OnixS C++ MTS Cash SDP Handler 1.8.0
API documentation
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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_FLOWclone () const
virtual CMF_HEDGE_RATIO_FLOWclone (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()

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.