CMF_SMART_QUOTING_DATA Class Reference

Public Member Functions
	CMF_SMART_QUOTING_DATA ()
	~CMF_SMART_QUOTING_DATA ()
size_t	deserialize (const void *buf, size_t inLen)
std::string	toString () const
size_t	serializationBufSize () const
size_t	serialize (void *buf) const

Public Attributes
Double	quotation
Double	strikerQuotation
TI_FLAG::Enum	strikerQuotationFg
Double	dTotalQty
Double	dVisibleEBMQty
Double	dVisibleDomQty
Double	minStrikerQty

Detailed Description

Definition at line 42 of file SMP.Substructures.CMF_SMART_QUOTING_DATA.h.

Constructor & Destructor Documentation

CMF_SMART_QUOTING_DATA()

CMF_SMART_QUOTING_DATA ( )

inline

Definition at line 45 of file SMP.Substructures.CMF_SMART_QUOTING_DATA.h.

~CMF_SMART_QUOTING_DATA()

~CMF_SMART_QUOTING_DATA ( )

inline

Definition at line 49 of file SMP.Substructures.CMF_SMART_QUOTING_DATA.h.

Member Function Documentation

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

serializationBufSize()

size_t serializationBufSize ( ) const

inline

Definition at line 80 of file SMP.Substructures.CMF_SMART_QUOTING_DATA.h.

serialize()

size_t serialize

(

void *

buf

)

const

toString()

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

dTotalQty

Double dTotalQty

Signed differential applied to the total quantity of the quote.

Definition at line 62 of file SMP.Substructures.CMF_SMART_QUOTING_DATA.h.

dVisibleDomQty

Double dVisibleDomQty

Signed differential applied to the quantity of the quote made visible to the domestic market.

Definition at line 68 of file SMP.Substructures.CMF_SMART_QUOTING_DATA.h.

dVisibleEBMQty

Double dVisibleEBMQty

Signed differential applied to the quantity of the quote made visible to the Benchmark market. (For future use)

Definition at line 65 of file SMP.Substructures.CMF_SMART_QUOTING_DATA.h.

minStrikerQty

Double minStrikerQty

Minimum striker quantity.

Definition at line 71 of file SMP.Substructures.CMF_SMART_QUOTING_DATA.h.

quotation

Double quotation

Quote Price or Yield.

Definition at line 53 of file SMP.Substructures.CMF_SMART_QUOTING_DATA.h.

strikerQuotation

Double strikerQuotation

StrikerQuote Price or Yield.

Definition at line 56 of file SMP.Substructures.CMF_SMART_QUOTING_DATA.h.

strikerQuotationFg

TI_FLAG::Enum strikerQuotationFg

Flag indicating whether a striker quotation has been specified or not.

Definition at line 59 of file SMP.Substructures.CMF_SMART_QUOTING_DATA.h.