ORE Studio 0.0.4
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scripted_instrument.hpp
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
2 *
3 * Copyright (C) 2026 Marco Craveiro <marco.craveiro@gmail.com>
4 *
5 * This program is free software; you can redistribute it and/or modify it under
6 * the terms of the GNU General Public License as published by the Free Software
7 * Foundation; either version 3 of the License, or (at your option) any later
8 * version.
9 *
10 * This program is distributed in the hope that it will be useful, but WITHOUT
11 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
12 * FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
13 * details.
14 *
15 * You should have received a copy of the GNU General Public License along with
16 * this program; if not, write to the Free Software Foundation, Inc., 51
17 * Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
18 *
19 */
20#ifndef ORES_TRADING_DOMAIN_SCRIPTED_INSTRUMENT_HPP
21#define ORES_TRADING_DOMAIN_SCRIPTED_INSTRUMENT_HPP
22
23#include <chrono>
24#include <string>
25#include <boost/uuid/uuid.hpp>
26#include "ores.utility/uuid/tenant_id.hpp"
27
28namespace ores::trading::domain {
29
38struct scripted_instrument final {
42 int version = 0;
43
48
52 boost::uuids::uuid id;
53
57 std::string trade_type_code;
58
62 std::string script_name;
63
67 std::string script_body;
68
72 std::string events_json;
73
77 std::string underlyings_json;
78
82 std::string parameters_json;
83
87 std::string description;
88
92 std::string modified_by;
93
97 std::string performed_by;
98
103
107 std::string change_commentary;
108
112 std::chrono::system_clock::time_point recorded_at;
113};
114
115}
116
117#endif
Scripted instrument economics for ORE AMC script-based product types.
Definition scripted_instrument.hpp:38
std::string modified_by
Username of the person who last modified this record.
Definition scripted_instrument.hpp:92
std::string change_commentary
Free-text commentary explaining the change.
Definition scripted_instrument.hpp:107
std::string description
Optional free-text description.
Definition scripted_instrument.hpp:87
std::string parameters_json
JSON object of script parameters. Empty when not applicable.
Definition scripted_instrument.hpp:82
std::chrono::system_clock::time_point recorded_at
Timestamp when this version of the record was recorded.
Definition scripted_instrument.hpp:112
boost::uuids::uuid id
UUID uniquely identifying this scripted instrument.
Definition scripted_instrument.hpp:52
int version
Version number for optimistic locking and change tracking.
Definition scripted_instrument.hpp:42
std::string script_name
ORE script name identifying the payoff script.
Definition scripted_instrument.hpp:62
std::string events_json
JSON array of event schedule entries. Empty when not applicable.
Definition scripted_instrument.hpp:72
std::string performed_by
Username of the account that performed this action.
Definition scripted_instrument.hpp:97
std::string script_body
Embedded ORE AMC script body. Empty when using a library script.
Definition scripted_instrument.hpp:67
std::string underlyings_json
JSON array of underlying codes. Empty when not applicable.
Definition scripted_instrument.hpp:77
std::string trade_type_code
ORE product type code (ScriptedTrade, Autocallable_01, etc.).
Definition scripted_instrument.hpp:57
utility::uuid::tenant_id tenant_id
Tenant identifier for multi-tenancy isolation.
Definition scripted_instrument.hpp:47
std::string change_reason_code
Code identifying the reason for the change.
Definition scripted_instrument.hpp:102
A strongly-typed wrapper around a UUID representing a tenant identifier.
Definition tenant_id.hpp:66
static tenant_id system()
Creates a tenant_id representing the system tenant.
Definition tenant_id.cpp:41