SMP.Substructures.REPO_FILL_INFO.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.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_SETTL_MEMBER_INFO.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_SETTL_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_CONTRACT_VALUE.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_CONTRACT_VALUE.h>


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



/// 
class ONIXS_MTS_REPO_SDP_API REPO_FILL_INFO 
{
public:
    REPO_FILL_INFO()
    {
        currency.reserve(3);
    }

    ~REPO_FILL_INFO() {}

    /// ID of the trade
    TI_MSG_INFO fillMsgInfo;

    /// Matching mode
    REPO_MATCH_MODE::Enum matchType;

    /// ID of the GC Definition
    UInt32 gCMsgId;

    /// Member's ID of the provider
    REPO_SETTL_MEMBER_INFO provider;

    /// Member's ID of the aggressor
    REPO_SETTL_MEMBER_INFO aggressor;

    /// ID of the financial instrument
    REPO_INSTRUMENT_DATE_INFO instrument;

    /// Status of the trade
    TI_FILL_STATUS::Enum settlFillStatus;

    /// Status of the trade settlement
    REPO_SETTL_STATUS::Enum settlStatus;

    /// Settlement Type
    TI_SETTL_TYPE::Enum settlType;

    /// Indicates whether it is a buy or sell trade
    TI_VERB::Enum verb;

    /// Rate
    Double rate; // DOUBLE presentation

    /// ISO unique alphanumeric ID code of the currency
    std::string currency; // maxSize = 3

    /// Quantity
    Double qty; // DOUBLE presentation

    /// Nominal value
    Double nominalValue; // DOUBLE presentation

    /// Settlement values for the trade
    REPO_CONTRACT_VALUE fillValue;

    /// Type of trade
    REPO_FILL_TYPE::Enum fillType;

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

    /// Spot inflation coefficient calculated by the calculation engine
    Double cIStart; // DOUBLE presentation

    /// For future use - Inflation coefficient applied to the coupon paid within the duration of the repo trade (used for Buy Sell Back repo only)
    Double cICouponPayment; // DOUBLE presentation

    /// End inflation coefficient calculated by the calculation engine
    Double cIEnd; // DOUBLE presentation

    /// ID of the trade assigned by the post trading
    UInt32 settlFillID;

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

    /// Specifies whether the trade has been generated  by normal trading activity or by RFQ or by ACM activity
    TI_TRADE_TYPE::Enum tradeType;

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

    /// Settlement values for the trade whith applied Haircut
    REPO_CONTRACT_VALUE haircutFillValue;

    /// Unique ID of the Area Code
    UInt16 areaCodeId;


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

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

    ///
    size_t serializationBufSize() const { return 860; }

    ///
    size_t serialize(void* buf) const;

};




}
}
}
}