;

    Double incrementQtySecondLeg;

    UInt16 accIntPrecision;

    UInt32 settlDateFirstLeg;

    UInt32 settlDateSecondLeg;

    UInt32 sortNumber;

    Double minYieldTick;

    Double firstLegMinPriceTick;

    Double minStrikerQtyCap;

    Double minStrikerQuoteQty;

    Double minStrikerOrderQty;

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

    virtual std::string toString () const;

    virtual size_t serializationBufSize() const { return 208; }

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