REPO_RFCQ Class Reference

#include <SMP.Classes.REPO_RFCQ.h>

Collaboration diagram for REPO_RFCQ:

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

Public Attributes
UInt32	rfcqMsgId
UInt32	rfcqReqId
REPO_MEMBER_INFO	aggressor
REPO_MEMBER_INFO	provider
TI_RFCQ_TYPE::Enum	rfcqType
TI_RFCQ_ORIGIN::Enum	rfcqOrigin
UInt32	tradingListId
REPO_INSTRUMENT_DATE_INFO	instrument
TI_VERB::Enum	verb
Double	quantity
TI_FLAG::Enum	rateFg
Double	rate
TI_FLAG::Enum	bilateralOnlyFlag
Double	haircut
UInt16	numOfCompetitors
TI_RFCQ_EVENT::Enum	event
TI_RFCQ_STATUS::Enum	status
UInt32	rfcqDuration
UInt64	rfcqTimeout
UInt16	dueInTime
UInt64	dueInTimeout
UInt32	creationDate
UInt64	creationTime
UInt64	updateTime

Detailed Description

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

Constructor & Destructor Documentation

REPO_RFCQ ( )

inline

Definition at line 49 of file SMP.Classes.REPO_RFCQ.h.

virtual ~REPO_RFCQ ( )

inlinevirtual

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

Member Function Documentation

virtual REPO_RFCQ* clone ( ) const

virtual

Implements Class.

virtual REPO_RFCQ* 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 56 of file SMP.Classes.REPO_RFCQ.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

REPO_MEMBER_INFO aggressor

ID of the member sending the RFCQ.

Definition at line 68 of file SMP.Classes.REPO_RFCQ.h.

TI_FLAG::Enum bilateralOnlyFlag

Indicates whether the trader who sends the RFCQ wants the trade to be settled bilaterally or not.

Definition at line 98 of file SMP.Classes.REPO_RFCQ.h.

UInt32 creationDate

Creation date.

Definition at line 125 of file SMP.Classes.REPO_RFCQ.h.

UInt64 creationTime

Creation time.

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

UInt16 dueInTime

Number of seconds the RFCQ will be deferred (for Multileg RFCQ)

Definition at line 119 of file SMP.Classes.REPO_RFCQ.h.

UInt64 dueInTimeout

Time at which the MultiLeg RFCQ will start.

Definition at line 122 of file SMP.Classes.REPO_RFCQ.h.

TI_RFCQ_EVENT::Enum event

Action applied to the RFCQ.

Definition at line 107 of file SMP.Classes.REPO_RFCQ.h.

Double haircut

Haircut value.

Definition at line 101 of file SMP.Classes.REPO_RFCQ.h.

REPO_INSTRUMENT_DATE_INFO instrument

Data regarding the tradable instrument (Outright)

Definition at line 83 of file SMP.Classes.REPO_RFCQ.h.

UInt16 numOfCompetitors

Number of competitors for this RFCQ.

Definition at line 104 of file SMP.Classes.REPO_RFCQ.h.

REPO_MEMBER_INFO provider

ID of the member receiving the RFCQ.

Definition at line 71 of file SMP.Classes.REPO_RFCQ.h.

Double quantity

Quantity.

Definition at line 89 of file SMP.Classes.REPO_RFCQ.h.

Double rate

Rate.

Definition at line 95 of file SMP.Classes.REPO_RFCQ.h.

TI_FLAG::Enum rateFg

Indicates if Rate is specified.

Definition at line 92 of file SMP.Classes.REPO_RFCQ.h.

UInt32 rfcqDuration

Duration of the RFCQ (expressed in seconds)

Definition at line 113 of file SMP.Classes.REPO_RFCQ.h.

UInt32 rfcqMsgId

Unique ID of the RFCQ.

Definition at line 62 of file SMP.Classes.REPO_RFCQ.h.

TI_RFCQ_ORIGIN::Enum rfcqOrigin

RFCQ Origin(From Scratch, From Book)

Definition at line 77 of file SMP.Classes.REPO_RFCQ.h.

UInt32 rfcqReqId

Unique ID of the RFCQ request.

Definition at line 65 of file SMP.Classes.REPO_RFCQ.h.

UInt64 rfcqTimeout

Expiration time of the RFCQ.

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

TI_RFCQ_TYPE::Enum rfcqType

RFCQ Type (Outright, Double Sided, MultiLeg)

Definition at line 74 of file SMP.Classes.REPO_RFCQ.h.

TI_RFCQ_STATUS::Enum status

Status of the RFCQ.

Definition at line 110 of file SMP.Classes.REPO_RFCQ.h.

UInt32 tradingListId

Unique ID of the trading list of bonds (DoubleSided, Multileg)

Definition at line 80 of file SMP.Classes.REPO_RFCQ.h.

UInt64 updateTime

Last update time.

Definition at line 131 of file SMP.Classes.REPO_RFCQ.h.

TI_VERB::Enum verb

Specifies whether it is a buy or sell operation (Referred to the member who receives the information)

Definition at line 86 of file SMP.Classes.REPO_RFCQ.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_RFCQ.h