CMF_INSTRUMENT_CLASS Class Reference

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

Public Attributes
UInt32	instrumentClassId
CMF_YIELD_PRICE_CONV::Enum	yieldPriceConv
CMF_CALCULATION_TYPE::Enum	calculationType
TI_TRADING_TYPE::Enum	tradingType
TI_INSTRUMENT_TYPE::Enum	instrumentType
UInt64	statisticsTime
Double	maxSettlSize
UInt32	sortNumber
CMF_MARKET_MODEL::Enum	marketModel
TI_POSSIBLE_QUOTING::Enum	doubleLegPossibleQuoting
TI_POSSIBLE_QUOTING::Enum	doubleLegStrikerQuotingFg
CMF_YIELD_PRICE_CONV::Enum	midPriceYieldPriceConv
UInt32	productType
Double	midPriceMultiplier
UInt16	midPriceInterestLatency
UInt16	midPricePublicationDelay
CMF_MID_PRICE_SOURCE::Enum	midPriceSource

Detailed Description

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

Constructor & Destructor Documentation

CMF_INSTRUMENT_CLASS()

CMF_INSTRUMENT_CLASS ( )

inline

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

~CMF_INSTRUMENT_CLASS()

virtual ~CMF_INSTRUMENT_CLASS ( )

inlinevirtual

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

Member Function Documentation

clone() [1/2]

virtual CMF_INSTRUMENT_CLASS * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual CMF_INSTRUMENT_CLASS * 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_INSTRUMENT_CLASS.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

calculationType

CMF_CALCULATION_TYPE::Enum calculationType

Identifier of the calculation type to be used for the second leg quantity definition in case of Spread Trading or Switch Auction Trading. In case of Switch Auction Trading: - Instruments with CalculationType = "Cash Equivalent" will remain suspended (with status equal to TI_SUSP_STATUS_WaitingForPrice) until the arrival of the buy back price flow contribution. - Instruments with CalculationType = "Duration Weighted" will remain suspended (with status equal to TI_SUSP_STATUS_WaitingForPrice) until the arrival of the buy back price flow contribution and, in addition,until the receipt of the hedge ratio or of the BPVs of the underlying bonds.

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

doubleLegPossibleQuoting

TI_POSSIBLE_QUOTING::Enum doubleLegPossibleQuoting

Flag indicating if it's possible to insert only FAS orders or only double sided proposals or both. Used for tradable instruments: Basis,Spread and Switch Auction.

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

doubleLegStrikerQuotingFg

TI_POSSIBLE_QUOTING::Enum doubleLegStrikerQuotingFg

Flag indicating if it's possible to insert only striker FAS orders or only double sided proposals or both. Used for tradable instruments: Basis, Spread.

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

instrumentClassId

UInt32 instrumentClassId

Unique ID of the instrument class.

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

instrumentType

TI_INSTRUMENT_TYPE::Enum instrumentType

Identifier of the tradable instrument type (Bond,Spread,Basis,etc.)

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

marketModel

CMF_MARKET_MODEL::Enum marketModel

Market model.

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

maxSettlSize

Double maxSettlSize

Maximum Settlement Size for the instrument class.

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

midPriceInterestLatency

UInt16 midPriceInterestLatency

Mid Price FAS Orders Flag latency,expressed as number of seconds.

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

midPriceMultiplier

Double midPriceMultiplier

Multiplier to be applied to the MinPriceTick and to the MinYieldTick CAT functions parameters to obtain the MinMidPriceTick and the MinMidYieldTick (Mid Price Trading)

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

midPricePublicationDelay

UInt16 midPricePublicationDelay

Delay, expressed as number of seconds,for the Mid Price publication.

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

midPriceSource

CMF_MID_PRICE_SOURCE::Enum midPriceSource

Specifies the source of MidPrice value: Order Book (CAT)

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

midPriceYieldPriceConv

CMF_YIELD_PRICE_CONV::Enum midPriceYieldPriceConv

Identifier of the yield/price conversion for mid price.

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

productType

UInt32 productType

Unique ID of the product type.

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

sortNumber

UInt32 sortNumber

Instrument Class Sorting Number.

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

statisticsTime

UInt64 statisticsTime

Indicates since what time statistics are available. If it is zero statistics are always calculated.

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

tradingType

TI_TRADING_TYPE::Enum tradingType

Identifier of the price type.

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

yieldPriceConv

CMF_YIELD_PRICE_CONV::Enum yieldPriceConv

Identifier of the yield/price conversion for CAT market depth.

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