OnixS C++ Tradeweb Approved Publication Arrangement (APA) Handler  1.2.2.18
API documentation
ExecutionReportForPortfolioCompressionMsg Struct Reference

#include <ExecutionReportForPortfolioCompression.h>

Collaboration diagram for ExecutionReportForPortfolioCompressionMsg:

Public Member Functions

StrRef transactionIdentificationCode () const
 
Integer8 publicationTimestamp () const
 
Integer8 executionTime () const
 
StrRef notionalCurrency1 () const
 
StrRef notionalCurrency2 () const
 
Integer8 submittedTransactions () const
 
bool submittedNotional1 (Decimal &value) const
 
bool submittedNotional2 (Decimal &value) const
 
Integer2 submittedSubAssetClass1 () const
 
Integer2 submittedSubAssetClass2 () const
 
Integer2 submittedSubAssetClass3 () const
 
Integer2 submittedSubAssetClass4 () const
 
Integer2 submittedSubAssetClass5 () const
 
Integer8 reducedTransactions () const
 
bool reducedNotional1 (Decimal &value) const
 
bool reducedNotional2 (Decimal &value) const
 
Integer8 replacementTransactions () const
 
bool replacementNotional1 (Decimal &value) const
 
bool replacementNotional2 (Decimal &value) const
 
Integer2 replacementSubAssetClass1 () const
 
Integer2 replacementSubAssetClass2 () const
 
Integer2 replacementSubAssetClass3 () const
 
Integer2 replacementSubAssetClass4 () const
 
Integer2 replacementSubAssetClass5 () const
 
StrRef replacementCurrencies1 () const
 
StrRef replacementCurrencies2 () const
 
StrRef replacementCurrencies3 () const
 
StrRef replacementCurrencies4 () const
 
StrRef replacementCurrencies5 () const
 
StrRef replacementCurrencies6 () const
 
Integer4 flags () const
 
StrRef originalTransactionIdentificationCode () const
 
 ExecutionReportForPortfolioCompressionMsg (const void *data, MessageSize size)
 
- Public Member Functions inherited from BinaryMessage
 BinaryMessage ()
 
 BinaryMessage (const void *data, MessageSize size)
 
 BinaryMessage (const BinaryMessage &other)
 
 operator bool () const
 
const void * binary () const
 
MessageSize binarySize () const
 
BinaryMessageoperator= (const BinaryMessage &other)
 

Additional Inherited Members

- 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
 

Detailed Description

Definition at line 37 of file ExecutionReportForPortfolioCompression.h.

Constructor & Destructor Documentation

ExecutionReportForPortfolioCompressionMsg ( const void *  data,
MessageSize  size 
)
inline

Initializes instance over given memory block.

Definition at line 232 of file ExecutionReportForPortfolioCompression.h.

Member Function Documentation

Integer8 executionTime ( ) const
inline

Date and time when the transaction was executed.

Definition at line 52 of file ExecutionReportForPortfolioCompression.h.

Integer4 flags ( ) const
inline

Definition at line 220 of file ExecutionReportForPortfolioCompression.h.

StrRef notionalCurrency1 ( ) const
inline

Currency in which the notional is denominated.

Definition at line 58 of file ExecutionReportForPortfolioCompression.h.

StrRef notionalCurrency2 ( ) const
inline

Second Currency in which the notional is denominated, used for Cross Currency Swaps and FX Swaps.

Definition at line 64 of file ExecutionReportForPortfolioCompression.h.

StrRef originalTransactionIdentificationCode ( ) const
inline

Code assigned by trading venues.

Definition at line 226 of file ExecutionReportForPortfolioCompression.h.

Integer8 publicationTimestamp ( ) const
inline

Date and time when the transaction was published by a trading venue or APA.

Definition at line 46 of file ExecutionReportForPortfolioCompression.h.

bool reducedNotional1 ( Decimal value) const
inline

Notional amount of reduced transactions.

