Underlying representation. More...
Public Types | |
typedef std::vector< Coupon > | Coupons |
Collection of coupon date/dividend for bond underlying or dividend date/dividend for stock underlying for given commodity. | |
Public Member Functions | |
Underlying (const UnderlyingId &underlyingId) | |
std::string | toString () const |
Public Attributes | |
UnderlyingId | id |
Typed id of underlying (Commodity Code). | |
std::string | symbol |
Underlying identity. | |
std::string | name |
Long name of underlying. | |
UnderlyingType::Enum | underlyingType |
What type of underlying is it. | |
UnderlyingStatus::Enum | underlyingStatus |
Define the status of the underlying. | |
UnderlyingId | linkedCommodityId |
If the underlyings are linked this code contains another Commodity Code distributed as another entry. More... | |
Underlying * | linkedCommodity |
uint16 | tradingStateNumber |
The binary representation of the Trading State or Instrument Session State. | |
uint32 | instrumentDenominator |
Instrument denominator. More... | |
OMexBool::Enum | virtualUnderlying |
Is the underlying a virtual underlying. | |
std::string | country |
The exchange code represented as ASCII, also known as COUNTRY. More... | |
std::string | isinCode |
ISIN code. | |
std::string | currency |
Defines the trading currency for the underlying. | |
CurrencyUnit::Enum | currencyUnit |
Specifies the currency unit the instrument is traded in. | |
PriceUnit::Enum | priceUnit |
The price unit for the underlying. | |
Rational | nominal |
For instruments with a commodity_type set to interest rate, the Quantity and Total Size Volume must be stated in multiples of nominal value. More... | |
Rational | interestRate |
Defines the Interest Rate for the underlying. | |
OMexDate | releaseDate |
Issue date for fixed income underlying. | |
OMexDate | datedDate |
Dated date for bond underlying. | |
OMexDate | terminationDate |
Maturity date for fixed income underlying. | |
OMexBool::Enum | deliverable |
Defines if a series can be delivered or not (Cash settlement) | |
FixedIncomeType::Enum | fixedIncomeType |
Type of fixed income security. | |
std::string | underlyingIssuer |
Defines the issuer of the underlying. | |
std::string | sectorCode |
The sector code that the underlying is connected to. | |
OMexTime | timeDeliveryStart |
Delivery start time. | |
OMexTime | timeDeliveryStop |
Delivery stop time. | |
Rational | couponInterest |
Coupon interest. | |
unsigned | dayCount |
Number of days in the year when calculating interest. | |
unsigned | daysInInterestYear |
Number of days in coupon period used for interest rate calculations. | |
unsigned | couponFrequency |
Number of coupons per year for bond underlying. | |
unsigned | couponSettlementDays |
Number of settlement days at coupon. | |
Coupons | coupons |
Collection of coupon date/dividend for bond underlying or dividend date/dividend for stock underlying for given commodity. More... | |
OMexDate | closingDate |
Closing date. | |
OMexDate | lastTradingDate |
Last trading date. | |
Underlying representation.
Defines the underlying instrument.
std::string country |
The exchange code represented as ASCII, also known as COUNTRY.
Since there may well be more than one exchange in one country, it's role is to specify the actual exchange at hand.
Coupons coupons |
Collection of coupon date/dividend for bond underlying or dividend date/dividend for stock underlying for given commodity.
uint32 instrumentDenominator |
Instrument denominator.
Number of implicit decimals in the underlying price received from external sources.
Underlying* linkedCommodity |
UnderlyingId linkedCommodityId |
If the underlyings are linked this code contains another Commodity Code distributed as another entry.
0 means that the underlyings are not linked.
Rational nominal |
For instruments with a commodity_type set to interest rate, the Quantity and Total Size Volume must be stated in multiples of nominal value.