Class: Quickfix::DoubleField
- Inherits:
-
((swig_class *) SWIGTYPE_p_FIX__FieldBase->clientdata)->klass
- Object
- ((swig_class *) SWIGTYPE_p_FIX__FieldBase->clientdata)->klass
- Quickfix::DoubleField
show all
- Defined in:
- ext/quickfix/QuickfixRuby.cpp
Direct Known Subclasses
AccruedInterestAmt, AccruedInterestRate, AccumulatedReturnModifiedVariationMargin, AdditionalTermBondCouponRate, AdditionalTermBondCurrentTotalIssuedAmount, AdditionalTermBondParValue, AggregatedQty, AllocAccruedInterestAmt, AllocAvgPx, AllocCalculatedCcyQty, AllocCommissionAmount, AllocCommissionAmountShared, AllocCommissionRate, AllocGrossTradeAmt, AllocGroupAmount, AllocGroupQuantity, AllocGroupRemainingQuantity, AllocInterestAtMaturity, AllocNetMoney, AllocPrice, AllocQty, AllocSettlCurrAmt, AllocShares, AllowableOneSidednessPct, AllowableOneSidednessValue, AssignmentUnit, AttachmentPoint, AuctionAllocationPct, AutomaticExerciseThresholdRate, AvgForwardPoints, AvgParPx, AvgPx, AvgSpotRate, BasisFeaturePrice, BenchmarkPrice, BidForwardPoints, BidForwardPoints2, BidPx, BidSize, BidSpotRate, BidSpread, BidSwapPoints, BidYield, BuyVolume, CalculatedCcyLastQty, CapPrice, CashOrderQty, CashOutstanding, CashSettlAmount, CashSettlMinimumQuoteAmount, CashSettlQuoteAmount, CashSettlRecoveryFactor, CcyAmt, ClearingPriceOffset, ClearingSettlPrice, ClearingTradePrice, CollateralAmountChange, CollateralFXRate, CollateralMarketPrice, CollateralPercentOverage, CollateralReinvestmentAmount, CollateralReinvestmentRate, CollectAmount, CommRate, Commission, CommissionAmount, CommissionAmountShared, CommissionRate, ComplexEventAveragingWeight, ComplexEventFixedFXRate, ComplexEventForwardPoints, ComplexEventPrice, ComplexEventPriceBoundaryPrecision, ComplexEventPricePercentage, ComplexEventSpotRate, ComplexEventStrikeFactor, ComplexEventStrikePrice, ComplexOptPayoutAmount, ComplexOptPayoutPercentage, Concession, ContAmtValue, ContraTradeQty, ContractMultiplier, CouponRate, CoverPrice, CoveredQty, CrossPercent, CumQty, CurrencyRatio, CurrentCollateralAmount, CurrentCostBasis, CurrentDisplayPrice, CurrentWorkingPrice, CxlQty, DayAvgPx, DayCumQty, DayOrderQty, DefBidSize, DefOfferSize, DeliveryScheduleNegativeTolerance, DeliveryScheduleNotional, DeliverySchedulePositiveTolerance, DeliveryStreamNegativeTolerance, DeliveryStreamNotionalConversionFactor, DeliveryStreamPositiveTolerance, DeliveryStreamTotalNegativeTolerance, DeliveryStreamTotalPositiveTolerance, DerivativeCapPrice, DerivativeContractMultiplier, DerivativeEventPx, DerivativeFloorPrice, DerivativeMinPriceIncrement, DerivativeMinPriceIncrementAmount, DerivativeOptPayAmount, DerivativePriceUnitOfMeasureQty, DerivativeStrikeMultiplier, DerivativeStrikePrice, DerivativeStrikeValue, DerivativeUnitOfMeasureQty, DetachmentPoint, DifferentialPrice, DiscountFactor, DiscretionOffset, DiscretionOffsetValue, DiscretionPrice, DisplayHighQty, DisplayLowQty, DisplayMinIncr, DisplayQty, DistribPercentage, DividendAccrualFixedRate, DividendCapRate, DividendCashEquivalentPercentage, DividendCashPercentage, DividendFloatingRateMultiplier, DividendFloatingRateSpread, DividendFloorRate, DividendInitialRate, DividendPeriodStrikePrice, DividendYield, EFPTrackingError, EndAccruedInterestAmt, EndCash, EndPriceRange, EndStrikePxRange, EndTickPriceRange, EventPx, ExecPriceAdjustment, ExpQty, Factor, FairValue, FastMarketPercentage, FeeMultiplier, FillPx, FillQty, FillYield, FirstPx, FloatingRateIndexCurveSpread, FloorPrice, FundingSourceMarketValue, GrossTradeAmt, GroupAmount, GroupRemainingAmount, HighLimitPrice, HighPx, InitialDisplayQty, InstrumentScopeCouponRate, InterestAtMaturity, LastForwardPoints, LastForwardPoints2, LastLimitAmt, LastMultipliedQty, LastParPx, LastPx, LastQty, LastQtyChanged, LastQtyVariance, LastShares, LastSpotRate, LastSwapPoints, LastUpfrontPrice, LeavesQty, LegAdditionalTermBondCouponRate, LegAdditionalTermBondCurrentTotalIssuedAmount, LegAdditionalTermBondParValue, LegAllocQty, LegAttachmentPoint, LegAutomaticExerciseThresholdRate, LegBenchmarkPrice, LegBidForwardPoints, LegBidPx, LegCalculatedCcyLastQty, LegCapPrice, LegCashSettlAmount, LegCashSettlMinimumQuoteAmount, LegCashSettlQuoteAmount, LegCashSettlRecoveryFactor, LegComplexEventAveragingWeight, LegComplexEventFixedFXRate, LegComplexEventForwardPoints, LegComplexEventPrice, LegComplexEventPriceBoundaryPrecision, LegComplexEventPricePercentage, LegComplexEventSpotRate, LegComplexEventStrikeFactor, LegComplexEventStrikePrice, LegComplexOptPayoutAmount, LegComplexOptPayoutPercentage, LegContractMultiplier, LegCouponRate, LegCurrencyRatio, LegCurrentCostBasis, LegDeliveryScheduleNegativeTolerance, LegDeliveryScheduleNotional, LegDeliverySchedulePositiveTolerance, LegDeliveryStreamNegativeTolerance, LegDeliveryStreamNotionalConversionFactor, LegDeliveryStreamPositiveTolerance, LegDeliveryStreamTotalNegativeTolerance, LegDeliveryStreamTotalPositiveTolerance, LegDetachmentPoint, LegDifferentialPrice, LegDividendAccrualFixedRate, LegDividendCapRate, LegDividendCashEquivalentPercentage, LegDividendCashPercentage, LegDividendFloatingRateMultiplier, LegDividendFloatingRateSpread, LegDividendFloorRate, LegDividendInitialRate, LegDividendPeriodStrikePrice, LegDividendYield, LegEventPx, LegFactor, LegFloorPrice, LegGrossTradeAmt, LegLastForwardPoints, LegLastMultipliedQty, LegLastPx, LegLastQty, LegMakeWholeAmount, LegMakeWholeRecallSpread, LegMarginRatio, LegMarketDisruptionFallbackBasketDivisor, LegMarketDisruptionFallbackOpenUnits, LegMarketDisruptionMaterialityPercentage, LegMidPx, LegMinPriceIncrement, LegMinPriceIncrementAmount, LegNotionalPercentageOutstanding, LegOfferForwardPoints, LegOfferPx, LegOptPayoutAmount, LegOptionRatio, LegOrderQty, LegOriginalNotionalPercentageOutstanding, LegPaymentScheduleFixedAmount, LegPaymentScheduleNotional, LegPaymentScheduleRate, LegPaymentScheduleRateConversionFactor, LegPaymentScheduleRateMultiplier, LegPaymentScheduleRateSpread, LegPaymentScheduleSettlPeriodPrice, LegPaymentScheduleStepOffsetRate, LegPaymentScheduleStepOffsetValue, LegPaymentScheduleStepRate, LegPaymentScheduleWeight, LegPaymentStreamCapRate, LegPaymentStreamCompoundingCapRate, LegPaymentStreamCompoundingFixedRate, LegPaymentStreamCompoundingFloorRate, LegPaymentStreamCompoundingInitialRate, LegPaymentStreamCompoundingRateMultiplier, LegPaymentStreamCompoundingRateSpread, LegPaymentStreamCompoundingSpread, LegPaymentStreamContractPrice, LegPaymentStreamDiscountRate, LegPaymentStreamFinalRate, LegPaymentStreamFixedAmount, LegPaymentStreamFlatRateAmount, LegPaymentStreamFloorRate, LegPaymentStreamFutureValueNotional, LegPaymentStreamInflationInitialIndexLevel, LegPaymentStreamInitialRate, LegPaymentStreamLastResetRate, LegPaymentStreamLinkInitialLevel, LegPaymentStreamLinkMaximumBoundary, LegPaymentStreamLinkMinimumBoundary, LegPaymentStreamLinkStrikePrice, LegPaymentStreamRate, LegPaymentStreamRateConversionFactor, LegPaymentStreamRateIndexLevel, LegPaymentStreamRateMultiplier, LegPaymentStreamRateSpread, LegPaymentStreamReferenceLevel, LegPaymentStreamTotalFixedAmount, LegPaymentStreamVarianceUnadjustedCap, LegPaymentStreamVegaNotionalAmount, LegPaymentStreamWorldScaleRate, LegPaymentStubFixedAmount, LegPaymentStubIndex2CapRate, LegPaymentStubIndex2FloorRate, LegPaymentStubIndex2RateMultiplier, LegPaymentStubIndex2RateSpread, LegPaymentStubIndexCapRate, LegPaymentStubIndexFloorRate, LegPaymentStubIndexRateMultiplier, LegPaymentStubIndexRateSpread, LegPaymentStubRate, LegPosAmt, LegPrice, LegPriceUnitOfMeasureQty, LegProtectionTermNotional, LegProvisionBreakFeeRate, LegProvisionOptionExerciseMaximumNotional, LegProvisionOptionExerciseMinimumNotional, LegProvisionOptionExerciseMultipleNotional, LegQty, LegRatioQty, LegRepurchaseRate, LegReturnRateCommissionAmount, LegReturnRateFXRate, LegReturnRatePrice, LegReturnRateTotalCommissionPerTrade, LegStreamCommoditySettlPeriodNotional, LegStreamCommoditySettlPeriodPrice, LegStreamMaximumPaymentAmount, LegStreamMaximumTransactionAmount, LegStreamNotional, LegStreamTotalNotional, LegStrikeIndexSpread, LegStrikeMultiplier, LegStrikePrice, LegStrikePriceBoundaryPrecision, LegStrikeValue, LegTotalGrossTradeAmt, LegTotalIssuedAmount, LegTotalTradeMultipliedQty, LegTotalTradeQty, LegUnitOfMeasureQty, LegVersusPurchasePrice, LegVolatility, LimitAmt, LimitAmtRemaining, LimitUtilizationAmt, LiquidityPctHigh, LiquidityPctLow, LiquidityValue, LockedQty, LongQty, LowLimitPrice, LowPx, MDEntryForwardPoints, MDEntryPx, MDEntrySize, MDEntrySpotRate, MDSecSize, MDStatisticValue, MakeWholeAmount, MakeWholeRecallSpread, MarginAmt, MarginAmtFXRate, MarginExcess, MarginRatio, MarketDisruptionFallbackBasketDivisor, MarketDisruptionFallbackOpenUnits, MarketDisruptionMaterialityPercentage, MatchExceptionToleranceValue, MatchIncrement, MaturityNetMoney, MaxFloor, MaxPriceVariation, MaxShow, MaxTradeVol, MaximumPriceDeviation, MidPx, MidYield, MinBidSize, MinLotSize, MinOfferSize, MinPriceIncrement, MinPriceIncrementAmount, MinQty, MinTradeVol, MiscFeeAmountDue, MiscFeeAmt, MiscFeeRate, MiscFeeSubTypeAmt, MktBidPx, MktOfferPx, NBBOPrice, NBBOQty, NetChgPrevDay, NetMoney, NotionalPercentageOutstanding, OfferForwardPoints, OfferForwardPoints2, OfferPx, OfferSize, OfferSpotRate, OfferSpread, OfferSwapPoints, OfferYield, OpenInterest, OptPayAmount, OptPayoutAmount, OrderAvgPx, OrderBookingQty, OrderCapacityQty, OrderEventPx, OrderEventQty, OrderPercent, OrderPercentOfTotalVolume, OrderQty, OrderQty2, OrigStrikePrice, OriginalNotionalPercentageOutstanding, OutMainCntryUIndex, OutsideIndexPct, OvernightInterestRate, ParticipationRate, PayAmount, PayCollectFXRate, PaymentAmount, PaymentDiscountFactor, PaymentFixedRate, PaymentFloatingRateSpread, PaymentPresentValueAmount, PaymentPrice, PaymentScheduleFixedAmount, PaymentScheduleNotional, PaymentScheduleRate, PaymentScheduleRateConversionFactor, PaymentScheduleRateMultiplier, PaymentScheduleRateSpread, PaymentScheduleSettlPeriodPrice, PaymentScheduleStepOffsetRate, PaymentScheduleStepOffsetValue, PaymentScheduleStepRate, PaymentScheduleWeight, PaymentSettlAmount, PaymentStreamCapRate, PaymentStreamCompoundingCapRate, PaymentStreamCompoundingFixedRate, PaymentStreamCompoundingFloorRate, PaymentStreamCompoundingInitialRate, PaymentStreamCompoundingRateMultiplier, PaymentStreamCompoundingRateSpread, PaymentStreamCompoundingSpread, PaymentStreamContractPrice, PaymentStreamDiscountRate, PaymentStreamFinalRate, PaymentStreamFixedAmount, PaymentStreamFlatRateAmount, PaymentStreamFloorRate, PaymentStreamFutureValueNotional, PaymentStreamInflationInitialIndexLevel, PaymentStreamInitialRate, PaymentStreamLastResetRate, PaymentStreamLinkInitialLevel, PaymentStreamLinkMaximumBoundary, PaymentStreamLinkMinimumBoundary, PaymentStreamLinkStrikePrice, PaymentStreamMaximumPaymentAmount, PaymentStreamMaximumTransactionAmount, PaymentStreamRate, PaymentStreamRateConversionFactor, PaymentStreamRateIndexLevel, PaymentStreamRateMultiplier, PaymentStreamRateSpread, PaymentStreamReferenceLevel, PaymentStreamTotalFixedAmount, PaymentStreamVarianceUnadjustedCap, PaymentStreamVegaNotionalAmount, PaymentStreamWorldScaleRate, PaymentStubFixedAmount, PaymentStubIndex2CapRate, PaymentStubIndex2FloorRate, PaymentStubIndex2RateMultiplier, PaymentStubIndex2RateSpread, PaymentStubIndexCapRate, PaymentStubIndexFloorRate, PaymentStubIndexRateMultiplier, PaymentStubIndexRateSpread, PaymentStubRate, PctAtRisk, PegDifference, PegOffsetValue, PeggedPrice, PeggedRefPrice, PosAmt, PosAmtPrice, PositionContingentPrice, PositionFXRate, PostTradePaymentAmount, PrevClosePx, PreviousAdjustedOpenInterest, PreviousUnadjustedOpenInterest, Price, Price2, PriceDelta, PriceImprovement, PriceMarkup, PriceMovementValue, PriceRangePercentage, PriceRangeValue, PriceUnitOfMeasureQty, PriorSettlPrice, ProtectionTermNotional, ProvisionBreakFeeRate, ProvisionOptionExerciseMaximumNotional, ProvisionOptionExerciseMinimumNotional, ProvisionOptionExerciseMultipleNotional, Quantity, RatioQty, RealizedVariance, RefreshQty, RelatedClosePrice, RelatedHighPrice, RelatedLowPrice, RelatedOrderQty, RelatedTradeQuantity, RelativeValue, ReleaseQty, ReportedPx, ReportingPx, ReportingQty, RepurchaseRate, ReturnRateCommissionAmount, ReturnRateFXRate, ReturnRatePrice, ReturnRateTotalCommissionPerTrade, RiskFreeRate, RiskInstrumentMultiplier, RiskLimitAmount, RiskLimitApprovedAmount, RiskLimitCheckAmount, RiskLimitUtilizationAmount, RiskLimitUtilizationPercent, RiskWarningLevelPercent, RndPx, RoundLot, RoundingModulus, SecondaryDisplayQty, SecondaryHighLimitPrice, SecondaryLockedQty, SecondaryLowLimitPrice, SecondaryTradingReferencePrice, SellVolume, SettlCurrAmt, SettlCurrBidFxRate, SettlCurrFxRate, SettlCurrOfferFxRate, SettlForwardPoints, SettlPrice, SettlPriceIncrement, SettlPriceSecondaryIncrement, SettlementAmount, SettlementPrice, SharedCommission, Shares, ShortQty, SideAvgPx, SideClearingTradePrice, SideCollateralFXRate, SideCollateralMarketPrice, SideCollateralPercentOverage, SideCollateralReinvestmentAmount, SideCollateralReinvestmentRate, SideCurrentCollateralAmount, SideGrossTradeAmt, SideLastQty, SidePriceDifferential, SideValue1, SideValue2, Spread, SpreadToBenchmark, StandardVariance, StartCash, StartPriceRange, StartStrikePxRange, StartTickPriceRange, StopPx, StreamCommoditySettlPeriodNotional, StreamCommoditySettlPeriodPrice, StreamNotional, StreamTotalNotional, StrikeIncrement, StrikeIndexSpread, StrikeMultiplier, StrikePrice, StrikePriceBoundaryPrecision, StrikeValue, SwapPoints, TargetStrategyPerformance, ThresholdAmount, TickIncrement, TimeToExpiration, TotalAccruedInterestAmt, TotalBidSize, TotalGrossTradeAmt, TotalIssuedAmount, TotalNetValue, TotalOfferSize, TotalTakedown, TotalTradeMultipliedQty, TotalTradeQty, TotalVolumeTraded, TradeAllocAmt, TradeQty, TradeVolume, TradingReferencePrice, TriggerNewPrice, TriggerNewQty, TriggerPrice, UnderlyingAccruedInterestAmt, UnderlyingAdditionalTermBondCouponRate, UnderlyingAdditionalTermBondCurrentTotalIssuedAmount, UnderlyingAdditionalTermBondParValue, UnderlyingAdjustedQuantity, UnderlyingAllocationPercent, UnderlyingAttachmentPoint, UnderlyingAutomaticExerciseThresholdRate, UnderlyingAverageVolumeLimitationPercentage, UnderlyingBasketDivisor, UnderlyingCapPrice, UnderlyingCapValue, UnderlyingCashAmount, UnderlyingCashSettlAmount, UnderlyingCashSettlMinimumQuoteAmount, UnderlyingCashSettlQuoteAmount, UnderlyingCashSettlRecoveryFactor, UnderlyingCollectAmount, UnderlyingComplexEventAveragingWeight, UnderlyingComplexEventFixedFXRate, UnderlyingComplexEventForwardPoints, UnderlyingComplexEventPrice, UnderlyingComplexEventPriceBoundaryPrecision, UnderlyingComplexEventPricePercentage, UnderlyingComplexEventSpotRate, UnderlyingComplexEventStrikeFactor, UnderlyingComplexEventStrikePrice, UnderlyingComplexOptPayoutAmount, UnderlyingComplexOptPayoutPercentage, UnderlyingConstituentWeight, UnderlyingContractMultiplier, UnderlyingCouponRate, UnderlyingCurrentValue, UnderlyingDeliveryAmount, UnderlyingDeliveryScheduleNegativeTolerance, UnderlyingDeliveryScheduleNotional, UnderlyingDeliverySchedulePositiveTolerance, UnderlyingDeliveryStreamNegativeTolerance, UnderlyingDeliveryStreamNotionalConversionFactor, UnderlyingDeliveryStreamPositiveTolerance, UnderlyingDeliveryStreamTotalNegativeTolerance, UnderlyingDeliveryStreamTotalPositiveTolerance, UnderlyingDetachmentPoint, UnderlyingDirtyPrice, UnderlyingDividendAccrualFixedRate, UnderlyingDividendAccruedInterest, UnderlyingDividendCapRate, UnderlyingDividendCashEquivalentPercentage, UnderlyingDividendCashPercentage, UnderlyingDividendFloatingRateMultiplier, UnderlyingDividendFloatingRateSpread, UnderlyingDividendFloorRate, UnderlyingDividendInitialRate, UnderlyingDividendPaymentAmount, UnderlyingDividendPayoutRatio, UnderlyingDividendPeriodStrikePrice, UnderlyingEndPrice, UnderlyingEndValue, UnderlyingEventPx, UnderlyingFXRate, UnderlyingFactor, UnderlyingFloorPrice, UnderlyingLastPx, UnderlyingLastQty, UnderlyingLegStrikePrice, UnderlyingMakeWholeAmount, UnderlyingMakeWholeRecallSpread, UnderlyingMarketDisruptionFallbackBasketDivisor, UnderlyingMarketDisruptionFallbackOpenUnits, UnderlyingMarketDisruptionMaterialityPercentage, UnderlyingMinPriceIncrement, UnderlyingMinPriceIncrementAmount, UnderlyingNotional, UnderlyingNotionalPercentageOutstanding, UnderlyingOpenUnits, UnderlyingOptPayoutAmount, UnderlyingOriginalNotionalPercentageOutstanding, UnderlyingPayAmount, UnderlyingPaymentScheduleFixedAmount, UnderlyingPaymentScheduleNotional, UnderlyingPaymentScheduleRate, UnderlyingPaymentScheduleRateConversionFactor, UnderlyingPaymentScheduleRateMultiplier, UnderlyingPaymentScheduleRateSpread, UnderlyingPaymentScheduleSettlPeriodPrice, UnderlyingPaymentScheduleStepOffsetRate, UnderlyingPaymentScheduleStepOffsetValue, UnderlyingPaymentScheduleStepRate, UnderlyingPaymentScheduleWeight, UnderlyingPaymentStreamCapRate, UnderlyingPaymentStreamCompoundingCapRate, UnderlyingPaymentStreamCompoundingFixedRate, UnderlyingPaymentStreamCompoundingFloorRate, UnderlyingPaymentStreamCompoundingInitialRate, UnderlyingPaymentStreamCompoundingRateMultiplier, UnderlyingPaymentStreamCompoundingRateSpread, UnderlyingPaymentStreamCompoundingSpread, UnderlyingPaymentStreamContractPrice, UnderlyingPaymentStreamDiscountRate, UnderlyingPaymentStreamFinalRate, UnderlyingPaymentStreamFixedAmount, UnderlyingPaymentStreamFlatRateAmount, UnderlyingPaymentStreamFloorRate, UnderlyingPaymentStreamFutureValueNotional, UnderlyingPaymentStreamInflationInitialIndexLevel, UnderlyingPaymentStreamInitialRate, UnderlyingPaymentStreamLastResetRate, UnderlyingPaymentStreamLinkInitialLevel, UnderlyingPaymentStreamLinkMaximumBoundary, UnderlyingPaymentStreamLinkMinimumBoundary, UnderlyingPaymentStreamLinkStrikePrice, UnderlyingPaymentStreamMaximumPaymentAmount, UnderlyingPaymentStreamMaximumTransactionAmount, UnderlyingPaymentStreamRate, UnderlyingPaymentStreamRateConversionFactor, UnderlyingPaymentStreamRateIndexLevel, UnderlyingPaymentStreamRateMultiplier, UnderlyingPaymentStreamRateSpread, UnderlyingPaymentStreamReferenceLevel, UnderlyingPaymentStreamTotalFixedAmount, UnderlyingPaymentStreamVarianceUnadjustedCap, UnderlyingPaymentStreamVegaNotionalAmount, UnderlyingPaymentStreamWorldScaleRate, UnderlyingPaymentStubFixedAmount, UnderlyingPaymentStubIndex2CapRate, UnderlyingPaymentStubIndex2FloorRate, UnderlyingPaymentStubIndex2RateMultiplier, UnderlyingPaymentStubIndex2RateSpread, UnderlyingPaymentStubIndexCapRate, UnderlyingPaymentStubIndexFloorRate, UnderlyingPaymentStubIndexRateMultiplier, UnderlyingPaymentStubIndexRateSpread, UnderlyingPaymentStubRate, UnderlyingPriceUnitOfMeasureQty, UnderlyingProtectionTermNotional, UnderlyingProvisionBreakFeeRate, UnderlyingProvisionOptionExerciseMaximumNotional, UnderlyingProvisionOptionExerciseMinimumNotional, UnderlyingProvisionOptionExerciseMultipleNotional, UnderlyingPx, UnderlyingQty, UnderlyingRateSpreadInitialValue, UnderlyingRateSpreadStepValue, UnderlyingRepurchaseRate, UnderlyingReturnRateCommissionAmount, UnderlyingReturnRateFXRate, UnderlyingReturnRatePrice, UnderlyingReturnRateTotalCommissionPerTrade, UnderlyingSettlPrice, UnderlyingStartValue, UnderlyingStreamCommoditySettlPeriodNotional, UnderlyingStreamCommoditySettlPeriodPrice, UnderlyingStreamNotional, UnderlyingStreamTotalNotional, UnderlyingStrikeIndexSpread, UnderlyingStrikeMultiplier, UnderlyingStrikePrice, UnderlyingStrikePriceBoundaryPrecision, UnderlyingStrikeValue, UnderlyingTotalIssuedAmount, UnderlyingUnitOfMeasureQty, UnitOfMeasureQty, UpfrontPrice, ValueOfFutures, VegaMultiplier, VersusPurchasePrice, Volatility, WtAverageLiquidity, Yield, YieldRedemptionPrice
Instance Method Summary
collapse
Constructor Details
#initialize(*args, self) ⇒ Object
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# File 'ext/quickfix/QuickfixRuby.cpp', line 28770
SWIGINTERN VALUE _wrap_new_DoubleField(int nargs, VALUE *args, VALUE self) {
int argc;
VALUE argv[3];
int ii;
argc = nargs;
if (argc > 3) SWIG_fail;
for (ii = 0; (ii < argc); ++ii) {
argv[ii] = args[ii];
}
if (argc == 1) {
int _v = 0;
{
int res = SWIG_AsVal_int(argv[0], NULL);
_v = SWIG_CheckState(res);
}
if (_v) {
return _wrap_new_DoubleField__SWIG_2(nargs, args, self);
}
}
if (argc == 2) {
int _v = 0;
{
int res = SWIG_AsVal_int(argv[0], NULL);
_v = SWIG_CheckState(res);
}
if (_v) {
{
int res = SWIG_AsVal_double(argv[1], NULL);
_v = SWIG_CheckState(res);
}
if (_v) {
return _wrap_new_DoubleField__SWIG_1(nargs, args, self);
}
}
}
if (argc == 3) {
int _v = 0;
{
