OnixS C++ MTS Cash SDP Handler 1.7.0
API documentation
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SMP.Classes.CMF_SWITCH_AUCTION.h
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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
35
36
37namespace OnixS {
38namespace Mts {
39namespace Cash {
40namespace SDP {
41
42
43
45class ONIXS_MTS_CASH_SDP_API CMF_SWITCH_AUCTION : public Class
46{
47public:
49 {
50 instrumentCode.reserve(12);
51 instrumentDesc.reserve(36);
52 }
53
55
57 virtual ClassId::Enum id() const
58 {
60 }
61
62
65
67 std::string instrumentCode; // maxSize = 12
68
70 std::string instrumentDesc; // maxSize = 36
71
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118 size_t deserialize(const void* buf, size_t inLen);
119
121 virtual std::string toString () const;
122
124 virtual size_t serializationBufSize() const { return 152; }
125
127 virtual CMF_SWITCH_AUCTION* clone() const;
128
129 virtual CMF_SWITCH_AUCTION* clone(void*) const;
130
131private:
132 virtual size_t serialize(void* buf) const;
133
134};
135
136
137}
138}
139}
140}
UInt32 instrumentClassId
Unique ID of the instrument class.
Double minTradeQty
Minimum tradable quantity to be specified in quotes, FAS orders, FAK/FOK orders.
UInt32 settlDateFirstLeg
Date of settlement of first leg product.
Double minYieldTick
Minimum yield variation that users will be able to express in double sided proposals,...
virtual CMF_SWITCH_AUCTION * clone(void *) const
std::string instrumentDesc
Description of the Switch Auction products (tradable instrument)
UInt16 accIntPrecision
Number of decimals to be used (precision) in the calculations to be made for settlement purposes.
UInt32 settlDateSecondLeg
Date of settlement of second leg product.
Double incrementQtySecondLeg
Minimum quantity increment for second buy back leg. (For future use)
Double incrementQty
Minimum quantity increment - applies to FAS,AON and FAK orders,to double-sided proposals and to RFQs....
size_t deserialize(const void *buf, size_t inLen)
Double minPriceTick
Minimum Price variation that users will be able to express in double sided proposals,...
UInt32 firstLegId
Unique ID of the first (auctioned) leg financial instrument (Bond) in the TI_INSTRUMENT class (extern...
UInt32 secondLegId
Unique ID of the second (buy back) leg financial instrument (Bond) in the TI_INSTRUMENT class (extern...
Double minFASQty
Minimum FAS order quantity (applies to first auctioned leg)
virtual CMF_SWITCH_AUCTION * clone() const
virtual std::string toString() const
Provides string presentation.
Double minOrderQty
Minimum FAK/AON order quantity (applies to first auctioned leg). If MinOrderQty >= IncrementQty order...
UInt32 instrumentId
Unique ID of the Switch Auction products (tradable instrument)
std::string instrumentCode
Alphanumeric code of the Switch Auction products (tradable instrument)
unsigned int UInt32
Definition Defines.h:46
unsigned short UInt16
Definition Defines.h:45