OnixS C++ MTS Cash SDP Handler  1.6.5
API documentation
SMP.Classes.TI_INSTRUMENT.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
30 
35 
36 
37 namespace OnixS {
38 namespace Mts {
39 namespace Cash {
40 namespace SDP {
41 
42 
43 
44 ///
45 class ONIXS_MTS_CASH_SDP_API TI_INSTRUMENT : public Class
46 {
47 public:
49  {
50  instrumentCode.reserve(12);
51  instrumentDesc.reserve(36);
52  bondTypology.reserve(6);
53  currencyCode.reserve(3);
54  settlCurrencyCode.reserve(3);
55  alternativeCode.reserve(16);
56  }
57 
58  virtual ~TI_INSTRUMENT() {}
59 
60  /// Class id
61  virtual ClassId::Enum id() const
62  {
64  }
65 
66 
67  /// Unique ID of the financial instrument (Bond)
69 
70  /// Alphanumeric ID code of the instrument (ISIN coding)
71  std::string instrumentCode; // maxSize = 12
72 
73  /// Description of the instrument
74  std::string instrumentDesc; // maxSize = 36
75 
76  /// ID of the type of instrument (for example, Corporate)
78 
79  /// Unique ID of the issuing body
81 
82  /// Date of issue of the instrument
84 
85  /// Date of payment of the instrument
87 
88  /// Current coupon rate, expressed as a percentage
90 
91  /// Frequency of the coupon. Number of months between the payments of the coupons. Not set for instrument class related to instruments with no coupon
93 
94  /// ID of the type of coupon
96 
97  /// Date on which the first coupon was detached
99 
100  /// Date on which the last coupon was detached before the instrument is paid
102 
103  /// ID of the group to which the instrument belongs, defined as a function of its maturity
105 
106  /// ID of the residual maturity of the instrument on the current date
108 
109  /// Number of days to the maturity of the instrument
111 
112  /// Start date of interest accrual
114 
115  /// Auction price of the instrument
117 
118  /// Yield of the instrument at the time of the auction expressed as a percentage
120 
121  /// Redemption price of the instrument
123 
124  /// Flag indicating whether the instrument under examination is of the benchmark type or not
126 
127  /// 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
129 
130  /// Time interval allowed to conclude the settlement of the operation, expressed as a number of working days
132 
133  /// First date of settlement of the instrument
135 
136  /// Number of working days between the start date of the exception period and the date on which the coupon was detached
138 
139  /// Number of working days between the stop date of the exception period and the date on which the coupon was detached
141 
142  /// Unique ID code of the type of exception date of the coupon
144 
145  /// Unique ID code of the method for calculating the price or yield of the instrument
147 
148  /// Unique ID code of the method for calculating the discount rate of the instrument
150 
151  /// Unique ID code of the type of calculation of the accrual
153 
154  /// Field used by the Calculation Engine
156 
157  /// Unique ID of the Inflation Index
159 
160  /// It indicates the financial group (for example, BTP, CCT, BTA, BTC, etc.)
161  std::string bondTypology; // maxSize = 6
162 
163  /// Unique ID code of the Trading Currency related to the instrument
164  std::string currencyCode; // maxSize = 3
165 
166  /// Unique ID code of the Settlement Currency related to the instrument
167  std::string settlCurrencyCode; // maxSize = 3
168 
169  /// Base Point Value
171 
172  /// MTS classification of the financial instrument
174 
175  /// MIC code of the financial instrument
176  std::string alternativeCode; // maxSize = 16
177 
178  /// Issued amount
180 
181  /// Allows counterparties with CCP to close a trade in a Bilateral modality
183 
184  ///
185  size_t deserialize(const void* buf, size_t inLen);
186 
187  /// Provides string presentation
188  virtual std::string toString () const;
189 
190  ///
191  virtual size_t serializationBufSize() const { return 260; }
192 
193  ///
194  virtual TI_INSTRUMENT* clone() const;
195 
196  virtual TI_INSTRUMENT* clone(void*) const;
197 
198 private:
199  virtual size_t serialize(void* buf) const;
200 
201 };
202 
203 
204 }
205 }
206 }
207 }
UInt32 financialInstrumentId
Unique ID of the financial instrument (Bond)
UInt16 stopExceptionDays
Number of working days between the stop date of the exception period and the date on which the coupon...
UInt32 firstSettlDate
First date of settlement of the instrument.
unsigned short UInt16
Definition: Defines.h:45
TI_COUPON_TYPE::Enum couponType
ID of the type of coupon.
UInt32 firstCouponDate
Date on which the first coupon was detached.
UInt16 couponFrequency
Frequency of the coupon. Number of months between the payments of the coupons. Not set for instrument...
Double auctionInstrumentYield
Yield of the instrument at the time of the auction expressed as a percentage.
UInt16 mTSClassification
MTS classification of the financial instrument.
Double couponRate
Current coupon rate, expressed as a percentage.
UInt32 issueDate
Date of issue of the instrument.
UInt32 issuerId
Unique ID of the issuing body.
UInt16 settlPeriod
Time interval between the date on which trading took place and the date on which the operation was se...
TI_EXCEPTION_DATE_TYPE::Enum exceptionDateType
Unique ID code of the type of exception date of the coupon.
UInt32 maturityDate
Date of payment of the instrument.
UInt16 settlExpiryPeriod
Time interval allowed to conclude the settlement of the operation, expressed as a number of working d...
UInt16 maturityBucket
ID of the group to which the instrument belongs, defined as a function of its maturity.
Double redemptionPrice
Redemption price of the instrument.
UInt32 residualMaturityId
ID of the residual maturity of the instrument on the current date.
UInt32 firstAccrualDate
Start date of interest accrual.
std::string currencyCode
Unique ID code of the Trading Currency related to the instrument.
std::string bondTypology
It indicates the financial group (for example, BTP, CCT, BTA, BTC, etc.)
std::string instrumentCode
Alphanumeric ID code of the instrument (ISIN coding)
UInt16 startExceptionDays
Number of working days between the start date of the exception period and the date on which the coupo...
TI_YIELD_FORMULA_TYPE::Enum yieldFormulaType
Unique ID code of the method for calculating the price or yield of the instrument.
TI_DISCOUNT_RATE_FORMULA_TYPE::Enum discountRateFormulaType
Unique ID code of the method for calculating the discount rate of the instrument. ...
TI_INSTRUMENT_TYPOLOGY::Enum instrumentTipology
ID of the type of instrument (for example, Corporate)
Double auctionInstrumentPrice
Auction price of the instrument.
std::string settlCurrencyCode
Unique ID code of the Settlement Currency related to the instrument.
UInt16 inflationIndexId
Unique ID of the Inflation Index.
std::string instrumentDesc
Description of the instrument.
unsigned int UInt32
Definition: Defines.h:46
virtual ClassId::Enum id() const
Class id.
UInt32 residualMaturityDays
Number of days to the maturity of the instrument.
std::string alternativeCode
MIC code of the financial instrument.
TI_DAY_COUNT_CONVENTION_TYPE::Enum dayCountConventionType
Unique ID code of the type of calculation of the accrual.
TI_FLAG::Enum cCPEligibleFg
Allows counterparties with CCP to close a trade in a Bilateral modality.
UInt16 baseCoefficientIndex
Field used by the Calculation Engine.
UInt32 lastCouponDate
Date on which the last coupon was detached before the instrument is paid.
TI_FLAG::Enum benchmarkFlag
Flag indicating whether the instrument under examination is of the benchmark type or not...