SMP.Classes.REPO_INSTRUMENT.h

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#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/


/*
--------------
GENERATED FILE
--------------
*/


#include <string>
#include <OnixS/MTS/Repo/SDP/Defines.h>
#include <OnixS/MTS/Repo/SDP/SMP.ClassIds.h>
#include <OnixS/MTS/Repo/SDP/SMP.Enumerations.h>


namespace OnixS {
namespace Mts {
namespace Repo {
namespace SDP {



///
class ONIXS_MTS_REPO_SDP_API REPO_INSTRUMENT : public Class
{
public:
    REPO_INSTRUMENT()
    {
        instrumentCode.reserve(12);
        instrumentDesc.reserve(36);
    }

    virtual ~REPO_INSTRUMENT() {}

    /// Class id
    virtual ClassId::Enum id() const
    {
        return ClassId::REPO_INSTRUMENT;
    }

    /// Unique ID of the REPO bond
    UInt32 instrumentId;

    /// Alphanumeric code of the REPO bond. This code could be different from the InstrumentCode in the TI_INSTRUMENT_EXT class
    std::string instrumentCode; // maxSize = 12

    /// Description of the REPO bond. This description could be different from the InstrumentDesc in the TI_INSTRUMENT_EXT class
    std::string instrumentDesc; // maxSize = 36

    /// Unique ID of the financial instrument (Bond) in the TI_INSTRUMENT_EXT class (external reference key)
    UInt32 financialInstrumentId;

    /// Unique ID of the instrument class
    UInt32 instrumentClassId;

    /// Unique ID of the section
    UInt32 sectionId;

    /// Unit value of the lot
    Double lotValue; // DOUBLE presentation

    /// CAT minimum tradable quantity
    Double catIncrementQty; // DOUBLE presentation

    /// RFCQ Minimum quantity increment and minimum tradable quantity
    Double rfcqIncrementQty; // DOUBLE presentation

    /// Minimum rate variation
    Double catMinRateTick; // DOUBLE presentation

    /// RFCQ minimum rate variation
    Double rfcqMinRateTick; // DOUBLE presentation

    /// Minimum variation to the spread when the instrument is traded against a floating rate
    Double catMinSpreadTick; // DOUBLE presentation

    /// RFCQ Minimum variation to the spread when the instrument is traded against a floating rate
    Double rfcqMinSpreadTick; // DOUBLE presentation

    /// Number of decimals (precision) to be used in the accrued interest calculations
    UInt16 accIntPrecision;

    /// Unique ID of the Settlement Group
    UInt32 settlGroupId;

    /// Indicates whether the bond is only used for the definition of the General Collateral or it is also tradable as Special.
    REPO_NEGOTIATION_TYPE::Enum repoNegotiationType;

    /// 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
    UInt32 floatRateId;

    /// Instrument sorting number
    UInt32 sortNumber;

    /// Start of validity date
    UInt32 startDate;

    /// End of validity date
    UInt32 endDate;

    /// Convention to be used to calculate REPO interest
    REPO_DAY_COUNT::Enum dayCountConvForRepoInter;

    /// Reference market for calculating the spot price
    UInt16 spotPriceMktRef;

    /// Number of decimals (precision) to be used in the calculation of the forward price
    UInt16 termPricePrecision;

    /// CAT Minimum drip quantity - applies to quotes
    Double catMinimumDripQuantity; // DOUBLE presentation

    /// Specifies whether the tradable instrument can be part of the general collateral basket when trades have been closed CCP only
    TI_FLAG::Enum cCPEligibleFg;


    /// 
    size_t deserialize(const void* buf, size_t inLen);

    /// Provides string presentation
    virtual std::string toString () const;

    /// 
    virtual size_t serializationBufSize() const { return 180; }

    /// 
    virtual REPO_INSTRUMENT* clone() const;

    virtual REPO_INSTRUMENT* clone(void*) const;

private:
    virtual size_t serialize(void* buf) const;

};


}
}
}
}