OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
Public Member Functions | Public Attributes | Static Public Attributes | List of all members
REPO_RFCQ_REQUEST Class Reference

#include <SMP.Classes.REPO_RFCQ_REQUEST.h>

Collaboration diagram for REPO_RFCQ_REQUEST:
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Public Member Functions

 REPO_RFCQ_REQUEST ()
 
virtual ~REPO_RFCQ_REQUEST ()
 
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_REQUEST * clone () const
 
virtual REPO_RFCQ_REQUEST * clone (void *) const
 
- Public Member Functions inherited from Class
virtual ~Class ()
 
size_t getMaxMessageSize () const
 

Public Attributes

TI_MSG_INFO msgInfo
 
REPO_MEMBER_INFO aggressor
 
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 discloseIOIFg
 
TI_FLAG::Enum bilateralOnlyFlag
 
TI_FLAG::Enum applyHaircutFg
 
std::vector< REPO_RFCQ_SELL_SIDE_MEMBER_INFO > sellSideMemberInfo
 
TI_RFCQ_REQUEST_EVENT::Enum event
 
TI_RFCQ_REQUEST_STATUS::Enum status
 
UInt32 rfcqDuration
 
UInt64 rfcqTimeout
 
std::string clientRfcqId
 
std::string userInfo1
 
std::string userInfo2
 
UInt16 dueInTime
 
UInt64 dueInTimeout
 
UInt64 updateTime
 

Static Public Attributes

static const size_t sellSideMemberInfoSize = 20
 

Detailed Description

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

Constructor & Destructor Documentation

REPO_RFCQ_REQUEST ( )
inline

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

virtual ~REPO_RFCQ_REQUEST ( )
inlinevirtual

Definition at line 59 of file SMP.Classes.REPO_RFCQ_REQUEST.h.

Member Function Documentation

virtual REPO_RFCQ_REQUEST* clone ( ) const
virtual

Implements Class.

virtual REPO_RFCQ_REQUEST* 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 62 of file SMP.Classes.REPO_RFCQ_REQUEST.h.

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 148 of file SMP.Classes.REPO_RFCQ_REQUEST.h.

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

REPO_MEMBER_INFO aggressor

Member requesting the RFCQ.

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

TI_FLAG::Enum applyHaircutFg

Specifies if in the RFCQ the configured Haircut will be used.

Definition at line 104 of file SMP.Classes.REPO_RFCQ_REQUEST.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 101 of file SMP.Classes.REPO_RFCQ_REQUEST.h.

std::string clientRfcqId

Client specific information.

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

TI_FLAG::Enum discloseIOIFg

If true, rate must be sent to providers.

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

UInt16 dueInTime

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

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

UInt64 dueInTimeout

Time at which the RFCQ will start.

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

TI_RFCQ_REQUEST_EVENT::Enum event

Action applied to the RFCQ.

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

REPO_INSTRUMENT_DATE_INFO instrument

Data regarding the tradable instrument (Outright)

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

TI_MSG_INFO msgInfo

Message Info (Unique ID) of the Rfcq Request.

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

Double quantity

Quantity.

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

Double rate

Rate value.

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

TI_FLAG::Enum rateFg

Indicates if Rate is specified.

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

UInt32 rfcqDuration

Duration of the RFCQ (expressed in seconds)

Definition at line 117 of file SMP.Classes.REPO_RFCQ_REQUEST.h.

TI_RFCQ_ORIGIN::Enum rfcqOrigin

RFCQ Origin(From Firm Book, From Indicative Book)

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

UInt64 rfcqTimeout

Time of expiration of the RFCQ.

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

TI_RFCQ_TYPE::Enum rfcqType

RFCQ Type (Outright, DoubleSided, MultiLeg)

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

std::vector<REPO_RFCQ_SELL_SIDE_MEMBER_INFO> sellSideMemberInfo

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

const size_t sellSideMemberInfoSize = 20
static

Data regarding sell side members (in case of Multileg RFCQ or Double Sided RFCQ the Provider Statuses are specified in the trading list [info leg])

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

TI_RFCQ_REQUEST_STATUS::Enum status

Status of the RFCQ request.

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

UInt32 tradingListId

Unique ID of the trading list (DoubleSided, Multileg)

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

UInt64 updateTime

Last update timestamp.

Definition at line 138 of file SMP.Classes.REPO_RFCQ_REQUEST.h.

std::string userInfo1

Client free text.

Definition at line 126 of file SMP.Classes.REPO_RFCQ_REQUEST.h.

std::string userInfo2

Client free text.

Definition at line 129 of file SMP.Classes.REPO_RFCQ_REQUEST.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_REQUEST.h.

The documentation for this class was generated from the following file: