SMP.Classes.REPO_RFQ.h

Go to the documentation of this file.

#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>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.TI_MSG_INFO.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_MEMBER_INFO.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_MEMBER_INFO.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_INSTRUMENT_DATE_INFO.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_RFQ_INFO.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_RFQ_INFO.h>


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



///
class ONIXS_MTS_REPO_SDP_API REPO_RFQ : public Class
{
public:
    REPO_RFQ()
    {
    }

    virtual ~REPO_RFQ() {}

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

    /// ID of the RFQ
    TI_MSG_INFO rfqMsgInfo;

    /// Indicates whether it is an incoming (IN) RFQ or an outgoing (OUT) RFQ
    TI_IN_OUT_FLAG::Enum inOutFlag;

    /// ID of the member receiving the RFQ
    REPO_MEMBER_INFO provider;

    /// ID of the member creating the RFQ
    REPO_MEMBER_INFO aggressor;

    /// ID of the proposal, if the RFQ is generated from a proposal present in the best proposal list
    UInt32 propMsgId;

    /// ID of the financial instrument
    REPO_INSTRUMENT_DATE_INFO instrument;

    /// Action applied to the RFQ
    TI_RFQ_EVENT::Enum event;

    /// Status of the RFQ
    TI_RFQ_STATUS::Enum rfqStatus;

    /// Substatus of the RFQ (aggressor side)
    TI_RFQ_SUBSTATUS::Enum aggressorRfqSubStatus;

    /// Substatus of the RFQ (provider side)
    TI_RFQ_SUBSTATUS::Enum providerRfqSubStatus;

    /// Specifies whether it is a buy or sell RFQ and is set from the receiving member's viewpoint. This means that the Verb field has different values for the Aggressor and the Provider, and reflects the type of operation (buy or sell) actually performed by the receiving member.
    TI_VERB::Enum verb;

    /// Data identifying the RFQ (Aggressor/Sender)
    REPO_RFQ_INFO reqRfq;

    /// Data identifying the response to the RFQ (Provider/Receiver)
    REPO_RFQ_INFO respRfq;

    /// Timeout of the RFQ (expressed in seconds)
    UInt32 rFQTimeout;

    /// Time at which the data were last updated
    UInt64 updateTime; // UTIME presentation

    /// Unique ID of the EOI message the RFQ refers to
    UInt32 eOIMsgId;

    /// If TI_FLAG_Yes, the proposal trade dates have been modified in the RFQ
    TI_FLAG::Enum modifiedTradeDatesFlag;

    /// Flag indicating if the  Central System will apply or not any Haircut value to the closed trade.
    TI_FLAG::Enum applyHaircutFg;

    /// Haircut value
    Double haircut; // DOUBLE presentation


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

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

    /// 
    virtual size_t serializationBufSize() const { return 588; }

    /// 
    virtual REPO_RFQ* clone() const;

    virtual REPO_RFQ* clone(void*) const;

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

};


}
}
}
}