Reference::SwitchLeg Struct Reference

Public Member Functions
	SwitchLeg ()
std::string	toString () const

Public Attributes
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

Detailed Description

Definition at line 213 of file Reference.h.

Constructor & Destructor Documentation

SwitchLeg()

SwitchLeg

(

)

Default constructor.

Member Function Documentation

toString()

std::string toString

(

)

const

Returns string representation.

Member Data Documentation

benchmark

bool benchmark

Benchmark.

Definition at line 270 of file Reference.h.

cfiCode

std::string cfiCode

CFI Code.

Definition at line 228 of file Reference.h.

country

unsigned char country

Country.

Definition at line 261 of file Reference.h.

couponPeriodicityInMonths

unsigned char couponPeriodicityInMonths

Coupon Periodicity (in months).

Definition at line 273 of file Reference.h.

facialValue

unsigned int facialValue

Facial Value.

Definition at line 237 of file Reference.h.

fisn

std::string fisn

FISN.

Definition at line 231 of file Reference.h.

instrumentTypeOfUnderlyingOrDelivery

InstrumentType::Enum instrumentTypeOfUnderlyingOrDelivery

Instrument type of Underlying / Delivery.

Definition at line 219 of file Reference.h.

isinCode

std::string isinCode

ISIN Code or Issuer Code.

Definition at line 225 of file Reference.h.

issuer

std::string issuer

Issuer.

Definition at line 264 of file Reference.h.

issuerLEI

std::string issuerLEI

Issuer LEI.

Definition at line 234 of file Reference.h.

maturityDate

Date maturityDate

Maturity Date.

Definition at line 252 of file Reference.h.

maturityPrice

unsigned int maturityPrice

Maturity Price.

Definition at line 240 of file Reference.h.

nextPaymentDate

Date nextPaymentDate

Next Payment Date.

Definition at line 249 of file Reference.h.

paymentStartDate

Date paymentStartDate

Payment Start Date.

Definition at line 246 of file Reference.h.

referenceName

std::string referenceName

Reference name.

Definition at line 222 of file Reference.h.

roundPriceTick

unsigned short roundPriceTick

Round Price Tick.

Definition at line 255 of file Reference.h.

roundYield

unsigned short roundYield

Round Yield / Rate Tick.

Definition at line 258 of file Reference.h.

strippable

bool strippable

Strippable.

Definition at line 267 of file Reference.h.

valueDate

Date valueDate

Value Date.

Definition at line 243 of file Reference.h.