Definition at line 124 of file ExecutionReportForPortfolioCompression.h.

bool reducedNotional2 ( Decimal value) const
inline

Notional amount of reduced transactions used for Cross Currency Swaps and FX Swaps.

Definition at line 130 of file ExecutionReportForPortfolioCompression.h.

Integer8 reducedTransactions ( ) const
inline

Number of transactions changed or terminated as a result of the portfolio compression.

Definition at line 118 of file ExecutionReportForPortfolioCompression.h.

StrRef replacementCurrencies1 ( ) const
inline

Currency code.

Definition at line 184 of file ExecutionReportForPortfolioCompression.h.

StrRef replacementCurrencies2 ( ) const
inline

Currency code.

Definition at line 190 of file ExecutionReportForPortfolioCompression.h.

StrRef replacementCurrencies3 ( ) const
inline

Currency code.

Definition at line 196 of file ExecutionReportForPortfolioCompression.h.

StrRef replacementCurrencies4 ( ) const
inline

Currency code.

Definition at line 202 of file ExecutionReportForPortfolioCompression.h.

StrRef replacementCurrencies5 ( ) const
inline

Currency code.

Definition at line 208 of file ExecutionReportForPortfolioCompression.h.

StrRef replacementCurrencies6 ( ) const
inline

Currency code.

Definition at line 214 of file ExecutionReportForPortfolioCompression.h.

bool replacementNotional1 ( Decimal value) const
inline

Notional amount of replacement transactions.

Definition at line 142 of file ExecutionReportForPortfolioCompression.h.

bool replacementNotional2 ( Decimal value) const
inline

Notional amount of replacement transactions used for Cross Currency Swaps and FX Swaps.

Definition at line 148 of file ExecutionReportForPortfolioCompression.h.

Integer2 replacementSubAssetClass1 ( ) const
inline

Definition at line 154 of file ExecutionReportForPortfolioCompression.h.

Integer2 replacementSubAssetClass2 ( ) const
inline

Definition at line 160 of file ExecutionReportForPortfolioCompression.h.

Integer2 replacementSubAssetClass3 ( ) const
inline

Definition at line 166 of file ExecutionReportForPortfolioCompression.h.

Integer2 replacementSubAssetClass4 ( ) const
inline

Definition at line 172 of file ExecutionReportForPortfolioCompression.h.

Integer2 replacementSubAssetClass5 ( ) const
inline

Definition at line 178 of file ExecutionReportForPortfolioCompression.h.

Integer8 replacementTransactions ( ) const
inline

Number of transactions replacing the terminated transactions.

Definition at line 136 of file ExecutionReportForPortfolioCompression.h.

bool submittedNotional1 ( Decimal value) const
inline

Notional amount of submitted transactions.

Definition at line 76 of file ExecutionReportForPortfolioCompression.h.

bool submittedNotional2 ( Decimal value) const
inline

Notional amount of submitted transactions used for Cross Currency Swaps and FX Swaps.

Definition at line 82 of file ExecutionReportForPortfolioCompression.h.

Integer2 submittedSubAssetClass1 ( ) const
inline

Definition at line 88 of file ExecutionReportForPortfolioCompression.h.

Integer2 submittedSubAssetClass2 ( ) const
inline

Definition at line 94 of file ExecutionReportForPortfolioCompression.h.

Integer2 submittedSubAssetClass3 ( ) const
inline

Definition at line 100 of file ExecutionReportForPortfolioCompression.h.

Integer2 submittedSubAssetClass4 ( ) const
inline

Definition at line 106 of file ExecutionReportForPortfolioCompression.h.

Integer2 submittedSubAssetClass5 ( ) const
inline

Definition at line 112 of file ExecutionReportForPortfolioCompression.h.

Integer8 submittedTransactions ( ) const
inline

Number of transactions submitted for inclusion in the portfolio compression.

Definition at line 70 of file ExecutionReportForPortfolioCompression.h.

StrRef transactionIdentificationCode ( ) const
inline

Code assigned by trading venues.

Definition at line 40 of file ExecutionReportForPortfolioCompression.h.


The documentation for this struct was generated from the following file: