OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
SMP.Classes.REPO_TRIPARTY.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  tripartyCode.reserve(12);
49  tripartyDesc.reserve(36);
50  tradingCurrencyCode.reserve(3);
51  settlCurrencyCode.reserve(3);
52  }
53 
54  virtual ~REPO_TRIPARTY() {}
55 
56  /// Class id
57  virtual ClassId::Enum id() const
58  {
60  }
61 
62  /// Unique ID of the triparty
64 
65  /// Alphanumeric ID of the triparty (pseudo ISIN coding)
66  std::string tripartyCode; // maxSize = 12
67 
68  /// Description of the triparty
69  std::string tripartyDesc; // maxSize = 36
70 
71  /// Unique ID of the instrument class
73 
74  /// Unique ID of the section
76 
77  /// Lot value
78  Double lotValue; // DOUBLE presentation
79 
80  /// Unique ID of the issuing body
82 
83  /// Triparty sorting number
85 
86  /// Unique ID of the Settlement Group
88 
89  /// Start of validity date
91 
92  /// End of validity date
94 
95  /// CAT minimum tradable quantity
96  Double catIncrementQty; // DOUBLE presentation
97 
98  /// RFCQ Minimum quantity increment and minimum tradable quantity
99  Double rfcqIncrementQty; // DOUBLE presentation
100 
101  /// CAT minimum rate variation
102  Double catMinRateTick; // DOUBLE presentation
103 
104  /// RFCQ minimum rate variation
105  Double rfcqMinRateTick; // DOUBLE presentation
106 
107  /// CAT minimum variation to the spread when the instrument is traded against a floating rate
108  Double catMinSpreadTick; // DOUBLE presentation
109 
110  /// RFCQ minimum variation to the spread when the instrument is traded against a floating rate
111  Double rfcqMinSpreadTick; // DOUBLE presentation
112 
113  /// 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
115 
116  /// Reference price. Reserved for future use
117  Double referencePrice; // DOUBLE presentation
118 
119  /// Convention to be used to calculate REPO interest.
121 
122  /// Price domain. Reserved for future use
124 
125  /// CAT minimum drip quantity - applies to quotes
126  Double catMinimumDripQuantity; // DOUBLE presentation
127 
128  /// Unique ID code of the Trading Currency related to the instrument
129  std::string tradingCurrencyCode; // maxSize = 3
130 
131  /// Unique ID code of the Settlement Currency related to the instrument
132  std::string settlCurrencyCode; // maxSize = 3
133 
134  /// Specifies whether the tradable instrument can be traded in central counterparty (CCP) mode
136 
137  /// Unique ID of the Inflation Index
139 
140  /// CAT minimum executable quantity
141  Double catMinExecQty; // DOUBLE presentation
142 
143 
144  ///
145  size_t deserialize(const void* buf, size_t inLen);
146 
147  /// Provides string presentation
148  virtual std::string toString () const;
149 
150  ///
151  virtual size_t serializationBufSize() const { return 204; }
152 
153  ///
154  virtual REPO_TRIPARTY* clone() const;
155 
156  virtual REPO_TRIPARTY* clone(void*) const;
157 
158 private:
159  virtual size_t serialize(void* buf) const;
160 
161 };
162 
163 
164 }
165 }
166 }
167 }
UInt32 sectionId
Unique ID of the section.
UInt32 startDate
Start of validity date.
UInt32 settlGroupId
Unique ID of the Settlement Group.
UInt32 floatRateId
ID of the rate type (fixed or fixed and variable). If no value is specified, the bond is tradable aga...
Double catMinRateTick
CAT minimum rate variation.
unsigned short UInt16
Definition: Defines.h:45
REPO_DAY_COUNT::Enum dayCountForRepoInterest
Convention to be used to calculate REPO interest.
Double rfcqIncrementQty
RFCQ Minimum quantity increment and minimum tradable quantity.
Double catMinSpreadTick
CAT minimum variation to the spread when the instrument is traded against a floating rate...
UInt32 tripartyId
Unique ID of the triparty.
Double catMinimumDripQuantity
CAT minimum drip quantity - applies to quotes.
TI_FLAG::Enum cCPEligibleFg
Specifies whether the tradable instrument can be traded in central counterparty (CCP) mode...
Double rfcqMinRateTick
RFCQ minimum rate variation.
unsigned int UInt32
Definition: Defines.h:46
UInt16 inflationIndexId
Unique ID of the Inflation Index.
std::string tradingCurrencyCode
Unique ID code of the Trading Currency related to the instrument.
UInt32 instrumentClassId
Unique ID of the instrument class.
std::string settlCurrencyCode
Unique ID code of the Settlement Currency related to the instrument.
std::string tripartyCode
Alphanumeric ID of the triparty (pseudo ISIN coding)
Double rfcqMinSpreadTick
RFCQ minimum variation to the spread when the instrument is traded against a floating rate...
std::string tripartyDesc
Description of the triparty.
Double catMinExecQty
CAT minimum executable quantity.
UInt32 issuerId
Unique ID of the issuing body.
virtual ClassId::Enum id() const
Class id.
#define ONIXS_MTS_REPO_SDP_API
Definition: ABI.h:49
Double catIncrementQty
CAT minimum tradable quantity.
UInt32 sortNumber
Triparty sorting number.
REPO_PRICE_DOMAIN::Enum priceDomain
Price domain. Reserved for future use.
Double referencePrice
Reference price. Reserved for future use.