REPO_RFQ Class Reference

#include <SMP.Classes.REPO_RFQ.h>

Collaboration diagram for REPO_RFQ:

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

Public Attributes
TI_MSG_INFO	rfqMsgInfo
TI_IN_OUT_FLAG::Enum	inOutFlag
REPO_MEMBER_INFO	provider
REPO_MEMBER_INFO	aggressor
UInt32	propMsgId
REPO_INSTRUMENT_DATE_INFO	instrument
TI_RFQ_EVENT::Enum	event
TI_RFQ_STATUS::Enum	rfqStatus
TI_RFQ_SUBSTATUS::Enum	aggressorRfqSubStatus
TI_RFQ_SUBSTATUS::Enum	providerRfqSubStatus
TI_VERB::Enum	verb
REPO_RFQ_INFO	reqRfq
REPO_RFQ_INFO	respRfq
UInt32	rFQTimeout
UInt64	updateTime
UInt32	eOIMsgId
TI_FLAG::Enum	modifiedTradeDatesFlag
TI_FLAG::Enum	applyHaircutFg
Double	haircut

Detailed Description

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

Constructor & Destructor Documentation

REPO_RFQ ( )

inline

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

virtual ~REPO_RFQ ( )

inlinevirtual

Definition at line 56 of file SMP.Classes.REPO_RFQ.h.

Member Function Documentation

virtual REPO_RFQ* clone ( ) const

virtual

Implements Class.

virtual REPO_RFQ* 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 59 of file SMP.Classes.REPO_RFQ.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

REPO_MEMBER_INFO aggressor

ID of the member creating the RFQ.

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

TI_RFQ_SUBSTATUS::Enum aggressorRfqSubStatus

Substatus of the RFQ (aggressor side)

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

TI_FLAG::Enum applyHaircutFg

Flag indicating if the Central System will apply or not any Haircut value to the closed trade.

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

UInt32 eOIMsgId

Unique ID of the EOI message the RFQ refers to.

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

TI_RFQ_EVENT::Enum event

Action applied to the RFQ.

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

Double haircut

Haircut value.

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

TI_IN_OUT_FLAG::Enum inOutFlag

Indicates whether it is an incoming (IN) RFQ or an outgoing (OUT) RFQ.

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

REPO_INSTRUMENT_DATE_INFO instrument

ID of the financial instrument.

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

TI_FLAG::Enum modifiedTradeDatesFlag

If TI_FLAG_Yes, the proposal trade dates have been modified in the RFQ.

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

UInt32 propMsgId

ID of the proposal, if the RFQ is generated from a proposal present in the best proposal list.

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

REPO_MEMBER_INFO provider

ID of the member receiving the RFQ.

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

TI_RFQ_SUBSTATUS::Enum providerRfqSubStatus

Substatus of the RFQ (provider side)

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

REPO_RFQ_INFO reqRfq

Data identifying the RFQ (Aggressor/Sender)

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

REPO_RFQ_INFO respRfq

Data identifying the response to the RFQ (Provider/Receiver)

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

TI_MSG_INFO rfqMsgInfo

ID of the RFQ.

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

TI_RFQ_STATUS::Enum rfqStatus

Status of the RFQ.

Definition at line 86 of file SMP.Classes.REPO_RFQ.h.

UInt32 rFQTimeout

Timeout of the RFQ (expressed in seconds)

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

UInt64 updateTime

Time at which the data were last updated.

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

TI_VERB::Enum verb

Specifies whether it is a buy or sell RFQ and is set from the receiving member's viewpoint. This means that the Verb field has different values for the Aggressor and the Provider, and reflects the type of operation (buy or sell) actually performed by the receiving member.

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

---

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

• /work/include/OnixS/MTS/Repo/SDP/Classes/SMP.Classes.REPO_RFQ.h