SMP.Classes.CMF_SWITCH_AUCTION.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_SWITCH_AUCTION : public Class
{
public:
    CMF_SWITCH_AUCTION()
    {
        instrumentCode.reserve(12);
        instrumentDesc.reserve(36);
    }

    virtual ~CMF_SWITCH_AUCTION() {}

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


    /// Unique ID of the Switch Auction products (tradable instrument)
    UInt32 instrumentId;

    /// Alphanumeric code of the Switch Auction products (tradable instrument)
    std::string instrumentCode; // maxSize = 12

    /// Description of the Switch Auction products (tradable instrument)
    std::string instrumentDesc; // maxSize = 36

    /// Unique ID of the first (auctioned) leg financial instrument (Bond) in the TI_INSTRUMENT class (external reference key)
    UInt32 firstLegId;

    /// Unique ID of the second (buy back) leg financial instrument (Bond) in the TI_INSTRUMENT class (external reference key)
    UInt32 secondLegId;

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

    /// Unit value of the lot
    Double lotValue;

    /// Minimum quantity increment - applies to FAS,AON and FAK orders,to double-sided proposals and to RFQs. (This parameter also defines the minimum tradable quantity on the system)
    Double incrementQty;

    /// Minimum Price variation that users will be able to express in double sided proposals,FAS orders,RFQs and FAK/AON orders
    Double minPriceTick;

    /// Minimum yield variation  that users will be able to express in double sided proposals,FAS orders,RFQs and FAK/AON orders
    Double minYieldTick;

    /// Minimum FAK/AON order quantity (applies to first auctioned leg). If MinOrderQty >= IncrementQty order will be compliant. If MinOrderQty < IncrementQty order will be non-compliant,resulting in manual acceptance.
    Double minOrderQty;

    /// Minimum FAS order quantity (applies to first auctioned leg)
    Double minFASQty;

    /// Minimum tradable quantity to be specified in quotes, FAS orders, FAK/FOK orders
    Double minTradeQty;

    /// Minimum quantity increment for second buy back leg. (For future use)
    Double incrementQtySecondLeg;

    /// Number of decimals to be used (precision) in the calculations to be made for settlement purposes
    UInt16 accIntPrecision;

    /// Date of settlement of first leg product
    UInt32 settlDateFirstLeg;

    /// Date of settlement of second leg product
    UInt32 settlDateSecondLeg;

    /// Instrument sorting number
    UInt32 sortNumber;

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

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

    /// 
    virtual size_t serializationBufSize() const { return 152; }

    /// 
    virtual CMF_SWITCH_AUCTION* clone() const;

    virtual CMF_SWITCH_AUCTION* clone(void*) const;

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

};


}
}
}
}