OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
SMP.Classes.REPO_HAIRCUT.h
Go to the documentation of this file.
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  submitterTraderName.reserve(12);
49  userData.reserve(8);
50  }
51 
52  virtual ~REPO_HAIRCUT() {}
53 
54  /// Class id
55  virtual ClassId::Enum id() const
56  {
57  return ClassId::REPO_HAIRCUT;
58  }
59 
60  /// Unique ID of the member who defined the Haircut
62 
63  /// Unique ID of the trader who defined the Haircut
65 
66  /// Unique name of the trader who defined the Haircut
67  std::string submitterTraderName; // maxSize = 12
68 
69  /// ID of the first member involved in the Haircut (member who configures the Haircut)
71 
72  /// ID of the second member involved the Haircut (member who receives the Haircut)
74 
75  /// Type of the Haircut (e.g. Default, Rfq)
77 
78  /// Unique ID of the Instrument Class
80 
81  /// Unique ID of the residual maturity
83 
84  /// Message Id of Rfq Transaction (only if REPO_HAIRCUT_TYPE_Rfq)
86 
87  /// Haircut value
88  Double haircut; // DOUBLE presentation
89 
90  /// Flag indicating if the Haircut value will be saved as default value for the further transactions (RFQ, OTC and RFCQ) and will overwrite the Haircut value previously configured. Set to 'Y' in case of definition in the pre-trade phase.
92 
93  /// Event applied to the Haircut
95 
96  /// Status of the Haircut
98 
99  /// Status of the First Member Haircut
101 
102  /// Status of the Second Member Haircut
104 
105  /// Free field used by the client
106  std::string userData; // maxSize = 8
107 
108  /// Creation date
110 
111  /// Creation time
112  UInt64 creationTime; // UTIME presentation
113 
114  /// Last Update date
116 
117  /// Last Update time
118  UInt64 updateTime; // UTIME presentation
119 
120 
121  ///
122  size_t deserialize(const void* buf, size_t inLen);
123 
124  /// Provides string presentation
125  virtual std::string toString () const;
126 
127  ///
128  virtual size_t serializationBufSize() const { return 112; }
129 
130  ///
131  virtual REPO_HAIRCUT* clone() const;
132 
133  virtual REPO_HAIRCUT* clone(void*) const;
134 
135 private:
136  virtual size_t serialize(void* buf) const;
137 
138 };
139 
140 
141 }
142 }
143 }
144 }
TI_FLAG::Enum saveHaircutFg
Flag indicating if the Haircut value will be saved as default value for the further transactions (RFQ...
UInt32 instrumentClassId
Unique ID of the Instrument Class.
REPO_HAIRCUT_STATUS::Enum secondMemberStatus
Status of the Second Member Haircut.
unsigned long long UInt64
Definition: Defines.h:47
virtual ClassId::Enum id() const
Class id.
UInt32 firstMemberId
ID of the first member involved in the Haircut (member who configures the Haircut) ...
std::string submitterTraderName
Unique name of the trader who defined the Haircut.
unsigned int UInt32
Definition: Defines.h:46
UInt32 secondMemberId
ID of the second member involved the Haircut (member who receives the Haircut)
REPO_HAIRCUT_STATUS::Enum status
Status of the Haircut.
REPO_HAIRCUT_EVENT::Enum event
Event applied to the Haircut.
UInt32 residualMaturityId
Unique ID of the residual maturity.
REPO_HAIRCUT_STATUS::Enum firstMemberStatus
Status of the First Member Haircut.
UInt32 submitterMemberId
Unique ID of the member who defined the Haircut.
#define ONIXS_MTS_REPO_SDP_API
Definition: ABI.h:49
std::string userData
Free field used by the client.
REPO_HAIRCUT_TYPE::Enum haircutType
Type of the Haircut (e.g. Default, Rfq)
UInt32 submitterTraderId
Unique ID of the trader who defined the Haircut.
UInt32 refMsgId
Message Id of Rfq Transaction (only if REPO_HAIRCUT_TYPE_Rfq)