REPO_INSTRUMENT Class Reference

#include <SMP.Classes.REPO_INSTRUMENT.h>

Collaboration diagram for REPO_INSTRUMENT:

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

Public Attributes
UInt32	instrumentId
std::string	instrumentCode
std::string	instrumentDesc
UInt32	financialInstrumentId
UInt32	instrumentClassId
UInt32	sectionId
Double	lotValue
Double	catIncrementQty
Double	rfcqIncrementQty
Double	catMinRateTick
Double	rfcqMinRateTick
Double	catMinSpreadTick
Double	rfcqMinSpreadTick
UInt16	accIntPrecision
UInt32	settlGroupId
REPO_NEGOTIATION_TYPE::Enum	repoNegotiationType
UInt32	floatRateId
UInt32	sortNumber
UInt32	startDate
UInt32	endDate
REPO_DAY_COUNT::Enum	dayCountConvForRepoInter
UInt16	spotPriceMktRef
UInt16	termPricePrecision
Double	catMinimumDripQuantity
TI_FLAG::Enum	cCPEligibleFg

Detailed Description

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

Constructor & Destructor Documentation

REPO_INSTRUMENT ( )

inline

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

virtual ~REPO_INSTRUMENT ( )

inlinevirtual

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

Member Function Documentation

virtual REPO_INSTRUMENT* clone ( ) const

virtual

Implements Class.

virtual REPO_INSTRUMENT* 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_INSTRUMENT.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 143 of file SMP.Classes.REPO_INSTRUMENT.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt16 accIntPrecision

Number of decimals (precision) to be used in the accrued interest calculations.

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

Double catIncrementQty

CAT minimum tradable quantity.

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

Double catMinimumDripQuantity

CAT Minimum drip quantity - applies to quotes.

Definition at line 130 of file SMP.Classes.REPO_INSTRUMENT.h.

Double catMinRateTick

Minimum rate variation.

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

Double catMinSpreadTick

Minimum variation to the spread when the instrument is traded against a floating rate.

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

TI_FLAG::Enum cCPEligibleFg

Specifies whether the tradable instrument can be part of the general collateral basket when trades have been closed CCP only.

Definition at line 133 of file SMP.Classes.REPO_INSTRUMENT.h.

REPO_DAY_COUNT::Enum dayCountConvForRepoInter

Convention to be used to calculate REPO interest.

Definition at line 121 of file SMP.Classes.REPO_INSTRUMENT.h.

UInt32 endDate

End of validity date.

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

UInt32 financialInstrumentId

Unique ID of the financial instrument (Bond) in the TI_INSTRUMENT_EXT class (external reference key)

Definition at line 70 of file SMP.Classes.REPO_INSTRUMENT.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 109 of file SMP.Classes.REPO_INSTRUMENT.h.

UInt32 instrumentClassId

Unique ID of the instrument class.

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

std::string instrumentCode

Alphanumeric code of the REPO bond. This code could be different from the InstrumentCode in the TI_INSTRUMENT_EXT class.

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

std::string instrumentDesc

Description of the REPO bond. This description could be different from the InstrumentDesc in the TI_INSTRUMENT_EXT class.

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

UInt32 instrumentId

Unique ID of the REPO bond.

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

Double lotValue

Unit value of the lot.

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

REPO_NEGOTIATION_TYPE::Enum repoNegotiationType

Indicates whether the bond is only used for the definition of the General Collateral or it is also tradable as Special.

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

Double rfcqIncrementQty

RFCQ Minimum quantity increment and minimum tradable quantity.

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

Double rfcqMinRateTick

RFCQ minimum rate variation.

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

Double rfcqMinSpreadTick

RFCQ Minimum variation to the spread when the instrument is traded against a floating rate.

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

UInt32 sectionId

Unique ID of the section.

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

UInt32 settlGroupId

Unique ID of the Settlement Group.

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

UInt32 sortNumber

Instrument sorting number.

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

UInt16 spotPriceMktRef

Reference market for calculating the spot price.

Definition at line 124 of file SMP.Classes.REPO_INSTRUMENT.h.

UInt32 startDate

Start of validity date.

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

UInt16 termPricePrecision

Number of decimals (precision) to be used in the calculation of the forward price.

Definition at line 127 of file SMP.Classes.REPO_INSTRUMENT.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_INSTRUMENT.h