OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
SMP.Classes.REPO_PRICE_PREVIEW.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
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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>
38 
39 
40 namespace OnixS {
41 namespace Mts {
42 namespace Repo {
43 namespace SDP {
44 
45 
46 
47 ///
49 {
50 public:
52  {
53  userData.reserve(8);
54  }
55 
56  virtual ~REPO_PRICE_PREVIEW() {}
57 
58  /// Class id
59  virtual ClassId::Enum id() const
60  {
62  }
63 
64  /// ID of the preview request
66 
67  /// Trading modality
69 
70  /// ID of the financial instrument. It cannot be a General Collateral or Triparty instrument
72 
73  /// Rate
74  Double rate; // DOUBLE presentation
75 
76  /// Quantity
77  Double qty; // DOUBLE presentation
78 
79  /// Spot Price
80  Double spotPrice; // DOUBLE presentation
81 
82  /// Settlement values for trades of the Classic type
84 
85  /// Settlement values for trades of the BuySellBack type
87 
88  /// Free field used by the client
89  std::string userData; // maxSize = 8
90 
91  /// Spot Price reference time
92  UInt64 spotPriceTime; // UTIME presentation
93 
94  /// Haircut value
95  Double haircut; // DOUBLE presentation
96 
97  /// Settlement value for trades of type 'Classic' where Haircut has been applied
99 
100  /// Settlement value for trades of type 'BuySellBack' where Haircut has been applied
102 
103 
104  ///
105  size_t deserialize(const void* buf, size_t inLen);
106 
107  /// Provides string presentation
108  virtual std::string toString () const;
109 
110  ///
111  virtual size_t serializationBufSize() const { return 388; }
112 
113  ///
114  virtual REPO_PRICE_PREVIEW* clone() const;
115 
116  virtual REPO_PRICE_PREVIEW* clone(void*) const;
117 
118 private:
119  virtual size_t serialize(void* buf) const;
120 
121 };
122 
123 
124 }
125 }
126 }
127 }
REPO_CONTRACT_VALUE buySellBack
Settlement values for trades of the BuySellBack type.
REPO_CONTRACT_VALUE classic
Settlement values for trades of the Classic type.
std::string userData
Free field used by the client.
unsigned long long UInt64
Definition: Defines.h:47
unsigned int UInt32
Definition: Defines.h:46
REPO_CONTRACT_VALUE haircutBuySellBack
Settlement value for trades of type &#39;BuySellBack&#39; where Haircut has been applied. ...
TI_TRADING_MODALITY::Enum tradingModality
Trading modality.
#define ONIXS_MTS_REPO_SDP_API
Definition: ABI.h:49
REPO_CONTRACT_VALUE haircutClassic
Settlement value for trades of type &#39;Classic&#39; where Haircut has been applied.
virtual ClassId::Enum id() const
Class id.
REPO_INSTRUMENT_DATE_INFO instrument
ID of the financial instrument. It cannot be a General Collateral or Triparty instrument.