commodity_instrument.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
 *
 * Copyright (C) 2026 Marco Craveiro <marco.craveiro@gmail.com>
 *
 * This program is free software; you can redistribute it and/or modify it under
 * the terms of the GNU General Public License as published by the Free Software
 * Foundation; either version 3 of the License, or (at your option) any later
 * version.
 *
 * This program is distributed in the hope that it will be useful, but WITHOUT
 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 * FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
 * details.
 *
 * You should have received a copy of the GNU General Public License along with
 * this program; if not, write to the Free Software Foundation, Inc., 51
 * Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
 *
 */
#ifndef ORES_TRADING_DOMAIN_COMMODITY_INSTRUMENT_HPP
#define ORES_TRADING_DOMAIN_COMMODITY_INSTRUMENT_HPP
 
#include <chrono>
#include <optional>
#include <string>
#include <boost/uuid/uuid.hpp>
#include "ores.utility/uuid/tenant_id.hpp"
 
namespace ores::trading::domain {
 
struct commodity_instrument final {
    int version = 0;
 
    utility::uuid::tenant_id tenant_id = utility::uuid::tenant_id::system();
 
    boost::uuids::uuid id;
 
    std::string trade_type_code;
 
    std::string commodity_code;
 
    std::string currency;
 
    double quantity = 0.0;
 
    std::string unit;
 
    std::string start_date;
 
    std::string maturity_date;
 
    std::optional<double> fixed_price;
 
    std::string option_type;
 
    std::optional<double> strike_price;
 
    std::string exercise_type;
 
    std::string average_type;
 
    std::string averaging_start_date;
 
    std::string averaging_end_date;
 
    std::string spread_commodity_code;
 
    std::optional<double> spread_amount;
 
    std::string strip_frequency_code;
 
    std::optional<double> variance_strike;
 
    std::optional<double> accumulation_amount;
 
    std::optional<double> knock_out_barrier;
 
    std::string barrier_type;
 
    std::optional<double> lower_barrier;
 
    std::optional<double> upper_barrier;
 
    std::string basket_json;
 
    std::string day_count_code;
 
    std::string payment_frequency_code;
 
    std::string swaption_expiry_date;
 
    std::string description;
 
    std::string modified_by;
 
    std::string performed_by;
 
    std::string change_reason_code;
 
    std::string change_commentary;
 
    std::chrono::system_clock::time_point recorded_at;
};
 
}
 
#endif