OnixS SGX Derivatives Handler for C++  2.17.0.0
Public Types | Public Member Functions | Public Attributes | List of all members
Underlying Struct Reference

Underlying representation. More...

Public Types

typedef std::vector< CouponCoupons
 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...
 
UnderlyinglinkedCommodity
 
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.
 

Detailed Description

Underlying representation.

Defines the underlying instrument.

Member Data Documentation

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.