132 virtual size_t serialize(
void* buf)
const;
Double lotValue
Unit value of the lot.
virtual ClassId::Enum id() const
Class id.
virtual size_t serializationBufSize() const
virtual ~CMF_SWITCH_AUCTION()
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
UInt32 sortNumber
Instrument sorting number.
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)