REPO_HAIRCUT Class Reference

#include <SMP.Classes.REPO_HAIRCUT.h>

Collaboration diagram for REPO_HAIRCUT:

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

Public Attributes
UInt32	submitterMemberId
UInt32	submitterTraderId
std::string	submitterTraderName
UInt32	firstMemberId
UInt32	secondMemberId
REPO_HAIRCUT_TYPE::Enum	haircutType
UInt32	instrumentClassId
UInt32	residualMaturityId
UInt32	refMsgId
Double	haircut
TI_FLAG::Enum	saveHaircutFg
REPO_HAIRCUT_EVENT::Enum	event
REPO_HAIRCUT_STATUS::Enum	status
REPO_HAIRCUT_STATUS::Enum	firstMemberStatus
REPO_HAIRCUT_STATUS::Enum	secondMemberStatus
std::string	userData
UInt32	creationDate
UInt64	creationTime
UInt32	updateDate
UInt64	updateTime

Detailed Description

Definition at line 43 of file SMP.Classes.REPO_HAIRCUT.h.

Constructor & Destructor Documentation

REPO_HAIRCUT ( )

inline

Definition at line 46 of file SMP.Classes.REPO_HAIRCUT.h.

virtual ~REPO_HAIRCUT ( )

inlinevirtual

Definition at line 52 of file SMP.Classes.REPO_HAIRCUT.h.

Member Function Documentation

virtual REPO_HAIRCUT* clone ( ) const

virtual

Implements Class.

virtual REPO_HAIRCUT* 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 55 of file SMP.Classes.REPO_HAIRCUT.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 128 of file SMP.Classes.REPO_HAIRCUT.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt32 creationDate

Creation date.

Definition at line 109 of file SMP.Classes.REPO_HAIRCUT.h.

UInt64 creationTime

Creation time.

Definition at line 112 of file SMP.Classes.REPO_HAIRCUT.h.

REPO_HAIRCUT_EVENT::Enum event

Event applied to the Haircut.

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

UInt32 firstMemberId

ID of the first member involved in the Haircut (member who configures the Haircut)

Definition at line 70 of file SMP.Classes.REPO_HAIRCUT.h.

REPO_HAIRCUT_STATUS::Enum firstMemberStatus

Status of the First Member Haircut.

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

Double haircut

Haircut value.

Definition at line 88 of file SMP.Classes.REPO_HAIRCUT.h.

REPO_HAIRCUT_TYPE::Enum haircutType

Type of the Haircut (e.g. Default, Rfq)

Definition at line 76 of file SMP.Classes.REPO_HAIRCUT.h.

UInt32 instrumentClassId

Unique ID of the Instrument Class.

Definition at line 79 of file SMP.Classes.REPO_HAIRCUT.h.

UInt32 refMsgId

Message Id of Rfq Transaction (only if REPO_HAIRCUT_TYPE_Rfq)

Definition at line 85 of file SMP.Classes.REPO_HAIRCUT.h.

UInt32 residualMaturityId

Unique ID of the residual maturity.

Definition at line 82 of file SMP.Classes.REPO_HAIRCUT.h.

TI_FLAG::Enum saveHaircutFg

Flag indicating if the Haircut value will be saved as default value for the further transactions (RFQ, OTC and RFCQ) and will overwrite the Haircut value previously configured. Set to 'Y' in case of definition in the pre-trade phase.

Definition at line 91 of file SMP.Classes.REPO_HAIRCUT.h.

UInt32 secondMemberId

ID of the second member involved the Haircut (member who receives the Haircut)

Definition at line 73 of file SMP.Classes.REPO_HAIRCUT.h.

REPO_HAIRCUT_STATUS::Enum secondMemberStatus

Status of the Second Member Haircut.

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

REPO_HAIRCUT_STATUS::Enum status

Status of the Haircut.

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

UInt32 submitterMemberId

Unique ID of the member who defined the Haircut.

Definition at line 61 of file SMP.Classes.REPO_HAIRCUT.h.

UInt32 submitterTraderId

Unique ID of the trader who defined the Haircut.

Definition at line 64 of file SMP.Classes.REPO_HAIRCUT.h.

std::string submitterTraderName

Unique name of the trader who defined the Haircut.

Definition at line 67 of file SMP.Classes.REPO_HAIRCUT.h.

UInt32 updateDate

Last Update date.

Definition at line 115 of file SMP.Classes.REPO_HAIRCUT.h.

UInt64 updateTime

Last Update time.

Definition at line 118 of file SMP.Classes.REPO_HAIRCUT.h.

std::string userData

Free field used by the client.

Definition at line 106 of file SMP.Classes.REPO_HAIRCUT.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_HAIRCUT.h