#include <ExecutionReportForPortfolioCompression.h>
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Public Types inherited from BinaryMessage | |
typedef MessageSize | BinarySize |
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize > | |
const SubMessage | submessage (MessageSize offset, MessageSize size) const |
const FieldValue & | ordinary (MessageSize offset) const |
Enumeration::Enum | enumeration (MessageSize offset) const |
StrRef | fixedStr (MessageSize offset) const |
Definition at line 37 of file ExecutionReportForPortfolioCompression.h.
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Initializes instance over given memory block.
Definition at line 232 of file ExecutionReportForPortfolioCompression.h.
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Date and time when the transaction was executed.
Definition at line 52 of file ExecutionReportForPortfolioCompression.h.
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Definition at line 220 of file ExecutionReportForPortfolioCompression.h.
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Currency in which the notional is denominated.
Definition at line 58 of file ExecutionReportForPortfolioCompression.h.
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Second Currency in which the notional is denominated, used for Cross Currency Swaps and FX Swaps.
Definition at line 64 of file ExecutionReportForPortfolioCompression.h.
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Code assigned by trading venues.
Definition at line 226 of file ExecutionReportForPortfolioCompression.h.
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Date and time when the transaction was published by a trading venue or APA.
Definition at line 46 of file ExecutionReportForPortfolioCompression.h.
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Notional amount of reduced transactions.
Definition at line 124 of file ExecutionReportForPortfolioCompression.h.
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Notional amount of reduced transactions used for Cross Currency Swaps and FX Swaps.
Definition at line 130 of file ExecutionReportForPortfolioCompression.h.
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Number of transactions changed or terminated as a result of the portfolio compression.
Definition at line 118 of file ExecutionReportForPortfolioCompression.h.
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Currency code.
Definition at line 184 of file ExecutionReportForPortfolioCompression.h.
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Currency code.
Definition at line 190 of file ExecutionReportForPortfolioCompression.h.
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Currency code.
Definition at line 196 of file ExecutionReportForPortfolioCompression.h.
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Currency code.
Definition at line 202 of file ExecutionReportForPortfolioCompression.h.
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Currency code.
Definition at line 208 of file ExecutionReportForPortfolioCompression.h.
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Currency code.
Definition at line 214 of file ExecutionReportForPortfolioCompression.h.
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Notional amount of replacement transactions.
Definition at line 142 of file ExecutionReportForPortfolioCompression.h.
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Notional amount of replacement transactions used for Cross Currency Swaps and FX Swaps.
Definition at line 148 of file ExecutionReportForPortfolioCompression.h.
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Definition at line 154 of file ExecutionReportForPortfolioCompression.h.
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Definition at line 160 of file ExecutionReportForPortfolioCompression.h.
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Definition at line 166 of file ExecutionReportForPortfolioCompression.h.
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Definition at line 172 of file ExecutionReportForPortfolioCompression.h.
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Definition at line 178 of file ExecutionReportForPortfolioCompression.h.
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Number of transactions replacing the terminated transactions.
Definition at line 136 of file ExecutionReportForPortfolioCompression.h.
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Notional amount of submitted transactions.
Definition at line 76 of file ExecutionReportForPortfolioCompression.h.
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Notional amount of submitted transactions used for Cross Currency Swaps and FX Swaps.
Definition at line 82 of file ExecutionReportForPortfolioCompression.h.
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Definition at line 88 of file ExecutionReportForPortfolioCompression.h.
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Definition at line 94 of file ExecutionReportForPortfolioCompression.h.
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Definition at line 100 of file ExecutionReportForPortfolioCompression.h.
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Definition at line 106 of file ExecutionReportForPortfolioCompression.h.
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Definition at line 112 of file ExecutionReportForPortfolioCompression.h.
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Number of transactions submitted for inclusion in the portfolio compression.
Definition at line 70 of file ExecutionReportForPortfolioCompression.h.
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Code assigned by trading venues.
Definition at line 40 of file ExecutionReportForPortfolioCompression.h.