SMP.Classes.TI_INSTRUMENT.h

Go to the documentation of this file.

#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 TI_INSTRUMENT : public Class
{
public:
    TI_INSTRUMENT()
    {
        instrumentCode.reserve(12);
        instrumentDesc.reserve(36);
        bondTypology.reserve(6);
        currencyCode.reserve(3);
        settlCurrencyCode.reserve(3);
        alternativeCode.reserve(16);
    }

    virtual ~TI_INSTRUMENT() {}

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


    /// Unique ID of the financial instrument (Bond)
    UInt32 financialInstrumentId;

    /// Alphanumeric ID code of the instrument (ISIN coding)
    std::string instrumentCode; // maxSize = 12

    /// Description of the instrument
    std::string instrumentDesc; // maxSize = 36

    /// ID of the type of instrument (for example, Corporate)
    TI_INSTRUMENT_TYPOLOGY::Enum instrumentTipology;

    /// Unique ID of the issuing body
    UInt32 issuerId;

    /// Date of issue of the instrument
    UInt32 issueDate;

    /// Date of payment of the instrument
    UInt32 maturityDate;

    /// Current coupon rate, expressed as a percentage
    Double couponRate;

    /// Frequency of the coupon. Number of months between the payments of the coupons. Not set for instrument class related to instruments with no coupon
    UInt16 couponFrequency;

    /// ID of the type of coupon
    TI_COUPON_TYPE::Enum couponType;

    /// Date on which the first coupon was detached
    UInt32 firstCouponDate;

    /// Date on which the last coupon was detached before the instrument is paid
    UInt32 lastCouponDate;

    /// ID of the group to which the instrument belongs, defined as a function of its maturity
    UInt16 maturityBucket;

    /// ID of the residual maturity of the instrument on the current date
    UInt32 residualMaturityId;

    /// Number of days to the maturity of the instrument
    UInt32 residualMaturityDays;

    /// Start date of interest accrual
    UInt32 firstAccrualDate;

    /// Auction price of the instrument
    Double auctionInstrumentPrice;

    /// Yield of the instrument at the time of the auction expressed as a percentage
    Double auctionInstrumentYield;

    /// Redemption price of the instrument
    Double redemptionPrice;

    /// Flag indicating whether the instrument under examination is of the benchmark type or not
    TI_FLAG::Enum benchmarkFlag;

    /// Time interval between the date on which trading took place and the date on which the operation was settled expressed as a number of working days
    UInt16 settlPeriod;

    /// Time interval allowed to conclude the settlement of the operation, expressed as a number of working days
    UInt16 settlExpiryPeriod;

    /// First date of settlement of the instrument
    UInt32 firstSettlDate;

    /// Number of working days between the start date of the exception period and the date on which the coupon was detached
    UInt16 startExceptionDays;

    /// Number of working days between the stop date of the exception period and the date on which the coupon was detached
    UInt16 stopExceptionDays;

    /// Unique ID code of the type of exception date of the coupon
    TI_EXCEPTION_DATE_TYPE::Enum exceptionDateType;

    /// Unique ID code of the method for calculating the price or yield of the instrument
    TI_YIELD_FORMULA_TYPE::Enum yieldFormulaType;

    /// Unique ID code of the method for calculating the discount rate of the instrument
    TI_DISCOUNT_RATE_FORMULA_TYPE::Enum discountRateFormulaType;

    /// Unique ID code of the type of calculation of the accrual
    TI_DAY_COUNT_CONVENTION_TYPE::Enum dayCountConventionType;

    /// Field used by the Calculation Engine
    UInt16 baseCoefficientIndex;

    /// Unique ID of the Inflation Index
    UInt16 inflationIndexId;

    /// It indicates the financial group (for example, BTP, CCT, BTA, BTC, etc.)
    std::string bondTypology; // maxSize = 6

    /// Unique ID code of the Trading Currency related to the instrument
    std::string currencyCode; // maxSize = 3

    /// Unique ID code of the Settlement Currency related to the instrument
    std::string settlCurrencyCode; // maxSize = 3

    /// Base Point Value
    Double bPV;

    /// MTS classification of the financial instrument
    UInt16 mTSClassification;

    /// MIC code of the financial instrument
    std::string alternativeCode; // maxSize = 16

    /// Issued amount
    Double outstanding;

    /// Allows counterparties with CCP to close a trade in a Bilateral modality
    TI_FLAG::Enum cCPEligibleFg;

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

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

    /// 
    virtual size_t serializationBufSize() const { return 260; }

    /// 
    virtual TI_INSTRUMENT* clone() const;

    virtual TI_INSTRUMENT* clone(void*) const;

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

};


}
}
}
}