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Module book

Module book 

Expand description

A Book built from FpML documents.

Every trade of every document is read; each component of a read trade is booked under the trade’s identifier, or under label#position where the trade states none. A trade the reader refuses, a document that cannot be read at all, and a trade whose identifier the book already holds are each reported, not booked, so one bad trade costs the book nothing else.

Structs§

FpmlBook
A book read from FpML, with what was not booked.
Refusal
A trade, or a document, that was not booked, and why.