REPO_BEST_EXECUTION Class Reference

#include <SMP.Classes.REPO_BEST_EXECUTION.h>

Collaboration diagram for REPO_BEST_EXECUTION:

Public Member Functions
	REPO_BEST_EXECUTION ()
virtual	~REPO_BEST_EXECUTION ()
virtual ClassId::Enum	id () const
size_t	deserialize (const void *buf, size_t inLen)
virtual std::string	toString () const
virtual size_t	serializationBufSize () const
virtual REPO_BEST_EXECUTION *	clone () const
virtual REPO_BEST_EXECUTION *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	fillMsgId
UInt32	msgDate
UInt32	addresseeMemberId
REPO_INSTRUMENT_DATE_INFO	instrument
TI_MARKET_SIDE::Enum	side
Double	rate
Double	qty
Double	minQty
UInt32	propMsgId
UInt32	providerMemberId
UInt32	clearingHouseId
TI_FLAG::Enum	cCPOnlyFlag
UInt64	updateTime

Detailed Description

Definition at line 44 of file SMP.Classes.REPO_BEST_EXECUTION.h.

Constructor & Destructor Documentation

REPO_BEST_EXECUTION ( )

inline

Definition at line 47 of file SMP.Classes.REPO_BEST_EXECUTION.h.

virtual ~REPO_BEST_EXECUTION ( )

inlinevirtual

Definition at line 51 of file SMP.Classes.REPO_BEST_EXECUTION.h.

Member Function Documentation

virtual REPO_BEST_EXECUTION* clone ( ) const

virtual

Implements Class.

virtual REPO_BEST_EXECUTION* clone ( void *  ) const

virtual

Implements Class.

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 54 of file SMP.Classes.REPO_BEST_EXECUTION.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 106 of file SMP.Classes.REPO_BEST_EXECUTION.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt32 addresseeMemberId

Unique ID of the member to whom data are addressed.

Definition at line 66 of file SMP.Classes.REPO_BEST_EXECUTION.h.

TI_FLAG::Enum cCPOnlyFlag

Indicates whether it is a proposal to be traded in central counterparty (CCP) mode only or not.

Definition at line 93 of file SMP.Classes.REPO_BEST_EXECUTION.h.

UInt32 clearingHouseId

Unique ID of the Clearing House.

Definition at line 90 of file SMP.Classes.REPO_BEST_EXECUTION.h.

UInt32 fillMsgId

Unique ID of the trade or of the General Collateral trade generated by an order or RFQ when this proposal was in best.

Definition at line 60 of file SMP.Classes.REPO_BEST_EXECUTION.h.

REPO_INSTRUMENT_DATE_INFO instrument

ID of the financial instrument.

Definition at line 69 of file SMP.Classes.REPO_BEST_EXECUTION.h.

Double minQty

Minimum quantity.

Definition at line 81 of file SMP.Classes.REPO_BEST_EXECUTION.h.

UInt32 msgDate

Data at which the data was generated.

Definition at line 63 of file SMP.Classes.REPO_BEST_EXECUTION.h.

UInt32 propMsgId

ID of the proposal.

Definition at line 84 of file SMP.Classes.REPO_BEST_EXECUTION.h.

UInt32 providerMemberId

Unique ID of the provider member.

Definition at line 87 of file SMP.Classes.REPO_BEST_EXECUTION.h.

Double qty

Quantity.

Definition at line 78 of file SMP.Classes.REPO_BEST_EXECUTION.h.

Double rate

Rate.

Definition at line 75 of file SMP.Classes.REPO_BEST_EXECUTION.h.

TI_MARKET_SIDE::Enum side

Market side of the proposal.

Definition at line 72 of file SMP.Classes.REPO_BEST_EXECUTION.h.

UInt64 updateTime

Time at which the data was generated.

Definition at line 96 of file SMP.Classes.REPO_BEST_EXECUTION.h.

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The documentation for this class was generated from the following file:

• /work/include/OnixS/MTS/Repo/SDP/Classes/SMP.Classes.REPO_BEST_EXECUTION.h