CMF_BOND Class Reference

Public Member Functions
	CMF_BOND ()
virtual	~CMF_BOND ()
virtual ClassId::Enum	id () const
size_t	deserialize (const void *buf, size_t inLen)
virtual std::string	toString () const
virtual size_t	serializationBufSize () const
virtual CMF_BOND *	clone () const
virtual CMF_BOND *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	instrumentId
std::string	instrumentCode
std::string	instrumentDesc
UInt32	financialInstrumentId
UInt32	underlyingInstrumentId
UInt32	instrumentClassId
UInt16	accIntPrecision
TI_FLAG::Enum	greyMarketFlag
UInt32	greyMarketEndDate
UInt32	settlDate
UInt32	sortNumber
TI_FLAG::Enum	firmQuotingFg
TI_FLAG::Enum	strikerQuotingFg
UInt32	benchmarkIndexId
std::string	miFIRIdentifier
UInt32	miFIRBondTypeId
TI_FLAG::Enum	liquidFg
Double	sSTIPreTradeQty
Double	sSTIPostTradeQty
Double	lISPreTradeQty
Double	lISPostTradeQty
TI_FLAG::Enum	preTradeExemptionFg
TI_FLAG::Enum	postTradeExemptionFg

Detailed Description

Definition at line 45 of file SMP.Classes.CMF_BOND.h.

Constructor & Destructor Documentation

CMF_BOND()

CMF_BOND ( )

inline

Definition at line 48 of file SMP.Classes.CMF_BOND.h.

~CMF_BOND()

virtual ~CMF_BOND ( )

inlinevirtual

Definition at line 55 of file SMP.Classes.CMF_BOND.h.

Member Function Documentation

clone() [1/2]

virtual CMF_BOND * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual CMF_BOND * clone ( void * ) const

virtual

Implements Class.

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

id()

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 58 of file SMP.Classes.CMF_BOND.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 140 of file SMP.Classes.CMF_BOND.h.

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

accIntPrecision

UInt16 accIntPrecision

Number of decimals to be used (precision) in the calculations to be made for settlement purposes.

Definition at line 83 of file SMP.Classes.CMF_BOND.h.

benchmarkIndexId

UInt32 benchmarkIndexId

Unique ID of the benchmark index.

Definition at line 104 of file SMP.Classes.CMF_BOND.h.

financialInstrumentId

UInt32 financialInstrumentId

Unique ID of the financial instrument (bond) in the TI_INSTRUMENT class (external reference key)

Definition at line 74 of file SMP.Classes.CMF_BOND.h.

firmQuotingFg

TI_FLAG::Enum firmQuotingFg

If True,firm quotes are allowed for this tradable instrument.

Definition at line 98 of file SMP.Classes.CMF_BOND.h.

greyMarketEndDate

UInt32 greyMarketEndDate

End date for trading the bond on the Grey Market.

Definition at line 89 of file SMP.Classes.CMF_BOND.h.

greyMarketFlag

TI_FLAG::Enum greyMarketFlag

Flag indicating whether the bond belongs to the Grey Market or not.

Definition at line 86 of file SMP.Classes.CMF_BOND.h.

instrumentClassId

UInt32 instrumentClassId

Unique ID of the instrument class.

Definition at line 80 of file SMP.Classes.CMF_BOND.h.

instrumentCode

std::string instrumentCode

Alphanumeric code of the Cash bond (tradable instrument). This code could be different from the InstrumentCode in the TI_INSTRUMENTclass.

Definition at line 68 of file SMP.Classes.CMF_BOND.h.

instrumentDesc

std::string instrumentDesc

Description of the Cash bond (tradable instrument). This description could be different from the InstrumentDesc in the TI_INSTRUMENT class.

Definition at line 71 of file SMP.Classes.CMF_BOND.h.

instrumentId

UInt32 instrumentId

Unique ID of the Cash bond (tradable instrument)

Definition at line 65 of file SMP.Classes.CMF_BOND.h.

liquidFg

TI_FLAG::Enum liquidFg

Liquid Flag.

Definition at line 113 of file SMP.Classes.CMF_BOND.h.

lISPostTradeQty

Double lISPostTradeQty

LIS ("Large In Scale") threshold level for post- trade transparency.

Definition at line 125 of file SMP.Classes.CMF_BOND.h.

lISPreTradeQty

Double lISPreTradeQty

LIS ("Large In Scale") threshold level for pre- trade transparency.

Definition at line 122 of file SMP.Classes.CMF_BOND.h.

miFIRBondTypeId

UInt32 miFIRBondTypeId

Unique ID of the MiFIR Bond Type.

Definition at line 110 of file SMP.Classes.CMF_BOND.h.

miFIRIdentifier

std::string miFIRIdentifier

MiFIR Identifier.

Definition at line 107 of file SMP.Classes.CMF_BOND.h.

postTradeExemptionFg

TI_FLAG::Enum postTradeExemptionFg

Post-trade exemption flag.

Definition at line 131 of file SMP.Classes.CMF_BOND.h.

preTradeExemptionFg

TI_FLAG::Enum preTradeExemptionFg

Pre-trade exemption flag.

Definition at line 128 of file SMP.Classes.CMF_BOND.h.

settlDate

UInt32 settlDate

Date of settlement of bond (tradable instrument)

Definition at line 92 of file SMP.Classes.CMF_BOND.h.

sortNumber

UInt32 sortNumber

Instrument sorting number.

Definition at line 95 of file SMP.Classes.CMF_BOND.h.

sSTIPostTradeQty

Double sSTIPostTradeQty

SSTI ("Size Specific to the Financial Instrument") threshold level for post-trade transparency.

Definition at line 119 of file SMP.Classes.CMF_BOND.h.

sSTIPreTradeQty

Double sSTIPreTradeQty

SSTI ("Size Specific to the Financial Instrument") threshold level for pre-trade transparency.

Definition at line 116 of file SMP.Classes.CMF_BOND.h.

strikerQuotingFg

TI_FLAG::Enum strikerQuotingFg

Flag indicating whether striker prices are enabled for this tradable instruments or not.

Definition at line 101 of file SMP.Classes.CMF_BOND.h.

underlyingInstrumentId

UInt32 underlyingInstrumentId

Unique ID of the underlying bond.

Definition at line 77 of file SMP.Classes.CMF_BOND.h.