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OnixS C++ MTS Repo SDP Handler
1.3.2.8
API documentation
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OnixS C++ MTS Repo SDP Handler
1.3.2.8
API documentation
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#include <SMP.Classes.REPO_GC.h>
Public Member Functions | |
| REPO_GC () | |
| virtual | ~REPO_GC () |
| 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_GC * | clone () const |
| virtual REPO_GC * | clone (void *) const |
 Public Member Functions inherited from Class | |
| virtual | ~Class () |
| size_t | getMaxMessageSize () const |
Definition at line 43 of file SMP.Classes.REPO_GC.h.
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inline |
Definition at line 46 of file SMP.Classes.REPO_GC.h.
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inlinevirtual |
Definition at line 54 of file SMP.Classes.REPO_GC.h.
| size_t deserialize | ( | const void * | buf, |
| size_t | inLen | ||
| ) |
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inlinevirtual |
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inlinevirtual |
Implements Class.
Definition at line 169 of file SMP.Classes.REPO_GC.h.
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virtual |
Provides string presentation.
Implements Class.
| UInt32 allocationTableId |
Unique ID of the table reporting the maximum number of securities that can be delivered in relation to each specific traded amount threshold.
Definition at line 141 of file SMP.Classes.REPO_GC.h.
| Double catIncrAllocationQty |
CAT minimum increment (referred to the minimum allocation quantity)
Definition at line 93 of file SMP.Classes.REPO_GC.h.
| Double catIncrementQty |
CAT minimum tradable quantity.
Definition at line 102 of file SMP.Classes.REPO_GC.h.
| Double catMinAllocationQty |
CAT minimum allocation quantity.
Definition at line 90 of file SMP.Classes.REPO_GC.h.
| Double catMinimumDripQuantity |
CAT minimum drip quantity - applies to quotes.
Definition at line 132 of file SMP.Classes.REPO_GC.h.
| Double catMinRateTick |
CAT minimum rate variation.
Definition at line 108 of file SMP.Classes.REPO_GC.h.
| Double catMinSpreadTick |
CAT minimum variation to the spread when the instrument is traded against a floating rate.
Definition at line 114 of file SMP.Classes.REPO_GC.h.
| UInt32 defaultBondMinMaturityDate |
Specifies the minimum maturity date of the default bond.
Definition at line 150 of file SMP.Classes.REPO_GC.h.
| UInt16 defaultBondMinResidualLife |
Specifies the minimum residual life, in terms of months, for bonds that may be delivered for the correspondent General Collateral.
Definition at line 147 of file SMP.Classes.REPO_GC.h.
| REPO_GC_BOND_DEFINITION_TYPE::Enum defaultGCBondDefinitionType |
Flag indicating whether a default deliverable bond can (or must) be defined.
Definition at line 156 of file SMP.Classes.REPO_GC.h.
| UInt32 endDate |
End of validity date.
Definition at line 126 of file SMP.Classes.REPO_GC.h.
| UInt16 expiringPeriod |
Number of days calculated from the future date in which a bond will be no more deliverable for the correspondent General Collateral. It is used to start the generation of warnings that the Default Bond Minimum Date life is approaching.
Definition at line 153 of file SMP.Classes.REPO_GC.h.
| UInt32 floatRateId |
ID of the rate type (fixed or fixed and variable). If no value is specified, the bond is tradable against fixed rate type. If a value is specified, the bond is tradable against fixed rate or variable rate type.
Definition at line 129 of file SMP.Classes.REPO_GC.h.
| std::string gCCode |
Alphanumeric ID of the General Collateral (pseudo ISIN coding)
Definition at line 66 of file SMP.Classes.REPO_GC.h.
| Double gCDelta |
Percentage difference between the nominal value and the countervalue.
Definition at line 81 of file SMP.Classes.REPO_GC.h.
| std::string gCDesc |
Description of the General Collateral.
Definition at line 69 of file SMP.Classes.REPO_GC.h.
| UInt32 gCId |
Unique ID of the General Collateral.
Definition at line 63 of file SMP.Classes.REPO_GC.h.
| UInt16 inflationIndexId |
Unique ID of the Inflation Index.
Definition at line 159 of file SMP.Classes.REPO_GC.h.
| UInt32 instrumentClassId |
Unique ID of the instrument class.
Definition at line 72 of file SMP.Classes.REPO_GC.h.
| UInt32 issuerId |
Unique ID of the issuing body.
Definition at line 78 of file SMP.Classes.REPO_GC.h.
| Double lotValue |
Lot value.
Definition at line 120 of file SMP.Classes.REPO_GC.h.
| TI_FLAG::Enum mandatoryTableFg |
Specifies whether the allocation defined by the table is mandatory or not. If YES, the AllocationTableId is mandatory. If NO, the AllocationTableId is optional and not checked by the Central System.
Definition at line 144 of file SMP.Classes.REPO_GC.h.
| Double rfcqIncrAllocationQty |
RFCQ minimum increment (referred to the minimum allocation quantity)
Definition at line 99 of file SMP.Classes.REPO_GC.h.
| Double rfcqIncrementQty |
RFCQ minimum quantity increment and minimum tradable quantity.
Definition at line 105 of file SMP.Classes.REPO_GC.h.
| Double rfcqMinAllocationQty |
RFCQ minimum allocation quantity.
Definition at line 96 of file SMP.Classes.REPO_GC.h.
| Double rfcqMinRateTick |
RFCQ minimum rate variation.
Definition at line 111 of file SMP.Classes.REPO_GC.h.
| Double rfcqMinSpreadTick |
RFCQ Minimum variation to the spread when the instrument is traded against a floating rate.
Definition at line 117 of file SMP.Classes.REPO_GC.h.
| UInt32 sectionId |
Unique ID of the section.
Definition at line 75 of file SMP.Classes.REPO_GC.h.
| std::string settlCurrencyCode |
Unique ID code of the Settlement Currency related to the instrument.
Definition at line 138 of file SMP.Classes.REPO_GC.h.
| UInt32 settlGroupId |
Unique ID of the Settlement Group.
Definition at line 87 of file SMP.Classes.REPO_GC.h.
| UInt32 sortNumber |
General Collateral sorting number.
Definition at line 84 of file SMP.Classes.REPO_GC.h.
| UInt32 startDate |
Start of validity date.
Definition at line 123 of file SMP.Classes.REPO_GC.h.
| std::string tradingCurrencyCode |
Unique ID code of the Trading Currency related to the instrument.
Definition at line 135 of file SMP.Classes.REPO_GC.h.