OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
SMP.Substructures.REPO_RFCQ_LEG_SUMMARY.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4 *
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14 * of this source code or associated reference material to any other location for further reproduction
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17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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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  accountCode.reserve(200);
49  accountInfo.reserve(200);
50  }
51 
53 
54  /// Data referring to the tradable instrument
56 
57  /// Specifies whether it is a buy or sell operation (Referred to the member who receives the information)
59 
60  /// Original quantity
61  Double originalQuantity; // DOUBLE presentation
62 
63  /// Quantity
64  Double quantity; // DOUBLE presentation
65 
66  /// Unique ID of the trade
68 
69  /// Unique ID of the General Collateral
71 
72  /// Account code
73  std::string accountCode; // maxSize = 200
74 
75  /// Additional account information
76  std::string accountInfo; // maxSize = 200
77 
78  /// Indicates whether the trader that sends the RFCQ wants the trade to be settled bilaterally or not
80 
81  /// Haircut value
82  Double haircut; // DOUBLE presentation
83 
84  /// Specifies if Rate is specified
86 
87  /// Rate
88  Double rate; // DOUBLE presentation
89 
90  /// If true, quotation must be sent to providers
92 
93  /// If yes, the IOI rate is specified
95 
96  /// IOI rate
97  Double iOIRate; // DOUBLE presentation
98 
99 
100  ///
101  size_t deserialize(const void* buf, size_t inLen);
102 
103  /// Provides string presentation
104  std::string toString () const;
105 
106  ///
107  size_t serializationBufSize() const { return 712; }
108 
109  ///
110  size_t serialize(void* buf) const;
111 
112 };
113 
114 
115 
116 
117 }
118 }
119 }
120 }
TI_FLAG::Enum rateFg
Specifies if Rate is specified.
REPO_HIST_INSTRUMENT_DATE_INFO instrument
Data referring to the tradable instrument.
TI_VERB::Enum verb
Specifies whether it is a buy or sell operation (Referred to the member who receives the information)...
unsigned int UInt32
Definition: Defines.h:46
TI_FLAG::Enum discloseIOIFg
If true, quotation must be sent to providers.
TI_FLAG::Enum bilateralOnlyFlag
Indicates whether the trader that sends the RFCQ wants the trade to be settled bilaterally or not...
TI_FLAG::Enum iOIRateFg
If yes, the IOI rate is specified.
#define ONIXS_MTS_REPO_SDP_API
Definition: ABI.h:49