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

#include <SMP.Classes.REPO_TRIPARTY.h>

Collaboration diagram for REPO_TRIPARTY:
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Public Member Functions

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

Public Attributes

UInt32 tripartyId
 
std::string tripartyCode
 
std::string tripartyDesc
 
UInt32 instrumentClassId
 
UInt32 sectionId
 
Double lotValue
 
UInt32 issuerId
 
UInt32 sortNumber
 
UInt32 settlGroupId
 
UInt32 startDate
 
UInt32 endDate
 
Double catIncrementQty
 
Double rfcqIncrementQty
 
Double catMinRateTick
 
Double rfcqMinRateTick
 
Double catMinSpreadTick
 
Double rfcqMinSpreadTick
 
UInt32 floatRateId
 
Double referencePrice
 
REPO_DAY_COUNT::Enum dayCountForRepoInterest
 
REPO_PRICE_DOMAIN::Enum priceDomain
 
Double catMinimumDripQuantity
 
std::string tradingCurrencyCode
 
std::string settlCurrencyCode
 
TI_FLAG::Enum cCPEligibleFg
 
UInt16 inflationIndexId
 
Double catMinExecQty
 

Detailed Description

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

Constructor & Destructor Documentation

REPO_TRIPARTY ( )
inline

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

virtual ~REPO_TRIPARTY ( )
inlinevirtual

Definition at line 54 of file SMP.Classes.REPO_TRIPARTY.h.

Member Function Documentation

virtual REPO_TRIPARTY* clone ( ) const
virtual

Implements Class.

virtual REPO_TRIPARTY* 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 57 of file SMP.Classes.REPO_TRIPARTY.h.

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 151 of file SMP.Classes.REPO_TRIPARTY.h.

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

Double catIncrementQty

CAT minimum tradable quantity.

Definition at line 96 of file SMP.Classes.REPO_TRIPARTY.h.

Double catMinExecQty

CAT minimum executable quantity.

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

Double catMinimumDripQuantity

CAT minimum drip quantity - applies to quotes.

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

Double catMinRateTick

CAT minimum rate variation.

Definition at line 102 of file SMP.Classes.REPO_TRIPARTY.h.

Double catMinSpreadTick

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

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

TI_FLAG::Enum cCPEligibleFg

Specifies whether the tradable instrument can be traded in central counterparty (CCP) mode.

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

REPO_DAY_COUNT::Enum dayCountForRepoInterest

Convention to be used to calculate REPO interest.

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

UInt32 endDate

End of validity date.

Definition at line 93 of file SMP.Classes.REPO_TRIPARTY.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 114 of file SMP.Classes.REPO_TRIPARTY.h.

UInt16 inflationIndexId

Unique ID of the Inflation Index.

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

UInt32 instrumentClassId

Unique ID of the instrument class.

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

UInt32 issuerId

Unique ID of the issuing body.

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

Double lotValue

Lot value.

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

REPO_PRICE_DOMAIN::Enum priceDomain

Price domain. Reserved for future use.

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

Double referencePrice

Reference price. Reserved for future use.

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

Double rfcqIncrementQty

RFCQ Minimum quantity increment and minimum tradable quantity.

Definition at line 99 of file SMP.Classes.REPO_TRIPARTY.h.

Double rfcqMinRateTick

RFCQ minimum rate variation.

Definition at line 105 of file SMP.Classes.REPO_TRIPARTY.h.

Double rfcqMinSpreadTick

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

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

UInt32 sectionId

Unique ID of the section.

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

std::string settlCurrencyCode

Unique ID code of the Settlement Currency related to the instrument.

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

UInt32 settlGroupId

Unique ID of the Settlement Group.

Definition at line 87 of file SMP.Classes.REPO_TRIPARTY.h.

UInt32 sortNumber

Triparty sorting number.

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

UInt32 startDate

Start of validity date.

Definition at line 90 of file SMP.Classes.REPO_TRIPARTY.h.

std::string tradingCurrencyCode

Unique ID code of the Trading Currency related to the instrument.

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

std::string tripartyCode

Alphanumeric ID of the triparty (pseudo ISIN coding)

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

std::string tripartyDesc

Description of the triparty.

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

UInt32 tripartyId

Unique ID of the triparty.

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

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