Reference Struct Reference

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

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< 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
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< Date >	purchaseLegValueDate
Optional< Date >	repurchaseLegValueDate
Optional< unsigned short >	referenceIdentifierOfTheUnderlyingDeliverable
Optional< DeliveryRestrictions::Enum >	deliveryRestrictions
Repo deliverable (006)
Optional< InstrumentType::Enum >	underlyingInstrumentType
Optional< int >	startingPrice

Switches (007)
typedef std::vector< SwitchLeg >	SwitchLegs
Optional< std::string >	switchLongName
Optional< SwitchLegs >	switchLegs

Detailed Description

Definition at line 36 of file Reference.h.

Member Typedef Documentation

typedef std::vector<SwitchLeg> SwitchLegs

Alias for array of legs of a Switch.

Definition at line 280 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 166 of file Reference.h.

Optional<std::string> cfiCode

CFI Code.

Definition at line 118 of file Reference.h.

unsigned int complianceSpread

Compliance Spread.

Definition at line 72 of file Reference.h.

unsigned int complianceVolume

Compliance Volume.

Definition at line 75 of file Reference.h.

Optional<unsigned int> contractValue

Contract Value.

Definition at line 130 of file Reference.h.

Optional<unsigned char> country

Country.

Definition at line 157 of file Reference.h.

Optional<unsigned char> couponPeriodicityInMonths

Coupon Periodicity (in months).

Definition at line 169 of file Reference.h.

unsigned char currency

Currency.

Definition at line 81 of file Reference.h.

Optional<DeliveryRestrictions::Enum> deliveryRestrictions

Delivery restrictions.

Definition at line 192 of file Reference.h.

Optional<unsigned int> facialValue

Facial Value.

Definition at line 133 of file Reference.h.

Optional<std::string> fisn

FISN.

Definition at line 121 of file Reference.h.

int highPriceRatePossible

High price /rate possible.

Definition at line 51 of file Reference.h.

unsigned int hitVolume

Hit Volume.

Definition at line 69 of file Reference.h.

InstrumentType::Enum instrumentType

Instrument Type.

Definition at line 45 of file Reference.h.

Optional<std::string> isinCode

ISIN Code or Issuer Code.

Definition at line 115 of file Reference.h.

Optional<std::string> issuer

Issuer.

Definition at line 160 of file Reference.h.

Optional<std::string> issuerLEI

Issuer LEI.

Definition at line 124 of file Reference.h.

bool liquid

Liquid.

Definition at line 99 of file Reference.h.

int lowPriceRatePossible

Low price /rate possible.

Definition at line 54 of file Reference.h.

unsigned char market

Market.

Definition at line 42 of file Reference.h.

std::string marketMIC

Market MIC.

Definition at line 84 of file Reference.h.

Optional<Date> maturityDate

Maturity Date.

Definition at line 148 of file Reference.h.

Optional<unsigned int> maturityPrice

Maturity Price.

Definition at line 136 of file Reference.h.

unsigned int minimumTradingDeliveryVolume

Minimum Trading / Delivery Volume.

Definition at line 66 of file Reference.h.

Optional<Date> nextPaymentDate

Next Payment Date.

Definition at line 145 of file Reference.h.

unsigned int originalRequestNumber

Original Request Number.

Definition at line 105 of file Reference.h.

Optional<Date> paymentStartDate

Payment Start Date.

Definition at line 142 of file Reference.h.

Optional<unsigned char> productType

Product Type.

Definition at line 127 of file Reference.h.

Optional<Date> purchaseLegValueDate

Purchase leg Value Date.

Definition at line 183 of file Reference.h.

unsigned short reference

Reference.

Definition at line 48 of file Reference.h.

Optional<unsigned short> referenceIdentifierOfTheUnderlyingDeliverable

Reference identifier of the underlying deliverable.

Definition at line 189 of file Reference.h.

Optional<std::string> referenceName

Reference name.

Definition at line 112 of file Reference.h.

int referencePriceRateInOpening

Reference Price / Rate in opening.

Definition at line 78 of file Reference.h.

Optional<Date> repurchaseLegValueDate

Repurchase leg Value Date.

Definition at line 186 of file Reference.h.

Optional<unsigned char> segment

Segment.

Definition at line 154 of file Reference.h.

Optional<int> settlementPriceOfPreviousSession

Settlement Price of previous session.

Definition at line 151 of file Reference.h.

bool specialNormal

Special / Normal.

Definition at line 93 of file Reference.h.

bool standardWindows

Standard windows.

Definition at line 96 of file Reference.h.

Optional<int> startingPrice

Starting Price.

Definition at line 203 of file Reference.h.

Optional<bool> strippable

Strippable (Yes/No).

Definition at line 163 of file Reference.h.

Optional<SwitchLegs> switchLegs

Legs of a Switch.

Definition at line 283 of file Reference.h.

Optional<std::string> switchLongName

Definition at line 210 of file Reference.h.

Optional<std::string> term

Term.

Definition at line 180 of file Reference.h.

bool tradedInPriceOrRate

Traded in Price or Rate.

Definition at line 87 of file Reference.h.

bool tradingObligation

Trading Obligation.

Definition at line 102 of file Reference.h.

unsigned short tradingPriceTick

Trading Price Tick.

Definition at line 57 of file Reference.h.

bool tradingStatus

Trading Status.

Definition at line 90 of file Reference.h.

unsigned short tradingYieldRateTick

Trading Yield/Rate Tick.

Definition at line 60 of file Reference.h.

Optional<InstrumentType::Enum> underlyingInstrumentType

Underlying instrument type.

Definition at line 200 of file Reference.h.

unsigned int unitaryVolume

Unitary Volume.

Definition at line 63 of file Reference.h.

Optional<Date> valueDate

Value Date.

Definition at line 139 of file Reference.h.

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

• include/OnixS/Senaf/MarketData/Reference.h