CMF_INSTRUMENT_MODALITY Class Reference

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

Public Attributes
UInt32	instrumentId
Double	minPriceTick
Double	minYieldTick
Double	incrementQty
Double	lotValue
std::vector< CMF_INSTRUMENT_PER_FUNCTION >	functionParameters

Static Public Attributes
static const size_t	functionParametersSize = 20

Detailed Description

Definition at line 46 of file SMP.Classes.CMF_INSTRUMENT_MODALITY.h.

Constructor & Destructor Documentation

CMF_INSTRUMENT_MODALITY()

CMF_INSTRUMENT_MODALITY ( )

inline

Definition at line 49 of file SMP.Classes.CMF_INSTRUMENT_MODALITY.h.

~CMF_INSTRUMENT_MODALITY()

virtual ~CMF_INSTRUMENT_MODALITY ( )

inlinevirtual

Definition at line 54 of file SMP.Classes.CMF_INSTRUMENT_MODALITY.h.

Member Function Documentation

clone() [1/2]

virtual CMF_INSTRUMENT_MODALITY * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual CMF_INSTRUMENT_MODALITY * 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 57 of file SMP.Classes.CMF_INSTRUMENT_MODALITY.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

functionParameters

std::vector<CMF_INSTRUMENT_PER_FUNCTION> functionParameters

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

functionParametersSize

const size_t functionParametersSize = 20

static

Function dependent parameters. The TI_TRADING_FUNCTION enumerate value can be used as array index.

Definition at line 79 of file SMP.Classes.CMF_INSTRUMENT_MODALITY.h.

incrementQty

Double incrementQty

Minimum quantity increment. (This parameter also defines the minimum tradable quantity on the system)

Definition at line 73 of file SMP.Classes.CMF_INSTRUMENT_MODALITY.h.

instrumentId

UInt32 instrumentId

Unique ID of the tradable instrument.

Definition at line 64 of file SMP.Classes.CMF_INSTRUMENT_MODALITY.h.

lotValue

Double lotValue

Unit value of the lot.

Definition at line 76 of file SMP.Classes.CMF_INSTRUMENT_MODALITY.h.

minPriceTick

Double minPriceTick

Minimum price variation that users will be able to express.

Definition at line 67 of file SMP.Classes.CMF_INSTRUMENT_MODALITY.h.

minYieldTick

Double minYieldTick

Minimum yield variation that users will be able to express.

Definition at line 70 of file SMP.Classes.CMF_INSTRUMENT_MODALITY.h.