REPO_GC_DEFINITION Class Reference

#include <SMP.Classes.REPO_GC_DEFINITION.h>

Collaboration diagram for REPO_GC_DEFINITION:

Public Member Functions
	REPO_GC_DEFINITION ()
virtual	~REPO_GC_DEFINITION ()
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_DEFINITION *	clone () const
virtual REPO_GC_DEFINITION *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
TI_MSG_INFO	gCMsgInfo
REPO_FILL_MEMBER_INFO	provider
REPO_FILL_MEMBER_INFO	aggressor
REPO_INSTRUMENT_DATE_INFO	instrument
TI_VERB::Enum	verb
Double	rate
Double	qty
REPO_FILL_TYPE::Enum	fillType
UInt16	numSub
std::vector< REPO_SUBCONTRACT >	subContract
REPO_GC_TYPE::Enum	gCDefinition
UInt64	updateTime
UInt32	eOIMsgId
Double	haircut

Static Public Attributes
static const size_t	subContractSize = 30

Detailed Description

Definition at line 48 of file SMP.Classes.REPO_GC_DEFINITION.h.

Constructor & Destructor Documentation

REPO_GC_DEFINITION ( )

inline

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

virtual ~REPO_GC_DEFINITION ( )

inlinevirtual

Definition at line 57 of file SMP.Classes.REPO_GC_DEFINITION.h.

Member Function Documentation

virtual REPO_GC_DEFINITION* clone ( ) const

virtual

Implements Class.

virtual REPO_GC_DEFINITION* 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 60 of file SMP.Classes.REPO_GC_DEFINITION.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 116 of file SMP.Classes.REPO_GC_DEFINITION.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

REPO_FILL_MEMBER_INFO aggressor

Member's ID of the Aggressor.

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

UInt32 eOIMsgId

Unique ID of the EOI message the RFQ refers to.

Definition at line 103 of file SMP.Classes.REPO_GC_DEFINITION.h.

REPO_FILL_TYPE::Enum fillType

Rate type.

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

REPO_GC_TYPE::Enum gCDefinition

Definition status of the General Collateral.

Definition at line 97 of file SMP.Classes.REPO_GC_DEFINITION.h.

TI_MSG_INFO gCMsgInfo

ID of the General Collateral trade.

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

Double haircut

Haircut value.

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

REPO_INSTRUMENT_DATE_INFO instrument

ID of the financial instrument.

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

UInt16 numSub

Number of sub-trades.

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

REPO_FILL_MEMBER_INFO provider

Member's ID of the Provider.

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

Double qty

Quantity.

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

Double rate

Rate.

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

std::vector<REPO_SUBCONTRACT> subContract

Definition at line 94 of file SMP.Classes.REPO_GC_DEFINITION.h.

const size_t subContractSize = 30

static

Information about each accounting movement defined for the General Collateral.

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

UInt64 updateTime

Time at which the data was updated.

Definition at line 100 of file SMP.Classes.REPO_GC_DEFINITION.h.

TI_VERB::Enum verb

Flag indicating whether it is a buy or sell trade.

Definition at line 78 of file SMP.Classes.REPO_GC_DEFINITION.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_GC_DEFINITION.h