Enumerations.h

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/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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*/

#pragma once

#include <OnixS/Tradeweb/MarketData/Apa/ABI.h>
#include <OnixS/Tradeweb/MarketData/Apa/Integral.h>

#include <string>

namespace OnixS
{
    namespace Tradeweb
    {
        namespace MarketData
        {
            namespace Apa
            {
                /// AssetClass (MiFIR Identifier)
                struct AssetClass
                {
                    /// Integral type used as basement for constants.
                    typedef UInt8 Base;

                    enum Enum
                    {
                        EquityAndEquityLikeInstruments = 1,
                        Bonds = 2,
                        StructuredFinanceProducts = 3,
                        SecuritisedDerivative = 4,
                        InterestRateDerivative = 5,
                        EquityDerivative = 6,
                        CommodityDerivative = 7,
                        CurrencyDerivative = 8,
                        CreditDerivative = 9,
                        C10Derivative = 10,
                        CFDs = 11,
                        EmissionAllowances = 12,
                        EmissionAllowancesDerivative = 13,
                    };
                };

                /// Appends string presentation of object.
                ONIXS_TRADEWEB_APA_API void toStr(std::string&, AssetClass::Enum);

                /// Returns string presentation of object.
                inline std::string toStr(AssetClass::Enum layout)
                {
                    std::string str;

                    toStr(str, layout);

                    return str;
                }

                /// SubAssetClass
                struct SubAssetClass
                {
                    /// Integral type used as basement for constants.
                    typedef UInt16 Base;
                    
                    enum Enum
                    {
                        SovereignBond = 200,
                        OtherPublicBond = 201,
                        ConvertibleBond = 202,
                        CoveredBond = 203,
                        CorporateBond = 204,
                        OtherBond = 205,
                        ETCs = 206,
                        ETNs = 207,
                        InterestRateSecuritiesDerivatives = 400,

                        EquitySecuritisedDerivatives = 401,
                        CommoditySecuritisedDerivatives = 402,
                        CreditSecuritisedDerivatives = 403,
                        CurrencySecuritisedDerivatives = 404,
                        EmissionAllowancesSecuritisedDerivatives = 405,
                        BondFuturesForwards = 500,
                        BondOptions = 501,
                        IrFuturesAndFRA = 502,
                        IrOptions = 503,
                        Swaptions = 504,
                        FixedToFloatMultiCurrencySwapsAndFuturesForwardsOnSuchSwaps = 505,
                        FloatToFloatMultiCurrencySwapsAndFuturesForwardsOnSuchSwaps = 506,
                        FixedToFixedMultiCurrencySwapsAndFuturesForwardsOnSuchSwaps = 507,
                        OisMultiCurrencySwapsAndFuturesForwardsOnSuchSwaps = 508,
                        InflationMultiCurrencySwapsAndFuturesForwardsOnSuchSwaps = 509,
                        FixedToFloatSingleCurrencySwapsAndFuturesForwardsOnSuchSwaps = 510,
                        FloatToFloatSingleCurrencySwapsAndFuturesForwardsOnSuchSwaps = 511,
                        FixedToFixedSingleCurrencySwapsAndFuturesForwardsOnSuchSwaps = 512,
                        OisSingleCurrencySwapsAndFuturesForwardsOnSuchSwaps = 513,
                        InflationSingleCurrencySwapsAndFuturesForwardsOnSuchSwaps = 514,
                        OtherInterestRateDerivatives = 515,
                        StockIndexOptions = 600,
                        StockIndexFuturesForwards = 601,
                        StockOptions = 602,
                        StockFuturesForwards = 603,
                        StockDividendOptions = 604,
                        StockDividendFuturesForwards = 605,
                        DividendIndexOptions = 606,
                        DividendIndexFuturesForwards = 607,
                        VolatilityIndexOptions = 608,
                        VolatilityIndexFuturesForwards = 609,
                        EtfOptions = 610,
                        EtfFturesForwards = 611,
                        EquitySwaps = 612,
                        EquityPortfolioSwaps = 613,
                        OtherEquityDerivatives = 614,
                        AgriculturalCommodityFuturesForwards = 700,
                        AgriculturalCommodityOptions = 701,
                        AgriculturalCommoditySwaps = 702,
                        EnergyCommodityFuturesForwards = 703,
                        EnergyCommodityOptions = 704,
                        EnergyCommoditySwaps = 705,
                        MetalsCommodityFuturesForwards = 706,
                        MetalsCommodityOptions = 707,
                        MetalsCommoditySwaps = 708,
                        OtherCommodityDerivatives = 709,
                        NDF = 800,
                        DF = 801,
                        NDO = 802,
                        DO = 803,
                        NDS = 804,
                        DS = 805,
                        FxFutures = 806,
                        OtherForeignExchangeDerivatives = 807,
                        IndexCreditDefaultSwaps = 900,
                        SingleNameCreditDefaultSwaps = 901,
                        CdsIndexOptions = 902,
                        SingleNameCdsOptions = 903,
                        BespokeBasketCreditDefaultSwap = 904,
                        OtherCreditDerivatives = 905,
                        Freightderivatives = 1000,
                        OtherC10Derivatives = 1001,
                        CurrencyCFDs = 1100,
                        CommodityCFDs = 1101,
                        EquityCFDs = 1102,
                        BondCFDs = 1103,
                        CFDsOnAnEquityFutureForward = 1104,
                        CFDsOnAnEquityOption = 1105,
                        EuropeanUnionAllowances = 1200,
                        EuropeanUnionAviationAllowances = 1201,
                        CertifiedEmissionReductions = 1202,
                        EmissionReductionUnits = 1203,
                        OtherEmissionAllowances = 1204,
                        EuaDerivatives = 1300,
                        EuaaDerivatives = 1301,
                        CerDerivatives = 1302,
                        EruDerivatives = 1303,
                        OtherEmissionAllowanceDerivatives = 1304,
                    };
                };
     
