CMF_HEDGE_RATIO_FLOW Class Reference

Public Member Functions
	CMF_HEDGE_RATIO_FLOW ()
virtual	~CMF_HEDGE_RATIO_FLOW ()
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_HEDGE_RATIO_FLOW *	clone () const
virtual CMF_HEDGE_RATIO_FLOW *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	sectionId
UInt32	instrumentId
Double	hedgeRatio
UInt32	refDate
UInt64	refTime
UInt32	updateDate
UInt64	updateTime

Detailed Description

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

Constructor & Destructor Documentation

CMF_HEDGE_RATIO_FLOW()

CMF_HEDGE_RATIO_FLOW ( )

inline

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

~CMF_HEDGE_RATIO_FLOW()

virtual ~CMF_HEDGE_RATIO_FLOW ( )

inlinevirtual

Definition at line 52 of file SMP.Classes.CMF_HEDGE_RATIO_FLOW.h.

Member Function Documentation

clone() [1/2]

virtual CMF_HEDGE_RATIO_FLOW * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual CMF_HEDGE_RATIO_FLOW * 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 55 of file SMP.Classes.CMF_HEDGE_RATIO_FLOW.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

hedgeRatio

Double hedgeRatio

Hedge Ratio of the tradable instrument (assumed as BPV first leg / BPV second leg)

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

instrumentId

UInt32 instrumentId

Unique ID of the tradable instrument.

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

refDate

UInt32 refDate

Date to which the hedge ratio refers.

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

refTime

UInt64 refTime

Time to which the hedge ratio refers.

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

sectionId

UInt32 sectionId

Unique ID of the section.

Definition at line 62 of file SMP.Classes.CMF_HEDGE_RATIO_FLOW.h.

updateDate

UInt32 updateDate

Last Update Date.

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

updateTime

UInt64 updateTime

Last Update Time.

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