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OnixS SGX Derivatives Handler for C++
2.17.0.0
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OnixS SGX Derivatives Handler for C++
2.17.0.0
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Instrument Class representation. More...
Classes | |
| struct | BlockSize |
| This structure provides the trade units and the decreased order quantity. More... | |
| struct | TickSize |
| This structure provides table information on a bid and/or offer set for each price fluctuation range. More... | |
Public Types | |
| typedef std::vector< TickSize > | Ticks |
| typedef std::vector< BlockSize > | BlockSizeArray |
Public Member Functions | |
| InstrumentClass (const InstrumentType &instumentType, const Underlying &underlying) | |
| std::string | toString () const |
Public Attributes | |
| InstrumentClassId | id |
| A unique binary id of the instrument class. | |
| const InstrumentType & | instrumentType |
| Related instrument type. | |
| const Underlying & | underlying |
| Related udnerlying. | |
| UnderlyingId | virtualCommodity |
| When distributing broadcasts classified with information type "Instrument Class", a virtual underlying can be used to group a number of instrument classes together. More... | |
| std::string | symbol |
| Instrument Class identity. | |
| std::string | name |
| Name of instrument group. | |
| std::string | tradeReportClass |
| The ID string for a trade report class. The trade report class contains a list of Trade Report Types. | |
| std::string | baseCurrency |
| Defines the trading currency for the instrument or the currency for the underlying. More... | |
| std::string | settlementCurrency |
| Defines the settlement currency for the instrument. More... | |
| std::string | creditClass |
| Exchange specific contents and interpretation. More... | |
| std::string | clearanceSystem |
| Specifies the clearance system that is connected to instrument class. | |
| Rational | priceQuotationFactor |
| Defines the price quotation factor used to calculate the trade price from the order. | |
| Rational | contractSize |
| Number of Underlying entities per contract. | |
| int32 | exerciseLimit |
| The limit from the at-the-money value when an automatic exercise is done. More... | |
| ExerciseLimitUnit::Enum | exerciseLimitUnit |
| What type is the Exercise Limit Unit? | |
| int32 | redemptionValue |
| Redemption value equals the amount paid at the maturity. More... | |
| DerivateLevel::Enum | derivateLevel |
| The derivate level of the instrument. | |
| RankingRule::Enum | rankingRule |
| This identifies how the instrument is ranked. | |
| uint32 | strikePriceDenominator |
| Strike price denominator Number of implicit decimals in the strike price. More... | |
| uint32 | premiumPriceDenominator |
| Instrument denominator. More... | |
| uint32 | deliveryQuantityDenominator |
| Delivary quantity denominator. More... | |
| uint32 | clearedDenominator |
| clearing related quantities denominator Defines decimals in quantity in clearing related quantities. More... | |
| uint32 | fixingDenominator |
| Fixing denominator Number of implicit decimals in Fixing. More... | |
| OMexBool::Enum | traded |
| Set to yes, if the corresponding Instrument [Series] for the Class is traded. | |
| OMexBool::Enum | isFractions |
| Is the premium internally represented as fractions? | |
| PriceUnit::Enum | premiumPriceUnit |
| The premium unit that describes the price unit in the order. | |
| PriceUnit::Enum | strikePriceUnit |
| The strike price unit for the class. | |
| CurrencyUnit::Enum | tradedCurrencyUnit |
| Specifies the currency unit the instrument is traded in. | |
| CollateralType::Enum | collateralType |
| Defines the type of collateral. | |
| OMexBool::Enum | fixingReq |
| Ticks | ticks |
| Price fluctuation ranges. | |
| BlockSizeArray | blockSizes |
| Block size. | |
Instrument Class representation.
Defines the base of the instrument series by connecting instrument type and underlying value. For SGX Derivatives Market, generally, for each instrument type there is an equivalent instrument class. Information that can be found under this entity include tick size, block size, etc
| std::string baseCurrency |
Defines the trading currency for the instrument or the currency for the underlying.
The representation of the currency follows the S.W.I.F.T. handbook and ISO 3166 standard, e.g. SEK, GBP, USD and ATS.
| uint32 clearedDenominator |
clearing related quantities denominator Defines decimals in quantity in clearing related quantities.
| std::string creditClass |
Exchange specific contents and interpretation.
TODO: support qustion
| uint32 deliveryQuantityDenominator |
Delivary quantity denominator.
Number of implicit decimals used in the delivery quantity.
| int32 exerciseLimit |
The limit from the at-the-money value when an automatic exercise is done.
If the Unit is Percent, this value is stored with 6 implicit decimals. E.g. 10 % is stored as 10000. If the unit is an absolute value this value is stored with 3 implicit decimals.
| uint32 fixingDenominator |
Fixing denominator Number of implicit decimals in Fixing.
| uint32 premiumPriceDenominator |
Instrument denominator.
Number of implicit decimals in the premium/price.
| int32 redemptionValue |
Redemption value equals the amount paid at the maturity.
The redemption value will be equal to the nominal value except for securities with amortization or options. The redemption value is expressed in percentage of Nominal Value. The value is a decimal value stored with 6 decimals, e.g. 100% is stored as 1000000.
| std::string settlementCurrency |
Defines the settlement currency for the instrument.
The representation of the currency follows the S.W.I.F.T. handbook and ISO 3166 standard, e.g. SEK, GBP, USD and ATS.
| uint32 strikePriceDenominator |
Strike price denominator Number of implicit decimals in the strike price.
| UnderlyingId virtualCommodity |
When distributing broadcasts classified with information type "Instrument Class", a virtual underlying can be used to group a number of instrument classes together.
The virtual underlying is used in these broadcast subscriptions. If zero, no virtual underlying is used but the real underlying code is used in broadcast subscriptions. FOR INTERNAL USE