REPO_FILL_INFO Class Reference

#include <SMP.Substructures.REPO_FILL_INFO.h>

Collaboration diagram for REPO_FILL_INFO:

Public Member Functions
	REPO_FILL_INFO ()
	~REPO_FILL_INFO ()
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
TI_MSG_INFO	fillMsgInfo
REPO_MATCH_MODE::Enum	matchType
UInt32	gCMsgId
REPO_SETTL_MEMBER_INFO	provider
REPO_SETTL_MEMBER_INFO	aggressor
REPO_INSTRUMENT_DATE_INFO	instrument
TI_FILL_STATUS::Enum	settlFillStatus
REPO_SETTL_STATUS::Enum	settlStatus
TI_SETTL_TYPE::Enum	settlType
TI_VERB::Enum	verb
Double	rate
std::string	currency
Double	qty
Double	nominalValue
REPO_CONTRACT_VALUE	fillValue
REPO_FILL_TYPE::Enum	fillType
UInt64	updateTime
Double	cIStart
Double	cICouponPayment
Double	cIEnd
UInt32	settlFillID
UInt32	eOIMsgId
TI_TRADE_TYPE::Enum	tradeType
Double	haircut
REPO_CONTRACT_VALUE	haircutFillValue
UInt16	areaCodeId

Detailed Description

Definition at line 48 of file SMP.Substructures.REPO_FILL_INFO.h.

Constructor & Destructor Documentation

REPO_FILL_INFO ( )

inline

Definition at line 51 of file SMP.Substructures.REPO_FILL_INFO.h.

~REPO_FILL_INFO ( )

inline

Definition at line 56 of file SMP.Substructures.REPO_FILL_INFO.h.

Member Function Documentation

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

size_t serializationBufSize ( ) const

inline

Definition at line 144 of file SMP.Substructures.REPO_FILL_INFO.h.

size_t serialize

(

void *

buf

)

const

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

REPO_SETTL_MEMBER_INFO aggressor

Member's ID of the aggressor.

Definition at line 71 of file SMP.Substructures.REPO_FILL_INFO.h.

UInt16 areaCodeId

Unique ID of the Area Code.

Definition at line 134 of file SMP.Substructures.REPO_FILL_INFO.h.

Double cICouponPayment

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

Definition at line 113 of file SMP.Substructures.REPO_FILL_INFO.h.

Double cIEnd

End inflation coefficient calculated by the calculation engine.

Definition at line 116 of file SMP.Substructures.REPO_FILL_INFO.h.

Double cIStart

Spot inflation coefficient calculated by the calculation engine.

Definition at line 110 of file SMP.Substructures.REPO_FILL_INFO.h.

std::string currency

ISO unique alphanumeric ID code of the currency.

Definition at line 92 of file SMP.Substructures.REPO_FILL_INFO.h.

UInt32 eOIMsgId

Unique ID of the EOI message the RFQ refers to.

Definition at line 122 of file SMP.Substructures.REPO_FILL_INFO.h.

TI_MSG_INFO fillMsgInfo

ID of the trade.

Definition at line 59 of file SMP.Substructures.REPO_FILL_INFO.h.

REPO_FILL_TYPE::Enum fillType

Type of trade.

Definition at line 104 of file SMP.Substructures.REPO_FILL_INFO.h.

REPO_CONTRACT_VALUE fillValue

Settlement values for the trade.

Definition at line 101 of file SMP.Substructures.REPO_FILL_INFO.h.

UInt32 gCMsgId

ID of the GC Definition.

Definition at line 65 of file SMP.Substructures.REPO_FILL_INFO.h.

Double haircut

Haircut value.

Definition at line 128 of file SMP.Substructures.REPO_FILL_INFO.h.

REPO_CONTRACT_VALUE haircutFillValue

Settlement values for the trade whith applied Haircut.

Definition at line 131 of file SMP.Substructures.REPO_FILL_INFO.h.

REPO_INSTRUMENT_DATE_INFO instrument

ID of the financial instrument.

Definition at line 74 of file SMP.Substructures.REPO_FILL_INFO.h.

REPO_MATCH_MODE::Enum matchType

Matching mode.

Definition at line 62 of file SMP.Substructures.REPO_FILL_INFO.h.

Double nominalValue

Nominal value.

Definition at line 98 of file SMP.Substructures.REPO_FILL_INFO.h.

REPO_SETTL_MEMBER_INFO provider

Member's ID of the provider.

Definition at line 68 of file SMP.Substructures.REPO_FILL_INFO.h.

Double qty

Quantity.

Definition at line 95 of file SMP.Substructures.REPO_FILL_INFO.h.

Double rate

Rate.

Definition at line 89 of file SMP.Substructures.REPO_FILL_INFO.h.

UInt32 settlFillID

ID of the trade assigned by the post trading.

Definition at line 119 of file SMP.Substructures.REPO_FILL_INFO.h.

TI_FILL_STATUS::Enum settlFillStatus

Status of the trade.

Definition at line 77 of file SMP.Substructures.REPO_FILL_INFO.h.

REPO_SETTL_STATUS::Enum settlStatus

Status of the trade settlement.

Definition at line 80 of file SMP.Substructures.REPO_FILL_INFO.h.

TI_SETTL_TYPE::Enum settlType

Settlement Type.

Definition at line 83 of file SMP.Substructures.REPO_FILL_INFO.h.

TI_TRADE_TYPE::Enum tradeType

Specifies whether the trade has been generated by normal trading activity or by RFQ or by ACM activity.

Definition at line 125 of file SMP.Substructures.REPO_FILL_INFO.h.

UInt64 updateTime

Time at which the data were updated.

Definition at line 107 of file SMP.Substructures.REPO_FILL_INFO.h.

TI_VERB::Enum verb

Indicates whether it is a buy or sell trade.

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

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

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