REPO_HIST_FILL Class Reference

#include <SMP.Classes.REPO_HIST_FILL.h>

Collaboration diagram for REPO_HIST_FILL:

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

Public Attributes
TI_MSG_INFO	fillMsgInfo
REPO_MATCH_MODE::Enum	matchType
UInt32	gCMsgId
REPO_HIST_SETTL_MEMBER_INFO	provider
REPO_HIST_SETTL_MEMBER_INFO	aggressor
REPO_HIST_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
REPO_HIST_BEST_EXECUTION_INFO	bestExecution
UInt64	updateTime
Double	cIStart
Double	cICouponPayment
Double	cIEnd
UInt32	settlFillID
UInt32	eOIMsgId
TI_TRADE_TYPE::Enum	tradeType
Double	haircut
REPO_CONTRACT_VALUE	haircutFillValue
std::string	areaCodeShortDesc
std::string	areaCodeDesc

Detailed Description

Definition at line 50 of file SMP.Classes.REPO_HIST_FILL.h.

Constructor & Destructor Documentation

REPO_HIST_FILL ( )

inline

Definition at line 53 of file SMP.Classes.REPO_HIST_FILL.h.

virtual ~REPO_HIST_FILL ( )

inlinevirtual

Definition at line 60 of file SMP.Classes.REPO_HIST_FILL.h.

Member Function Documentation

virtual REPO_HIST_FILL* clone ( ) const

virtual

Implements Class.

virtual REPO_HIST_FILL* 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 63 of file SMP.Classes.REPO_HIST_FILL.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 160 of file SMP.Classes.REPO_HIST_FILL.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

REPO_HIST_SETTL_MEMBER_INFO aggressor

Member's ID of the bidder.

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

std::string areaCodeDesc

Area Code description.

Definition at line 150 of file SMP.Classes.REPO_HIST_FILL.h.

std::string areaCodeShortDesc

Area Code short description.

Definition at line 147 of file SMP.Classes.REPO_HIST_FILL.h.

REPO_HIST_BEST_EXECUTION_INFO bestExecution

Best Execution information.

Definition at line 117 of file SMP.Classes.REPO_HIST_FILL.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 126 of file SMP.Classes.REPO_HIST_FILL.h.

Double cIEnd

End inflation coefficient calculated by the calculation engine.

Definition at line 129 of file SMP.Classes.REPO_HIST_FILL.h.

Double cIStart

Spot inflation coefficient calculated by the calculation engine.

Definition at line 123 of file SMP.Classes.REPO_HIST_FILL.h.

std::string currency

ISO unique alphanumeric ID code of the currency.

Definition at line 102 of file SMP.Classes.REPO_HIST_FILL.h.

UInt32 eOIMsgId

Unique ID of the EOI message the RFQ refers to.

Definition at line 135 of file SMP.Classes.REPO_HIST_FILL.h.

TI_MSG_INFO fillMsgInfo

ID of the trade.

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

REPO_FILL_TYPE::Enum fillType

Type of trade.

Definition at line 114 of file SMP.Classes.REPO_HIST_FILL.h.

REPO_CONTRACT_VALUE fillValue

Settlement values for the trade.

Definition at line 111 of file SMP.Classes.REPO_HIST_FILL.h.

UInt32 gCMsgId

ID of the GC Definition.

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

Double haircut

None.

Definition at line 141 of file SMP.Classes.REPO_HIST_FILL.h.

REPO_CONTRACT_VALUE haircutFillValue

None.

Definition at line 144 of file SMP.Classes.REPO_HIST_FILL.h.

REPO_HIST_INSTRUMENT_DATE_INFO instrument

ID of the trading instrument.

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

REPO_MATCH_MODE::Enum matchType

Matching mode.

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

Double nominalValue

Nominal value.

Definition at line 108 of file SMP.Classes.REPO_HIST_FILL.h.

REPO_HIST_SETTL_MEMBER_INFO provider

Member's ID of the issuer.

Definition at line 78 of file SMP.Classes.REPO_HIST_FILL.h.

Double qty

Quantity.

Definition at line 105 of file SMP.Classes.REPO_HIST_FILL.h.

Double rate

Rate.

Definition at line 99 of file SMP.Classes.REPO_HIST_FILL.h.

UInt32 settlFillID

ID of the trade assigned by the post trading.

Definition at line 132 of file SMP.Classes.REPO_HIST_FILL.h.

TI_FILL_STATUS::Enum settlFillStatus

Status of the trade.

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

REPO_SETTL_STATUS::Enum settlStatus

Status of the trade settlement.

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

TI_SETTL_TYPE::Enum settlType

Settlement Type.

Definition at line 93 of file SMP.Classes.REPO_HIST_FILL.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 138 of file SMP.Classes.REPO_HIST_FILL.h.

UInt64 updateTime

Time at which the data were updated.

Definition at line 120 of file SMP.Classes.REPO_HIST_FILL.h.

TI_VERB::Enum verb

Indicates whether it is a buy or sell trade.

Definition at line 96 of file SMP.Classes.REPO_HIST_FILL.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_HIST_FILL.h