Reference.h

Go to the documentation of this file.

/*
 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
 *
 * This software owned by Onix Solutions Limited [OnixS] and is protected by
 * copyright law and international copyright treaties.
 *
 * Access to and use of the software is governed by the terms of the applicable
 * ONIXS Software Services Agreement (the Agreement) and Customer end user
 * license agreements granting a non-assignable, non-transferable and
 * non-exclusive license to use the software for it's own data processing
 * purposes under the terms defined in the Agreement.
 *
 * Except as otherwise granted within the terms of the Agreement, copying or
 * reproduction of any part of this source code or associated reference material
 * to any other location for further reproduction or redistribution, and any
 * amendments to this copyright notice, are expressly prohibited.
 *
 * Any reproduction or redistribution for sale or hiring of the Software not in
 * accordance with the terms of the Agreement is a violation of copyright law.
 */
 
#pragma once
 
#include <OnixS/Senaf/MarketData/Enumerations.h>
#include <OnixS/Senaf/MarketData/Export.h>
#include <OnixS/Senaf/MarketData/Optional.h>
#include <OnixS/Senaf/MarketData/Time.h>
 
#include <iosfwd>
#include <string>
#include <vector>
 
namespace OnixS { namespace Senaf { namespace MarketData {

struct ONIXS_BME_SENAF_EXPORT Reference
{
    Reference();

    unsigned char market;

    InstrumentType::Enum instrumentType;

    unsigned short reference;

    int highPriceRatePossible;

    int lowPriceRatePossible;

    unsigned short tradingPriceTick;

    unsigned short tradingYieldRateTick;

    unsigned int unitaryVolume;

    unsigned int minimumTradingDeliveryVolume;

    unsigned int hitVolume;

    unsigned int complianceSpread;

    unsigned int complianceVolume;

    int referencePriceRateInOpening;

    unsigned char currency;

    std::string marketMIC;

    bool tradedInPriceOrRate;

    bool tradingStatus;

    bool specialNormal;

    bool standardWindows;

    bool liquid;

    bool tradingObligation;

    unsigned int originalRequestNumber;



    Optional<std::string> referenceName;

    Optional<std::string> isinCode;

    Optional<std::string> cfiCode;

    Optional<std::string> fisn;

    Optional<std::string> issuerLEI;

    Optional<unsigned char> productType;

    Optional<unsigned int> contractValue;

    Optional<unsigned int> facialValue;

    Optional<unsigned int> maturityPrice;

    Optional<Date> valueDate;

    Optional<Date> paymentStartDate;

    Optional<Date> nextPaymentDate;

    Optional<Date> maturityDate;

    Optional<int> settlementPriceOfPreviousSession;

    Optional<unsigned char> segment;

    Optional<unsigned char> country;

    Optional<std::string> issuer;

    Optional<bool> strippable;

    Optional<bool> benchmark;

    Optional<unsigned char> couponPeriodicityInMonths;




    Optional<std::string> term;

    Optional<Date> purchaseLegValueDate;

    Optional<Date> repurchaseLegValueDate;

    Optional<unsigned short> referenceIdentifierOfTheUnderlyingDeliverable;

    Optional<DeliveryRestrictions::Enum> deliveryRestrictions;




    Optional<InstrumentType::Enum> underlyingInstrumentType;

    Optional<int> startingPrice;



 
    Optional<std::string> switchLongName;

    struct SwitchLeg
    {
        SwitchLeg();

        InstrumentType::Enum instrumentTypeOfUnderlyingOrDelivery;

        std::string referenceName;

        std::string isinCode;

        std::string cfiCode;

        std::string fisn;

        std::string issuerLEI;

        unsigned int facialValue;

        unsigned int maturityPrice;

        Date valueDate;

        Date paymentStartDate;

        Date nextPaymentDate;

        Date maturityDate;

        unsigned short roundPriceTick;

        unsigned short roundYield;

        unsigned char country;

        std::string issuer;

        bool strippable;

        bool benchmark;

        unsigned char couponPeriodicityInMonths;

        std::string toString() const;
    };

    typedef std::vector<SwitchLeg> SwitchLegs;

    Optional<SwitchLegs> switchLegs;


    std::string toString() const;
};
 
ONIXS_BME_SENAF_EXPORT std::ostream& operator<<(std::ostream&, const Reference&);
 
}}} // namespace OnixS::Senaf::MarketData