OnixS C++ MTS Cash SDP Handler 1.8.0
API documentation
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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_PREVIEWclone () const
virtual CMF_SPREAD_PREVIEWclone (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.