                /// Appends string presentation of object.
                ONIXS_TRADEWEB_APA_API void toStr(std::string&, SubAssetClass::Enum);

                /// Returns string presentation of object.
                inline std::string toStr(SubAssetClass::Enum layout)
                {
                    std::string str;

                    toStr(str, layout);

                    return str;
                }

                struct ActionType
                {
                    /// Integral type used as basement for constants.
                    typedef UInt8 Base;

                    enum Enum
                    {
                        /// Add a quote
                        Add = 'A',
                        /// Update a quote
                        Delete = 'U',
                        /// Delete a quote
                        Change = 'D'
                    };
                };

                /// Appends string presentation of object.
                ONIXS_TRADEWEB_APA_API void toStr(std::string&, ActionType::Enum);

                /// Returns string presentation of object.
                inline std::string toStr(ActionType::Enum layout)
                {
                    std::string str;

                    toStr(str, layout);

                    return str;
                }
                
                struct PublicationType
                {
                    /// Integral type used as basement for constants.
                    typedef UInt8 Base;

                    enum Enum
                    {
                        FullDetails = 1,
                        VolumeMask = 2,
                        DailyAggregate = 3,
                        WeeklyAggregate = 4
                    };
                };

                /// Appends string presentation of object.
                ONIXS_TRADEWEB_APA_API void toStr(std::string&, PublicationType::Enum);

                /// Returns string presentation of object.
                inline std::string toStr(PublicationType::Enum layout)
                {
                    std::string str;

                    toStr(str, layout);

                    return str;
                }

                struct TransactionToBeCleared
                {
                    /// Integral type used as basement for constants.
                    typedef UInt8 Base;

                    enum Enum
                    {
                        Yes = 'Y',
                        No = 'N',
                    };
                };

                /// Appends string presentation of object.
                ONIXS_TRADEWEB_APA_API void toStr(std::string&, TransactionToBeCleared::Enum);

                /// Returns string presentation of object.
                inline std::string toStr(TransactionToBeCleared::Enum layout)
                {
                    std::string str;

                    toStr(str, layout);

                    return str;
                }
            }
        }
    }
}