OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
REPO_CONTRACT_VALUE Class Reference

#include <SMP.Substructures.REPO_CONTRACT_VALUE.h>

Public Member Functions

 REPO_CONTRACT_VALUE ()
 
 ~REPO_CONTRACT_VALUE ()
 
size_t deserialize (const void *buf, size_t inLen)
 
std::string toString () const
 
size_t serializationBufSize () const
 
size_t serialize (void *buf) const
 

Public Attributes

Double endPrice
 
Double endAccIntFactor
 
Double endCollLoan
 
Double endTelQuel
 
Double repoInterest
 
Double spotPrice
 
Double spotAccIntFact
 
Double spotCollLoan
 
Double spotTelQuel
 

Detailed Description

Definition at line 42 of file SMP.Substructures.REPO_CONTRACT_VALUE.h.

Constructor & Destructor Documentation

REPO_CONTRACT_VALUE ( )
inline

Definition at line 45 of file SMP.Substructures.REPO_CONTRACT_VALUE.h.

~REPO_CONTRACT_VALUE ( )
inline

Definition at line 49 of file SMP.Substructures.REPO_CONTRACT_VALUE.h.

Member Function Documentation

size_t deserialize ( const void *  buf,
size_t  inLen 
)
size_t serializationBufSize ( ) const
inline

Definition at line 86 of file SMP.Substructures.REPO_CONTRACT_VALUE.h.

size_t serialize ( void *  buf) const
std::string toString ( ) const

Provides string presentation.

Member Data Documentation

Double endAccIntFactor

End gross accrued interest of the instrument. Not set for instruments with an indexed coupon and next coupon payment during the period of the loan.

Definition at line 55 of file SMP.Substructures.REPO_CONTRACT_VALUE.h.

Double endCollLoan

End countervalue of the operation.

Definition at line 58 of file SMP.Substructures.REPO_CONTRACT_VALUE.h.

Double endPrice

End net price of the instrument or end flat price for instruments with an indexed coupon and next coupon payment to be made during the period of the loan.

Definition at line 52 of file SMP.Substructures.REPO_CONTRACT_VALUE.h.

Double endTelQuel

End flat price of the instrument.

Definition at line 61 of file SMP.Substructures.REPO_CONTRACT_VALUE.h.

Double repoInterest

Repo interest. This field is only set for trades of the REPO classic type.

Definition at line 64 of file SMP.Substructures.REPO_CONTRACT_VALUE.h.

Double spotAccIntFact

Gross spot price of the instrument.

Definition at line 70 of file SMP.Substructures.REPO_CONTRACT_VALUE.h.

Double spotCollLoan

Countervalue of the spot operation.

Definition at line 73 of file SMP.Substructures.REPO_CONTRACT_VALUE.h.

Double spotPrice

Net spot price of the instrument.

Definition at line 67 of file SMP.Substructures.REPO_CONTRACT_VALUE.h.

Double spotTelQuel

Flat price of the spot operation.

Definition at line 76 of file SMP.Substructures.REPO_CONTRACT_VALUE.h.


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