REPO_INSTRUMENT_DATE_STATISTIC Class Reference

#include <SMP.Classes.REPO_INSTRUMENT_DATE_STATISTIC.h>

Collaboration diagram for REPO_INSTRUMENT_DATE_STATISTIC:

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

Public Attributes
REPO_INSTRUMENT_DATE_INFO	instrument
TI_STATISTIC_TYPE::Enum	statisticType
Double	minRate
Double	avgRate
Double	maxRate
Double	tradedQty
Double	tradedNominalValue
UInt32	statisticDate
UInt16	statisticHour
TI_TRADE_TYPE::Enum	tradeType

Detailed Description

Definition at line 44 of file SMP.Classes.REPO_INSTRUMENT_DATE_STATISTIC.h.

Constructor & Destructor Documentation

REPO_INSTRUMENT_DATE_STATISTIC ( )

inline

Definition at line 47 of file SMP.Classes.REPO_INSTRUMENT_DATE_STATISTIC.h.

virtual ~REPO_INSTRUMENT_DATE_STATISTIC ( )

inlinevirtual

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

Member Function Documentation

virtual REPO_INSTRUMENT_DATE_STATISTIC* clone ( ) const

virtual

Implements Class.

virtual REPO_INSTRUMENT_DATE_STATISTIC* 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 54 of file SMP.Classes.REPO_INSTRUMENT_DATE_STATISTIC.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

Double avgRate

Weighted average trading rate for the instrument.

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

REPO_INSTRUMENT_DATE_INFO instrument

ID of the financial instrument.

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

Double maxRate

Maximum trading rate for the instrument.

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

Double minRate

Minimum instrument trading rate.

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

UInt32 statisticDate

Date on which the statistics were generated.

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

UInt16 statisticHour

Hour to which the statistics refer.

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

TI_STATISTIC_TYPE::Enum statisticType

Period to which the statistics refer.

Definition at line 63 of file SMP.Classes.REPO_INSTRUMENT_DATE_STATISTIC.h.

Double tradedNominalValue

Nominal value traded on the market.

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

Double tradedQty

Total quantity of instrument traded on the market.

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

TI_TRADE_TYPE::Enum tradeType

Specifies whether the statistic refers by normal trading activity or by RFQ.

Definition at line 87 of file SMP.Classes.REPO_INSTRUMENT_DATE_STATISTIC.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_DATE_STATISTIC.h