OnixS BME SENAF Handler C++ library  2.0.1
API documentation
Reference Struct Reference

#include <OnixS/Senaf/MarketData/Reference.h>

Collaboration diagram for Reference:

Classes

struct  SwitchLeg
 

Public Member Functions

 Reference ()
 
std::string toString () const
 

Public Attributes

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
 
Bonds, Strips, Bills, GGB, Corporate New Issues, Cedulas and FROB Bonds (001, 002, 003, 009, 010, 011 and 012).
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< DatevalueDate
 
Optional< DatepaymentStartDate
 
Optional< DatenextPaymentDate
 
Optional< DatematurityDate
 
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
 
Treasury Repo MEFE (BME Clearing-Iberclear), Treasury Repo CNET (Clearnet-Iberclear),

Bilateral Treasury Repo (No CCP-IberClear) and any other Repo instrument (Instrument Types 016 until 031 are reserved for other possible Repo instruments).

Optional< std::string > term
 
Optional< DatepurchaseLegValueDate
 
Optional< DaterepurchaseLegValueDate
 
Optional< unsigned short > referenceIdentifierOfTheUnderlyingDeliverable
 
Optional< DeliveryRestrictions::EnumdeliveryRestrictions
 
Repo deliverable (006)
Optional< InstrumentType::EnumunderlyingInstrumentType
 
Optional< int > startingPrice
 

Switches (007)

typedef std::vector< SwitchLegSwitchLegs
 
Optional< std::string > switchLongName
 
Optional< SwitchLegsswitchLegs
 

Detailed Description

Definition at line 34 of file Reference.h.

Member Typedef Documentation

typedef std::vector<SwitchLeg> SwitchLegs

Alias for array of legs of a Switch.

Definition at line 276 of file Reference.h.

Constructor & Destructor Documentation

Reference ( )

Default constructor.

Member Function Documentation

std::string toString ( ) const

Returns string representation.

Member Data Documentation

Optional<bool> benchmark

Benchmark (Yes/No).

Definition at line 163 of file Reference.h.

Optional<std::string> cfiCode

CFI Code.

Definition at line 115 of file Reference.h.

unsigned int complianceSpread

Compliance Spread.

Definition at line 70 of file Reference.h.

unsigned int complianceVolume

Compliance Volume.

Definition at line 73 of file Reference.h.

Optional<unsigned int> contractValue

Contract Value.

Definition at line 127 of file Reference.h.

Optional<unsigned char> country

Country.

Definition at line 154 of file Reference.h.

Optional<unsigned char> couponPeriodicityInMonths

Coupon Periodicity (in months).

Definition at line 166 of file Reference.h.

unsigned char currency

Currency.

Definition at line 79 of file Reference.h.

Optional<DeliveryRestrictions::Enum> deliveryRestrictions

Delivery restrictions.

Definition at line 188 of file Reference.h.

Optional<unsigned int> facialValue

Facial Value.

Definition at line 130 of file Reference.h.

Optional<std::string> fisn

FISN.

Definition at line 118 of file Reference.h.

int highPriceRatePossible

High price /rate possible.

Definition at line 49 of file Reference.h.

unsigned int hitVolume

Hit Volume.

Definition at line 67 of file Reference.h.

InstrumentType::Enum instrumentType

Instrument Type.

Definition at line 43 of file Reference.h.

Optional<std::string> isinCode

ISIN Code or Issuer Code.

Definition at line 112 of file Reference.h.

Optional<std::string> issuer

Issuer.

Definition at line 157 of file Reference.h.

Optional<std::string> issuerLEI

Issuer LEI.

Definition at line 121 of file Reference.h.

bool liquid

Liquid.

Definition at line 97 of file Reference.h.

int lowPriceRatePossible

Low price /rate possible.

Definition at line 52 of file Reference.h.

unsigned char market

Market.

Definition at line 40 of file Reference.h.

std::string marketMIC

Market MIC.

Definition at line 82 of file Reference.h.

Optional<Date> maturityDate

Maturity Date.

Definition at line 145 of file Reference.h.

Optional<unsigned int> maturityPrice

Maturity Price.

Definition at line 133 of file Reference.h.

unsigned int minimumTradingDeliveryVolume

Minimum Trading / Delivery Volume.

Definition at line 64 of file Reference.h.

Optional<Date> nextPaymentDate

Next Payment Date.

Definition at line 142 of file Reference.h.

unsigned int originalRequestNumber

Original Request Number.

Definition at line 103 of file Reference.h.

Optional<Date> paymentStartDate

Payment Start Date.

Definition at line 139 of file Reference.h.

Optional<unsigned char> productType

Product Type.

Definition at line 124 of file Reference.h.

Optional<Date> purchaseLegValueDate

Purchase leg Value Date.

Definition at line 179 of file Reference.h.

unsigned short reference

Reference.

Definition at line 46 of file Reference.h.

Optional<unsigned short> referenceIdentifierOfTheUnderlyingDeliverable

Reference identifier of the underlying deliverable.

Definition at line 185 of file Reference.h.

Optional<std::string> referenceName

Reference name.

Definition at line 109 of file Reference.h.

int referencePriceRateInOpening

Reference Price / Rate in opening.

Definition at line 76 of file Reference.h.

Optional<Date> repurchaseLegValueDate

Repurchase leg Value Date.

Definition at line 182 of file Reference.h.

Optional<unsigned char> segment

Segment.

Definition at line 151 of file Reference.h.

Optional<int> settlementPriceOfPreviousSession

Settlement Price of previous session.

Definition at line 148 of file Reference.h.

bool specialNormal

Special / Normal.

Definition at line 91 of file Reference.h.

bool standardWindows

Standard windows.

Definition at line 94 of file Reference.h.

Optional<int> startingPrice

Starting Price.

Definition at line 199 of file Reference.h.

Optional<bool> strippable

Strippable (Yes/No).

Definition at line 160 of file Reference.h.

Optional<SwitchLegs> switchLegs

Legs of a Switch.

Definition at line 279 of file Reference.h.

Optional<std::string> switchLongName

Definition at line 206 of file Reference.h.

Optional<std::string> term

Term.

Definition at line 176 of file Reference.h.

bool tradedInPriceOrRate

Traded in Price or Rate.

Definition at line 85 of file Reference.h.

bool tradingObligation

Trading Obligation.

Definition at line 100 of file Reference.h.

unsigned short tradingPriceTick

Trading Price Tick.

Definition at line 55 of file Reference.h.

bool tradingStatus

Trading Status.

Definition at line 88 of file Reference.h.

unsigned short tradingYieldRateTick

Trading Yield/Rate Tick.

Definition at line 58 of file Reference.h.

Optional<InstrumentType::Enum> underlyingInstrumentType

Underlying instrument type.

Definition at line 196 of file Reference.h.

unsigned int unitaryVolume

Unitary Volume.

Definition at line 61 of file Reference.h.

Optional<Date> valueDate

Value Date.

Definition at line 136 of file Reference.h.


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