Public Member Functions | |
| CMF_LIQUID_INSTRUMENT_THRESHOLDS () | |
| virtual | ~CMF_LIQUID_INSTRUMENT_THRESHOLDS () |
| 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_LIQUID_INSTRUMENT_THRESHOLDS * | clone () const |
| virtual CMF_LIQUID_INSTRUMENT_THRESHOLDS * | clone (void *) const |
| Public Member Functions inherited from Class | |
| virtual | ~Class () |
| size_t | getMaxMessageSize () const |
Definition at line 57 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
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inline |
Definition at line 60 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
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inlinevirtual |
Definition at line 67 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
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virtual |
Implements Class.
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virtual |
Implements Class.
| size_t deserialize | ( | const void * | buf, |
| size_t | inLen ) |
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inlinevirtual |
Class id.
Implements Class.
Definition at line 70 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
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inlinevirtual |
Implements Class.
Definition at line 194 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
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virtual |
Provides string presentation.
Implements Class.
| UInt16 areaCodeId |
Unique ID of the Area Code.
Definition at line 86 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| TI_POST_TRADE_DEFERRAL::Enum atAboveLIS1PostTradeDeferral |
Post-Trade Deferral value in case the trade size (X) is: LIS1 less than X less than or equal to LIS2 (UK) or LIS1 less than or equal to X less than LIS2 (EU)
Definition at line 170 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| TI_POST_TRADE_DEFERRAL::Enum atAboveLIS2PostTradeDeferral |
Post-Trade Deferral value in case the trade size (X) is: LIS2 less than X less than or equal to LIS3 (UK) or LIS2 less than or equal to X less than LIS3 (EU)
Definition at line 173 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| TI_POST_TRADE_DEFERRAL::Enum atAboveLIS3PostTradeDeferral |
Post-Trade Deferral value in case the trade size (X) is: X greater than LIS3 (UK) or X greater than or equal to LIS3 (EU)
Definition at line 176 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| TI_POST_TRADE_DEFERRAL::Enum atAboveLISPostTradeDeferral |
Post-Trade Deferral value in case the trade size (X) is: X greater than or equal to LIS. Relevant for area code UK.
Definition at line 164 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| TI_POST_TRADE_DEFERRAL::Enum aTBelowLIS1PostTradeDeferral |
Post-Trade Deferral value in case the trade size (X) is: X less than or equal to LIS1 (UK) or X less than LIS1 (EU)
Definition at line 167 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| TI_POST_TRADE_DEFERRAL::Enum belowLISPostTradeDeferral |
Post-Trade Deferral value in case the trade size (X) is: X less than LIS. Relevant for area code UK.
Definition at line 161 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| std::string creditRating |
Credit rating.
Definition at line 116 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| Double eCBFxRate |
ECB Exchange rate between the Financial Instrument currency and the LIS Currency.
Definition at line 95 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| UInt16 eSMAGroupId |
ESMA group number.
Definition at line 119 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| TI_POST_TRADE_DEFERRAL::Enum exemptedPostTradeTransparencySuperDeferral |
Exempted Post-Trade Transparency Super Deferral.
Definition at line 182 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| UInt32 financialInstrumentId |
Unique ID of the Financial Instrument.
Definition at line 80 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| UInt16 groupId |
Group id.
Definition at line 122 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| UInt32 instrumentId |
Unique ID of the Tradable Instrument.
Definition at line 77 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| TI_FLAG::Enum liquidFg |
Liquid flag.
Definition at line 89 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| CMF_VALUE lIS |
LIS value.
Definition at line 128 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| CMF_VALUE lIS1 |
LIS1 value.
Definition at line 131 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| CMF_VALUE lIS10 |
LIS10 value (for Future Use)
Definition at line 158 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| CMF_VALUE lIS2 |
LIS2 value.
Definition at line 134 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| CMF_VALUE lIS3 |
LIS3 value.
Definition at line 137 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| CMF_VALUE lIS4 |
LIS4 value (for Future Use)
Definition at line 140 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| CMF_VALUE lIS5 |
LIS5 value (for Future Use)
Definition at line 143 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| CMF_VALUE lIS6 |
LIS6 value (for Future Use)
Definition at line 146 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| CMF_VALUE lIS7 |
LIS7 value (for Future Use)
Definition at line 149 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| CMF_VALUE lIS8 |
LIS8 value (for Future Use)
Definition at line 152 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| CMF_VALUE lIS9 |
LIS9 value (for Future Use)
Definition at line 155 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| UInt16 lISCategory |
LIS category.
Definition at line 110 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| std::string lISCurrency |
LIS currency.
Definition at line 125 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| Double lISPostTradeQty |
LIS threshold level for post-trade transparency.
Definition at line 107 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| Double lISPreTradeQty |
LIS threshold level for pre-trade transparency.
Definition at line 104 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| TI_FLAG::Enum mMIFg |
MMI flag.
Definition at line 92 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| TI_POST_TRADE_DEFERRAL::Enum noLISPostTradeDeferral |
Value of the Post-Trade Deferral field in case of No LIS. Relevant for EU.
Definition at line 179 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| std::string ratingCategory |
Rating category.
Definition at line 113 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| UInt16 sectionId |
Unique ID of the Section.
Definition at line 83 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| Double sSTIPostTradeQty |
SSTI threshold level for post-trade transparency.
Definition at line 101 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| Double sSTIPreTradeQty |
SSTI threshold level for pre-trade transparency.
Definition at line 98 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.
| TI_SUPER_DEFERRAL_EXTENDED_DEFERRAL_TIME superDeferralExtendedDeferralTime |
Super Deferral Extended Deferral Time.
Definition at line 185 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.