int res = SWIG_AsVal_int(argv[0], NULL);
_v = SWIG_CheckState(res);
}
if (_v) {
{
int res = SWIG_AsVal_double(argv[1], NULL);
_v = SWIG_CheckState(res);
}
if (_v) {
{
int res = SWIG_AsVal_int(argv[2], NULL);
_v = SWIG_CheckState(res);
}
if (_v) {
return _wrap_new_DoubleField__SWIG_0(nargs, args, self);
}
}
}
}
fail:
Ruby_Format_OverloadedError( argc, 3, "DoubleField.new",
" DoubleField.new(int field, double data, int padding)\n"
" DoubleField.new(int field, double data)\n"
" DoubleField.new(int field)\n");
return Qnil;
}
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Instance Method Details
#getValue(*args) ⇒ Object
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# File 'ext/quickfix/QuickfixRuby.cpp', line 28984
SWIGINTERN VALUE
_wrap_DoubleField_getValue(int argc, VALUE *argv, VALUE self) {
FIX::DoubleField *arg1 = (FIX::DoubleField *) 0 ;
void *argp1 = 0 ;
int res1 = 0 ;
double result;
VALUE vresult = Qnil;
if ((argc < 0) || (argc > 0)) {
rb_raise(rb_eArgError, "wrong # of arguments(%d for 0)",argc); SWIG_fail;
}
res1 = SWIG_ConvertPtr(self, &argp1,SWIGTYPE_p_FIX__DoubleField, 0 | 0 );
if (!SWIG_IsOK(res1)) {
SWIG_exception_fail(SWIG_ArgError(res1), Ruby_Format_TypeError( "", "FIX::DoubleField const *","getValue", 1, self ));
}
arg1 = reinterpret_cast< FIX::DoubleField * >(argp1);
{
if(tryRubyException([&]() mutable
{
result = (double)((FIX::DoubleField const *)arg1)->getValue();
return self;
fail:
return Qnil;
}) == Qnil)
{
SWIG_fail;
}
}
vresult = SWIG_From_double(static_cast< double >(result));
return vresult;
fail:
return Qnil;
}
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#setValue(*args, self) ⇒ Object
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# File 'ext/quickfix/QuickfixRuby.cpp', line 28927
SWIGINTERN VALUE _wrap_DoubleField_setValue(int nargs, VALUE *args, VALUE self) {
int argc;
VALUE argv[4];
int ii;
argc = nargs + 1;
argv[0] = self;
if (argc > 4) SWIG_fail;
for (ii = 1; (ii < argc); ++ii) {
argv[ii] = args[ii-1];
}
if (argc == 2) {
int _v = 0;
void *vptr = 0;
int res = SWIG_ConvertPtr(argv[0], &vptr, SWIGTYPE_p_FIX__DoubleField, 0);
_v = SWIG_CheckState(res);
if (_v) {
{
int res = SWIG_AsVal_double(argv[1], NULL);
_v = SWIG_CheckState(res);
}
if (_v) {
return _wrap_DoubleField_setValue__SWIG_1(nargs, args, self);
}
}
}
if (argc == 3) {
int _v = 0;
void *vptr = 0;
int res = SWIG_ConvertPtr(argv[0], &vptr, SWIGTYPE_p_FIX__DoubleField, 0);
_v = SWIG_CheckState(res);
if (_v) {
{
int res = SWIG_AsVal_double(argv[1], NULL);
_v = SWIG_CheckState(res);
}
if (_v) {
{
int res = SWIG_AsVal_int(argv[2], NULL);
_v = SWIG_CheckState(res);
}
if (_v) {
return _wrap_DoubleField_setValue__SWIG_0(nargs, args, self);
}
}
}
}
fail:
Ruby_Format_OverloadedError( argc, 4, "DoubleField.setValue",
" void DoubleField.setValue(double value, int padding)\n"
" void DoubleField.setValue(double value)\n");
return Qnil;
}
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