CMF_SPREAD_PREVIEW Class Reference

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

Public Attributes
UInt32	spreadPreviewId
CMF_INSTRUMENT_INFO	instrument
Double	reqSpread
Double	reqQty
Double	respFirstLegPrice
Double	respSecondLegPrice
Double	respFirstLegYield
Double	respSecondLegYield
Double	respFirstLegQuantity
Double	respSecondLegQuantity
std::string	userData

Detailed Description

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

Constructor & Destructor Documentation

CMF_SPREAD_PREVIEW()

CMF_SPREAD_PREVIEW ( )

inline

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

~CMF_SPREAD_PREVIEW()

virtual ~CMF_SPREAD_PREVIEW ( )

inlinevirtual

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

Member Function Documentation

clone() [1/2]

virtual CMF_SPREAD_PREVIEW * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual CMF_SPREAD_PREVIEW * 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_SPREAD_PREVIEW.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 103 of file SMP.Classes.CMF_SPREAD_PREVIEW.h.

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

instrument

CMF_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

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

reqQty

Double reqQty

Requested Quantity.

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

reqSpread

Double reqSpread

Requested Spread.

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

respFirstLegPrice

Double respFirstLegPrice

First Bond Price received in response.

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

respFirstLegQuantity

Double respFirstLegQuantity

First Bond Quantity received in response.

Definition at line 88 of file SMP.Classes.CMF_SPREAD_PREVIEW.h.

respFirstLegYield

Double respFirstLegYield

First Bond Yield received in response.

Definition at line 82 of file SMP.Classes.CMF_SPREAD_PREVIEW.h.

respSecondLegPrice

Double respSecondLegPrice

Second Bond Price received in response.

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

respSecondLegQuantity

Double respSecondLegQuantity

Second Bond Quantity received in response.

Definition at line 91 of file SMP.Classes.CMF_SPREAD_PREVIEW.h.

respSecondLegYield

Double respSecondLegYield

Second Bond Yield received in response.

Definition at line 85 of file SMP.Classes.CMF_SPREAD_PREVIEW.h.

spreadPreviewId

UInt32 spreadPreviewId

Unique ID of the Spread Preview Request.

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

userData

std::string userData

Free field used by the client.

Definition at line 94 of file SMP.Classes.CMF_SPREAD_PREVIEW.h.