OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
SMP.Classes.REPO_GC.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4 *
5 * This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
6 * and international copyright treaties.
7 *
8 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
9 * Services Agreement (the Agreement) and Customer end user license agreements granting
10 * a non-assignable, non-transferable and non-exclusive license to use the software
11 * for it's own data processing purposes under the terms defined in the Agreement.
12 *
13 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
14 * of this source code or associated reference material to any other location for further reproduction
15 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
16 *
17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18 * the terms of the Agreement is a violation of copyright law.
19 */
20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
33 
34 
35 namespace OnixS {
36 namespace Mts {
37 namespace Repo {
38 namespace SDP {
39 
40 
41 
42 ///
44 {
45 public:
47  {
48  gCCode.reserve(12);
49  gCDesc.reserve(36);
50  tradingCurrencyCode.reserve(3);
51  settlCurrencyCode.reserve(3);
52  }
53 
54  virtual ~REPO_GC() {}
55 
56  /// Class id
57  virtual ClassId::Enum id() const
58  {
59  return ClassId::REPO_GC;
60  }
61 
62  /// Unique ID of the General Collateral
64 
65  /// Alphanumeric ID of the General Collateral (pseudo ISIN coding)
66  std::string gCCode; // maxSize = 12
67 
68  /// Description of the General Collateral
69  std::string gCDesc; // maxSize = 36
70 
71  /// Unique ID of the instrument class
73 
74  /// Unique ID of the section
76 
77  /// Unique ID of the issuing body
79 
80  /// Percentage difference between the nominal value and the countervalue
81  Double gCDelta; // DOUBLE presentation
82 
83  /// General Collateral sorting number
85 
86  /// Unique ID of the Settlement Group
88 
89  /// CAT minimum allocation quantity
90  Double catMinAllocationQty; // DOUBLE presentation
91 
92  /// CAT minimum increment (referred to the minimum allocation quantity)
93  Double catIncrAllocationQty; // DOUBLE presentation
94 
95  /// RFCQ minimum allocation quantity
96  Double rfcqMinAllocationQty; // DOUBLE presentation
97 
98  /// RFCQ minimum increment (referred to the minimum allocation quantity)
99  Double rfcqIncrAllocationQty; // DOUBLE presentation
100 
101  /// CAT minimum tradable quantity
102  Double catIncrementQty; // DOUBLE presentation
103 
104  /// RFCQ minimum quantity increment and minimum tradable quantity
105  Double rfcqIncrementQty; // DOUBLE presentation
106 
107  /// CAT minimum rate variation
108  Double catMinRateTick; // DOUBLE presentation
109 
110  /// RFCQ minimum rate variation
111  Double rfcqMinRateTick; // DOUBLE presentation
112 
113  /// CAT minimum variation to the spread when the instrument is traded against a floating rate
114  Double catMinSpreadTick; // DOUBLE presentation
115 
116  /// RFCQ Minimum variation to the spread when the instrument is traded against a floating rate
117  Double rfcqMinSpreadTick; // DOUBLE presentation
118 
119  /// Lot value
120  Double lotValue; // DOUBLE presentation
121 
122  /// Start of validity date
124 
125  /// End of validity date
127 
128  /// ID of the rate type (fixed or fixed and variable). If no value is specified, the bond is tradable against fixed rate type. If a value is specified, the bond is tradable against fixed rate or variable rate type
130 
131  /// CAT minimum drip quantity - applies to quotes
132  Double catMinimumDripQuantity; // DOUBLE presentation
133 
134  /// Unique ID code of the Trading Currency related to the instrument
135  std::string tradingCurrencyCode; // maxSize = 3
136 
137  /// Unique ID code of the Settlement Currency related to the instrument
138  std::string settlCurrencyCode; // maxSize = 3
139 
140  /// Unique ID of the table reporting the maximum number of securities that can be delivered in relation to each specific traded amount threshold
142 
143  /// Specifies whether the allocation defined by the table is mandatory or not. If YES, the AllocationTableId is mandatory. If NO, the AllocationTableId is optional and not checked by the Central System.
