ORE Studio 0.0.4
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fx_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_FX_INSTRUMENT_HPP
21#define ORES_TRADING_DOMAIN_FX_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
36struct fx_instrument final {
40 int version = 0;
41
46
50 boost::uuids::uuid id;
51
55 std::string trade_type_code;
56
60 std::string bought_currency;
61
65 double bought_amount = 0.0;
66
70 std::string sold_currency;
71
75 double sold_amount = 0.0;
76
80 std::string value_date;
81
85 std::string settlement;
86
90 std::string option_type;
91
95 double strike_price = 0.0;
96
100 std::string expiry_date;
101
105 std::string description;
106
110 std::string modified_by;
111
115 std::string performed_by;
116
121
125 std::string change_commentary;
126
130 std::chrono::system_clock::time_point recorded_at;
131};
132
133}
134
135#endif
FX instrument economics for FxForward, FxSwap, and FxOption trades.
Definition fx_instrument.hpp:36
std::string option_type
Option type: 'Call' or 'Put'. Empty for non-option products.
Definition fx_instrument.hpp:90
double bought_amount
Amount bought in bought_currency.
Definition fx_instrument.hpp:65
std::string modified_by
Username of the person who last modified this record.
Definition fx_instrument.hpp:110
std::string change_commentary
Free-text commentary explaining the change.
Definition fx_instrument.hpp:125
std::string description
Optional free-text description.
Definition fx_instrument.hpp:105
std::string sold_currency
ISO 4217 currency code of the sold leg (e.g. USD).
Definition fx_instrument.hpp:70
std::chrono::system_clock::time_point recorded_at
Timestamp when this version of the record was recorded.
Definition fx_instrument.hpp:130
std::string settlement
Optional settlement method (e.g. Cash, Physical).
Definition fx_instrument.hpp:85
double strike_price
Option strike price. Zero for non-option products.
Definition fx_instrument.hpp:95
boost::uuids::uuid id
UUID uniquely identifying this FX instrument.
Definition fx_instrument.hpp:50
int version
Version number for optimistic locking and change tracking.
Definition fx_instrument.hpp:40
std::string expiry_date
Option expiry date (ISO 8601). Empty for non-option products.
Definition fx_instrument.hpp:100
std::string bought_currency
ISO 4217 currency code of the bought leg (e.g. EUR).
Definition fx_instrument.hpp:60
std::string performed_by
Username of the account that performed this action.
Definition fx_instrument.hpp:115
double sold_amount
Amount sold in sold_currency.
Definition fx_instrument.hpp:75
std::string trade_type_code
ORE product type code (FxForward, FxSwap, FxOption).
Definition fx_instrument.hpp:55
utility::uuid::tenant_id tenant_id
Tenant identifier for multi-tenancy isolation.
Definition fx_instrument.hpp:45
std::string change_reason_code
Code identifying the reason for the change.
Definition fx_instrument.hpp:120
std::string value_date
Settlement/value date (ISO 8601 date string, e.g. 2026-06-30).
Definition fx_instrument.hpp:80
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