145 
146  /// Specifies the minimum residual life, in terms of months, for bonds that may be delivered for the correspondent General Collateral
148 
149  /// Specifies the minimum maturity date of the default bond
151 
152  /// Number of days calculated from the future date in which a bond will be no more deliverable for the correspondent General Collateral. It is used to start the generation of warnings that the Default Bond Minimum Date life is approaching
154 
155  /// Flag indicating whether a default deliverable bond can (or must) be defined
157 
158  /// Unique ID of the Inflation Index
160 
161 
162  ///
163  size_t deserialize(const void* buf, size_t inLen);
164 
165  /// Provides string presentation
166  virtual std::string toString () const;
167 
168  ///
169  virtual size_t serializationBufSize() const { return 240; }
170 
171  ///
172  virtual REPO_GC* clone() const;
173 
174  virtual REPO_GC* clone(void*) const;
175 
176 private:
177  virtual size_t serialize(void* buf) const;
178 
179 };
180 
181 
182 }
183 }
184 }
185 }
UInt32 allocationTableId
Unique ID of the table reporting the maximum number of securities that can be delivered in relation t...
UInt32 startDate
Start of validity date.
std::string settlCurrencyCode
Unique ID code of the Settlement Currency related to the instrument.
Double catIncrementQty
CAT minimum tradable quantity.
std::string gCDesc
Description of the General Collateral.
unsigned short UInt16
Definition: Defines.h:45
Double rfcqMinRateTick
RFCQ minimum rate variation.
Double rfcqMinAllocationQty
RFCQ minimum allocation quantity.
UInt32 endDate
End of validity date.
virtual ClassId::Enum id() const
Class id.
Double catIncrAllocationQty
CAT minimum increment (referred to the minimum allocation quantity)
Double gCDelta
Percentage difference between the nominal value and the countervalue.
TI_FLAG::Enum mandatoryTableFg
Specifies whether the allocation defined by the table is mandatory or not. If YES, the AllocationTableId is mandatory. If NO, the AllocationTableId is optional and not checked by the Central System.
Double rfcqIncrementQty
RFCQ minimum quantity increment and minimum tradable quantity.
UInt32 issuerId
Unique ID of the issuing body.
UInt32 floatRateId
ID of the rate type (fixed or fixed and variable). If no value is specified, the bond is tradable aga...
Double catMinAllocationQty
CAT minimum allocation quantity.
std::string tradingCurrencyCode
Unique ID code of the Trading Currency related to the instrument.
unsigned int UInt32
Definition: Defines.h:46
UInt16 expiringPeriod
Number of days calculated from the future date in which a bond will be no more deliverable for the co...
REPO_GC_BOND_DEFINITION_TYPE::Enum defaultGCBondDefinitionType
Flag indicating whether a default deliverable bond can (or must) be defined.
UInt32 sortNumber
General Collateral sorting number.
Double catMinSpreadTick
CAT minimum variation to the spread when the instrument is traded against a floating rate...
UInt16 defaultBondMinResidualLife
Specifies the minimum residual life, in terms of months, for bonds that may be delivered for the corr...
Double catMinimumDripQuantity
CAT minimum drip quantity - applies to quotes.
std::string gCCode
Alphanumeric ID of the General Collateral (pseudo ISIN coding)
virtual size_t serializationBufSize() const
UInt32 sectionId
Unique ID of the section.
UInt32 instrumentClassId
Unique ID of the instrument class.
UInt16 inflationIndexId
Unique ID of the Inflation Index.
UInt32 settlGroupId
Unique ID of the Settlement Group.
#define ONIXS_MTS_REPO_SDP_API
Definition: ABI.h:49
Double rfcqIncrAllocationQty
RFCQ minimum increment (referred to the minimum allocation quantity)
Double catMinRateTick
CAT minimum rate variation.
UInt32 defaultBondMinMaturityDate
Specifies the minimum maturity date of the default bond.
UInt32 gCId
Unique ID of the General Collateral.
Double rfcqMinSpreadTick
RFCQ Minimum variation to the spread when the instrument is traded against a floating rate...